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 weekly derivatives recap describes Bitcoin and Ether options conditions during a period of crypto market weakness. It reviews realized volatility, the shape of options term structures, skew, trading flows, and dealer gamma positioning. The recap reports…
This expert advisor strategy places pending orders at a scheduled terminal time, with distances based on average volatility over a selected number of past days. Stop-loss and take-profit levels are expressed as percentages of that volatility measure rather…
This note describes a modified Commodity Channel Index that can replace the usual mean absolute deviation with standard deviation or average true range. It also offers optional smoothing and color changes when the indicator crosses zero or changes slope.…
This market update reviews Bitcoin and Ether derivatives conditions using realized volatility, options term structure, skew, option flows, and dealer gamma positioning. It reports that realized volatility had fallen into the low twenties, with Bitcoin’s…
This stock screen combines a large daily high-to-low range with at least one daily gain of 10% or more during the previous 25 trading days, then limits candidates to Chinese stocks whose codes begin with 60. The article presents equivalent screening logic…
VolatilityPivot is described as a trend indicator built using the NRTR, or Nick Rypock Trailing Reverse, approach. It uses currency-pair volatility to display nearby support and resistance levels, which can inform a view of trend direction and potential…
This note defines a normalized volatility indicator as the standard deviation of an applied price divided by its simple moving average, both calculated over the same configurable period. It identifies the two inputs a user can choose: the lookback period and…
This post describes a stock screen based on three features: intraday amplitude above one, at least one daily gain of 10% or more during the previous 25 trading days, and a positive weekly trend described as a red histogram. The examples use a volatility…
The Multi Deviation Scaled Moving Average combines eight adaptive moving averages with progressively longer lookbacks. Each layer filters the close-to-close input with a Super Smoother, scales it by a rolling root-mean-square measure, and adjusts its…
The document describes a Chinese stock screen combining three conditions: daily amplitude above a threshold, a nonempty outstanding-convertible-bond name, and a daily maximum decline between four and five percent. It presents the bond condition as a proxy…
The report explains how option prices can be used to construct volatility and skew measures for the Chinese equity market. VIX represents expected volatility over a forward period, while SKEW captures the market’s pricing of asymmetric returns and tail risk.…
This document explains a STARC Bands indicator built from a moving average and Average True Range. The moving average forms the center line; upper and lower bands are placed around it by multiplying ATR by a selected coefficient. A second coefficient defines…
This article describes cryptocurrency trading bots as programs that connect to exchanges through APIs, monitor market data, and place trades when configured conditions are met. It outlines potential uses for both new and experienced traders, including…
This proposed stock screen combines three conditions: intraday amplitude above a threshold, at least one large positive daily return within the recent trading window, and a prior-day 9:15 matching price at the limit-down level. The article presents the…
This indicator builds a volume profile around a fitted price trend. It assigns each bar’s volume to a band based on its distance from the regression line, then smooths the distribution to show zones where trading activity has concentrated. The fit window…
Meander Bands are presented as a short-term alternative to Bollinger Bands. Instead of measuring price dispersion in absolute points using closes alone, the method calculates each bar’s open, high, low, and close as percentage changes from the preceding…
This document outlines a simple Chinese stock screen for shares priced below 12 yuan, with daily amplitude above 1%, and without a limit-up session on the previous day. The article presents low price and volatility as its main selection dimensions, then…
This short description presents a modified indicator that plots three pairs of Bollinger Bands. Its default standard-deviation multipliers are 2, 3, and 4, creating three envelopes around the underlying price series at progressively wider distances. The…
This Chinese A-share stock screen combines three conditions: daily price range above one percent, a newly formed KDJ crossover, and a three-candle morning-star pattern. The article provides example screening logic in an indicator formula and Python, using…
This podcast recap explains how options positioning and dealer hedging can connect derivatives flows with movements in stocks and indices. It describes gamma-based analysis as a way to estimate where dealers may need to buy or sell the underlying, and…
The screen selects Chinese A-shares whose daily high-low range exceeds one percent, excludes Beijing-listed stocks, and requires at least one limit-up event in the prior month. The accompanying explanation interprets range as a measure of activity and a…
This Chinese equities screening proposal combines three conditions: daily high-to-low range above one percent, a reversal pattern described as an engulfing or reversal signal, and a closing price below 12. The article provides screening logic and example…
This weekly market commentary links crypto options pricing and positioning to Federal Reserve remarks, inflation releases, and potential spot ETF news. It describes Bitcoin’s flat term structure and elevated volatility risk premium, notes differing…
This report explains the risk-prediction component of a multi-factor investment framework. It describes estimating a structured risk matrix from factor covariance and specific-risk components, with adjustments intended to improve consistency and accuracy.…