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
The article describes a short-term stock screen based on daily price movement and trading activity. It selects stocks with amplitude above 1, a daily percentage change between −5% and −4%, and a volume ratio above 1.5 but below 6. The proposed interpretation…
This document describes an adaptive trend indicator that evaluates multiple SuperTrend variants using different Average True Range multipliers. It scores their recent performance, groups the variants into three performance clusters using a k-means-inspired…
This weekly market note connects Federal Reserve expectations and US economic releases with crypto and equity volatility. It argues that rates and inflation data could influence risk assets, then compares Bitcoin and gold implied volatility as a way to frame…
This note describes a short-term A-share screening rule for stocks classified in the metaverse industry. It looks for an opening price crossing above the 10-day moving average after the previous close and open were below that average, along with a daily…
This A-share screening idea selects stocks whose daily high-to-low range exceeds 1% of the opening price, whose codes begin with 60, and which appeared on the prior day’s top-trader list. The example code further filters for stocks near the upper end of…
The document presents a stock-selection screen based on three conditions: daily amplitude greater than 1%, a K-line-related value below 20, and a 9:25 a.m. gain below 6%. Its examples define amplitude using the high-low range relative to price and estimate…
This document describes a short-term stock screen that combines daily price amplitude above a threshold, afternoon large-order net inflows, and a positive ten-day return capped below another threshold. It explains the filters as a way to identify volatile…
This indicator compares Bollinger Bands with a second price envelope built from average range. When the Bollinger Bands fit inside the range envelope, the indicator marks a squeeze by leaving the squeeze series undefined. When the Bollinger Bands extend…
This post proposes screening Chinese stocks for a daily high-low range above one percent during 2021, combined with prior-day auction turnover greater than 0.26. Qualifying stocks enter a candidate pool; the provided Python example then sorts them by closing…
This indicator modifies SuperTrend by grouping recent ATR observations into low, medium, and high volatility regimes with a three-cluster K-Means procedure. It initializes cluster centers from percentiles of the ATR range over a training window, repeatedly…
The document briefly describes an indicator that draws three Bollinger Band channels around a moving average as a colored cloud. It can show the latest band values as price labels and round those values to a user-selected number of digits. The stated digit…
This document describes a stock screen using a daily high-low range of at least 1%, relative volume between 1.5 and 6 times a five-day average, a share price below 12, and a price-to-book ratio below 3. The stated intent is to find shares with noticeable…
This document outlines a stock screen combining a daily price range above 1%, a closing price below 20, and afternoon large-order net inflows. It presents these as filters for volatility, lower-priced shares, and recent buying interest. The proposed…
This note presents a Chinese-equity screening approach that ranks stocks by relative volume and selects prices between the middle and upper Bollinger Bands, while also considering an early-session gain threshold. Its initial description uses a gain below 6%,…
The Kase Peak Oscillator is presented as a technical indicator intended to identify unusually strong directional price moves and local peaks. It combines logarithmic high-to-low price movements across a range of lookback periods with a volatility estimate…
This proposed stock screen combines three conditions: daily amplitude greater than 1, a shrinking negative MACD histogram on a 15-minute chart, and price near the ten-day moving average. The rationale is to find volatile stocks where downside momentum may be…
This A-share stock screen combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and a rounded-bottom condition. The article offers CCI below -100 as a possible numerical proxy for the rounded shape, then gives…
The proposed screen selects Chinese stocks with amplitude above 1% that did not close at the daily upper limit on the prior day, then ranks candidates by the current day’s auction amount and keeps the top five. The article treats large auction activity as a…
The document describes an indicator that represents a MomentumCandle oscillator as a sequence of candlesticks and places a Keltner Channel around its average value. This combines a momentum-style display with channel bands, so the oscillator can be viewed in…
Wave PM is presented as a volatility oscillator from Mark Whistler’s work. It is intended to help traders assess volatility cycles, including the possible onset or exhaustion of strong trends and the likely persistence of sideways conditions. The document…
This document presents a Chinese stock screen that selects securities whose daily high-low range exceeds 1% of the previous close, limits the universe to codes beginning with 60, and ranks candidates by money-flow strength in descending order. The article…
This indicator description explains a histogram version of the Williams Percent Range (WPR) oscillator. It rounds oscillator values within the standard range from minus 100 to zero into discrete levels, with the selected input controlling the rounding…
This Chinese equity screening idea combines a daily high-low range of at least 1%, a volume ratio between 1.5 and 6, and a requirement that the stock had three consecutive limit-up closes on the prior days. The article presents the range and volume…
This Chinese equity screening proposal combines above-normal daily range, a close between the middle and upper Bollinger bands, and an upward 30-day moving average. It presents these conditions as a way to find active stocks whose medium-term trend is rising…