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 note proposes a Chinese equity screen combining a historical dividend payout ratio above 25%, a ranking by large-order net volume, and an intraday price range greater than 1. Its rationale is to mix a short-term price and order-flow signal with a…
This market commentary reviews crypto volatility conditions and options positioning in September 2023. It notes subdued equity volatility and low realized volatility in crypto, while describing rising put-wing implied volatility for a near-term Bitcoin…
This brief description outlines an indicator-free expert advisor designed to trade sudden market moves. It places stop orders at a configured distance from the current price and adjusts them at discrete time intervals. When price moves sharply before the…
This document presents an A-share selection rule combining turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an intraday range of at least 1% relative to the prior close. It frames turnover and range as measures…
The document describes an A-share screen requiring an intraday high-low range above 1%, circulating market capitalization above 10 billion yuan, and a daily increase above 5%. Although the narrative calls the last condition an increase in holdings, the…
This Chinese-equity screening idea combines daily price movement with a concentration filter. It selects stocks whose intraday range exceeds 1%, whose daily decline falls between 4% and 5%, and whose concentration measure is no higher than 20%. The…
This article describes an intraday Chinese stock screen based on four conditions: price amplitude above a threshold, current volume above a stated level, a higher opening price, and a gain below a cap at 9:25. The idea is to focus on stocks showing price…
This stock-selection note combines three filters: an average daily range above 1, a 2019 dividend payout ratio above 25%, and a same-day control measure above 21%. It presents the control measure as an indication of concentrated trading influence or…
The proposed screen combines three stock characteristics: price amplitude above one, a circulating share count no greater than 5.5 billion, and a 20-day concentration measure below 70%. The article presents the amplitude condition as a way to find more…
The document proposes a stock screen combining three criteria: recent price amplitude above a stated threshold, circulating market capitalization above a stated level, and a stock code beginning with 60. It frames the screen as a way to find larger,…
This weekly crypto market report assesses a recovery in prices by combining spot performance with trading volume, volatility, open interest, funding, order book depth, ETF flows, stablecoin issuance, and DeFi credit measures. It interprets rising prices…
The document introduces the VIX as an options-derived measure of expected volatility over roughly the next 30 days, then describes the idea of adapting a similar measure to markets beyond the major US stock indexes. It names possible applications such as…
This Chinese-language post outlines a stock selection rule using price amplitude, relative trading volume, and return on equity. It specifies amplitude above 1%, a volume ratio between 1.5 and 6, and ROE above 15% in each of the past five years. The intended…
This Chinese-language post describes an A-share stock screen combining price amplitude, a 2019 dividend yield threshold, and a range for floating market capitalization. The intended logic selects stocks with amplitude above 1, dividend yield above 25%, and…
This factor note defines a volume-weighted measure of a stock’s intraday relative price range. For each instrument and date, it calculates the high-low range divided by the opening price, weights that value by volume, and divides the summed weighted values…
This document describes a Chinese equity screening rule combining daily price range, a reversal pattern, and a recent limit-up. Its refined version looks for a range above 1%, a reversal pattern within the latest three trading days, and at least one limit-up…
This stock-screening proposal combines three conditions: daily price amplitude above one percent, a newly formed KDJ golden cross, and positive recent price changes across several lookback periods. The article interprets the amplitude filter as selecting…
The Max Deviation indicator measures the range between the highest high and lowest low across a configurable lookback window. Subtracting the window’s lowest low from its highest high produces a simple measure of the instrument’s total price movement during…
Q-Trend combines a rolling price midpoint with average true range to create a trend line and volatility-adjusted thresholds. The midpoint is calculated from the highest and lowest source values over a chosen trend period. A sensitivity band is formed by…
This note describes a Chinese stock selection screen that combines a daily price-range condition, five consecutive years of return on equity above 15%, and a limit on tradable share count. It presents the range condition as a measure of volatility, the ROE…
This stock selection screen uses three market-activity filters: amplitude of at least 1%, turnover above 2% and no more than 9%, and relative volume above 1.5 but below 6. The intended effect is to identify stocks with meaningful price movement and elevated,…
This market commentary connects Federal Reserve expectations and stablecoin policy news with volatility in crypto and crypto-linked equities. It focuses on Circle’s post-IPO shares, noting a sharp rise in implied volatility and short-dated call skew, then…
The SR Cloud indicator estimates resistance and support by measuring how far price moves from a bar's open. For each daily or weekly bar, its minimum swing is the smaller of the distance from the open to the high and the distance from the open to the low.…
This expert advisor defines a daily price range over a configurable sliding window, excluding the current bar. The range can be calculated as the highest high minus the lowest low, or as the mean absolute change between consecutive closes. It recalculates…