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 post describes a Chinese-stock candidate screen requiring daily price amplitude above 1%, at least one limit-up event during the previous 25 trading days, and turnover between 2% and 9%. The proposed rationale is that recent limit-up activity may…
The document describes a modified OHLC candlestick display that records the highest ask and lowest bid observed during each bar. The candle’s upper extreme represents the highest ask, while its lower extreme represents the lowest bid. Showing these…
The newsletter argues that Solana options may offer relatively attractive upside volatility compared with Ethereum. It compares their recent implied pricing with historical realized volatility, including the relative level of 30-day realized volatility and…
The document outlines a stock-selection rule requiring amplitude above 1, MACD above its zero line, and at least two limit-up events during the previous 500 days. It interprets amplitude as a sign of movement, MACD as a positive technical condition, and…
This note proposes screening equities for daily amplitude above 1, a MACD reading above its zero line, and at least two limit-up events within a 500-day lookback. Its rationale is that amplitude identifies active stocks, MACD indicates positive momentum, and…
This note describes a Chinese equity screen using three filters: price amplitude above 1, a positive ten-day return below 35, and a listing age above a chosen threshold. The rationale is to find stocks with some recent movement and gains while excluding very…
This market outlook argues for bullish crypto exposure alongside short volatility, based on the author’s view that risk appetite may improve, recent volatility has eased, and Bitcoin options term structure may return to steeper contango. It notes that spot…
This short indicator description explains QQE, or Quantitative Qualitative Estimator, as a smoothed RSI paired with fast and slow volatility-based trailing levels. The levels are derived by measuring the average range of the smoothed RSI over a chosen…
PriceVar% measures the distance of price from a moving average as a percentage of that average. When the close is above the average, the described calculation uses the high; when it is below, it uses the low. The result is presented as a histogram with…
A brief Chinese-language forum exchange addresses how to obtain real-time VIX data when a trading interface does not provide it. The questioner says the strategy requires live VIX values and asks about manually subscribing through a data service. A…
This podcast recap links a rebound in crypto option activity during Bitcoin’s rally to optimism about possible ETF approval. It also describes large Ethereum overwrite positions, changes to Deribit margin requirements intended to address their risk, and…
This market commentary examines Bitcoin options pricing ahead of a US spot ETF decision, alongside Federal Reserve expectations and upcoming inflation data. It describes a term structure with elevated implied volatility relative to realized volatility and…
This Chinese equity screening idea selects stocks with an amplitude greater than one, a prior-day 9:15 matching price at the lower price limit, and exclusion of the STAR Market. The post interprets large amplitude as a source of potential opportunity and the…
This stock screen selects shares priced at or below 12 yuan, with a stated price range measure above 1 and turnover between 2% and 9%. It is framed as a way to find relatively active, lower-priced Chinese stocks by combining a volatility-related condition…
The document presents Relative Strength to Levy as a way to compare a security’s past performance with its most recent observation period. Its premise is that securities with strong relative performance in the past may continue to perform relatively…
This document describes configurable inputs for a Chaikin Volatility indicator displayed as a colored histogram. Its controls include the smoothing method and depth, a smoothing parameter, a second smoothing period, horizontal shift, and thresholds for high,…
The ZiBoll indicator adapts Bollinger-style bands by calculating weighted moving averages of the bar highs and lows, then offsetting them with a fraction of the close-price standard deviation. A state variable changes when the close moves beyond either band…
The post proposes a stock screen combining a large daily trading range, a recent session with a gain of at least ten percent, and a morning-star reversal pattern for a named stock. Its later formulation adds a close above the prior session’s high-low range,…
The document describes an implementation of John Welles Wilder Jr.’s Average True Range indicator. Its distinguishing choices are the use of Wilder’s smoothed moving average, also called SMMA, and a default lookback of seven periods, following the settings…
This stock screen selects shares with daily amplitude above one, a decline between four and five percent on the current day, and an appearance on the prior day’s Dragon Tiger List. The article presents this as a way to find volatile, actively traded stocks…
This report reviews major cryptocurrency thefts in 2025, comparing centralized exchange, decentralized finance, and decentralized exchange incidents. It attributes the largest loss to the Bybit attack and describes private key compromise as a recurring…
This system adapts the Bollinger Band idea by calculating an exponential average and standard deviation from highs for an upper threshold, and from lows for a lower threshold. When price moves above the high-based threshold, it opens a short position; when…
A Donchian Channel is built from the highest high and lowest low over a chosen lookback period, with the range between them marking the channel. The described indicator also plots the midpoint between those bounds and a moving average of that midpoint.…
The document describes a volume-weighted variant of Bill Williams’s Awesome Oscillator. The standard indicator compares a short moving average of bar midpoints with a longer moving average of the same price measure. In this version, volume-weighted moving…