Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
12,303 documents
This indicator description presents a Keltner Channel whose center line can use a chosen price input and smoothing method. The upper and lower channel boundaries are based on the Average True Range (ATR), with a configurable multiplier controlling the…
The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, requires daily high-low amplitude above 1%, and selects stocks with at least one daily gain of 10% or more in the previous 25 trading days. It outlines the rationale…
This stock screen combines three technical conditions: daily price amplitude of at least one percent, turnover above two percent and no greater than nine percent, and a pattern of rising lows. The accompanying explanation interprets the combination as…
The commentary considers how trade war headlines and scheduled US economic releases could affect crypto prices and options volatility. Its base case is that Bitcoin remains in a broad consolidation range, with a possible test of the lower boundary and a…
This indicator uses the 14-period average true range (ATR) to mark two kinds of potential entry signals. One identifies a directional candle that confirms a preceding pattern, such as a pin bar after a correction; the other marks a horizontal breakout. The…
The post describes a Chinese A-share screening rule that combines a daily price-range threshold, at least one limit-up event in the prior 25 trading days, and return on equity above 15% for five consecutive years. It presents the conditions as a way to find…
This stock screen combines price movement and recent trading activity. It looks for amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and more than two limit-up days within the past 10 days. The document frames these…
NELODI Trend Waves is described as a customizable indicator that calculates standard deviations, moving averages, and additional potential support and resistance zones. Its default display shows a selected subset of levels, while input settings can expose…
FloatPivot is described as a chart indicator that offers an alternative to the Bollinger Bands channel. Its distinctive presentation is a colored inner area within the channel, intended to make the indicator’s regions easier to distinguish visually. The…
This Chinese research summary examines whether intraday data can support sector rotation signals, focusing on realized skewness and the share of volatility attributable to downside moves. It describes constructing industry level factors inspired by high…
This research summary describes a study of retail investor attention and asymmetric volatility in China’s A-share market. The authors use the balance of positive, negative, and neutral posts on online stock message boards to construct a proxy for asymmetry…
This note describes a simple Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and a positive return below 35% over ten days. It frames the filters as a way to find volatile stocks with moderate prices and recent…
This document outlines a Chinese equity screening rule that combines daily price movement with a short moving average and a lower low. The stated final criteria are amplitude above 1, the close crossing above a five-day moving average, and today’s low…
This post outlines a short-term Chinese stock screen that requires amplitude above 1, ranks stocks by the day’s auction amount, keeps the top five, and requires the closing price to exceed the previous day’s low. The suggested interpretation is that elevated…
This document describes a Chinese stock screen using daily price movement and convertible bond information. It selects stocks with an amplitude above 1, a nonempty name for outstanding convertible debt, and a daily return between negative 5% and positive…
This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…
The document presents a logarithmic Garman–Klass estimator that uses open, high, low, and close prices to estimate realized or historical volatility. It forms log returns for close-to-close, close-to-open, open-to-previous-close, and high-to-low moves. The…
This weekly report examines Bitcoin and Ether options around regulatory news and a busy US macro calendar. It describes short-dated implied volatility rising after enforcement actions, a brief move into backwardation, and a flatter term structure afterward.…
This stock-selection proposal combines a price-range filter, a historical dividend-yield condition, and a turnover-related condition. The stated screen looks for stocks with amplitude above 1%, a 2019 dividend ratio above 25%, and a turnover measure between…
This stock screen selects equities with an amplitude above a threshold, excludes stocks that closed at the limit the prior day, and targets names whose daily percentage change falls within a narrow negative range. The stated rationale is that amplitude…
The note links uncertainty after a US government shutdown to crypto risk and options pricing. It argues that missing October inflation and employment releases complicate the Federal Reserve’s December decision, while the FOMC minutes and other scheduled…
This note outlines an equity selection approach that filters for price amplitude above 1%, ranks stocks by market heat, and restricts the sample to trading dates in 2021. It explains amplitude as a sign of trading activity and treats high ranking by…
This post describes a Chinese A-share screening rule that combines daily price movement, company size, profitability, and opening-auction turnover. It selects stocks with an absolute daily price change above 1%, market capitalization no greater than 10…
This Chinese-language post outlines a stock screen combining a large daily trading range, at least one strong single-day gain within a recent 25-session window, and a specified share-price level. It also sketches formula and Python implementations, though…