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 short-term stock screen combines three filters: a prior-day price amplitude above 1%, appearance on the previous day's top-trader list, and a current-day price decline between 4% and 5%. The post presents the decline as a potential pullback entry and…
This stock-selection idea combines an amplitude threshold, a rounded price-range pattern, and a company or industry classification. The accompanying indicator expression uses recent high-low ranges over several lookback windows to identify a compressed,…
This weekly crypto options analysis links macroeconomic events, including US debt ceiling negotiations, inflation data, Fed minutes, and upcoming employment figures, to Bitcoin and Ethereum volatility. It argues that the market may remain in a wait-and-see…
The document describes a chart indicator that plots three Bollinger Band channels derived from one moving average and displays the latest values as price labels. It is a visualization tool for viewing multiple volatility envelopes around a smoothed price…
This note proposes screening stocks for daily amplitude above 1%, a 2021 date condition, and return on equity above 15% for five consecutive years. Its final version adds valuation limits of price-to-earnings below 30 and price-to-book below 5. The rationale…
This note describes an A-share stock screen combining daily price amplitude above 1, a morning-star pattern, and positive price-to-earnings ratio. It presents the pattern as a short-term technical signal and positive P/E as a basic profitability filter. It…
This research summary compares two ETFs tracking distinct China A-share indices focused on the ChiNext market. One index selects for quality and lower volatility, seeking financially sound companies with steadier price behavior. The other emphasizes growth…
Moving Average Bands Width (MABW) is described as a volatility indicator based on the percentage distance between moving average bands. Wider bands correspond to rising volatility, while narrower bands correspond to declining volatility. Changes in width may…
This indicator combines smoothed Heiken-Ashi candles with two color-filled channels. The channels are based on mean-square deviations calculated from the indicator candles’ highs and lows. Its configurable parameters include the smoothing method and depth, a…
This A-share screening idea combines a price-range condition, a short-term trend filter, and a measure that relates yesterday’s turnover to today’s auction volume versus yesterday’s volume. It selects stocks whose average price is above the five-day moving…
This report examines BTC options and futures behavior in Q1 2023, then introduces Lyra as an automated market maker for on-chain options. It contrasts AMM and order-book models and frames DeFi options as an evolving market without an established analytical…
The document describes a trailing stop built from the Average True Range (ATR). It places a candidate stop a multiple of ATR below the closing price during an uptrend and above it during a downtrend. The example uses a 14-period ATR multiplied by 3.5, while…
This study builds separate XGBoost models to predict next-day Ethereum volatility from activity in the USDC, USDT, and DAI lending ecosystems. Features include lagged borrowing, repayment, and flash-loan measures, plus seven-day averages. It uses time-series…
This document describes an indicator that applies a Supertrend calculation to RSI values rather than directly to price. It calculates RSI, smooths it with a moving average, and uses an ATR-style range and configurable trend factor to form upper and lower…
The indicator evaluates a family of AbsolutelyNoLagLwma smoothed price series across periods generated by an arithmetic progression. At each update, it determines the direction of each smoothed series, counts positive and negative directions, and smooths…
This Chinese equity-screening idea selects stocks with amplitude above 1, a rounded price pattern, a robotics-sector classification, and circulating market value below 10 billion. The text interprets the amplitude condition as targeting active shares, the…
This charting script marks the Sydney, Tokyo, London, and New York forex sessions with colored rectangles. Users set each session’s opening hour and duration, allowing past session windows to be overlaid on price data. The colored regions can help traders…
The article explains two tools for assessing cryptocurrency volatility. Bollinger Bands place an upper and lower standard deviation band around a moving average; widening bands indicate greater volatility, while contracting bands suggest quieter conditions.…
This document describes a version of the XCCX standard deviation indicator that lets the user select the timeframe used for its calculations. The example input sets the indicator to a four-hour period, while leaving the chart timeframe as a separate choice.…
This indicator estimates how far price traveled across both the regular session and the overnight gap. It starts with twice the high-to-low range, subtracts the absolute open-to-close change, then adds the absolute difference between the current open and the…
The document describes an oscillator that plots the width of a Donchian channel in a separate window. It defines width as the highest high minus the lowest low over a selected lookback period, providing a simple measure of the price range covered by that…
This indicator description presents a Money Flow Index display that combines three configurable timeframes and offers an average. Its adjustable inputs include the MFI calculation period and volume basis, overbought, median, and oversold levels, each…
This report reviews the issuance and performance of Chinese private CTA products in the first quarter of 2018, then discusses equity index futures, government bond futures, and commodity markets. It links strategy ideas to changes in volatility, trading…
This article argues that some quantitative strategies in China’s A-share market focus on exploiting short-term price fluctuations rather than company fundamentals. It portrays rapid trading as a source of high turnover and a potential conflict with the…