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 analysis studies whether lending activity in USDC, USDT, and DAI can help anticipate Ethereum volatility. It examines lagged repayments, withdrawals, and borrowing, then defines shock days as days when repayment counts exceed each stablecoin’s…
The ATR Worm indicator is presented as a visual aid for scalping entries under two setups: confirmation of a price pattern by the next candle, or a horizontal breakout. Blue dots mark the pattern-validation scenario and red dots mark the breakout scenario,…
This note describes a Chinese equity screen combining four conditions: daily high–low range above one percent of the open, a stock code beginning with 60, a robotics concept classification, and circulating market value below 10 billion yuan. It also suggests…
This post proposes an equity screen using three conditions: prior-session price amplitude above a threshold, the opening price near its ten-day moving average, and a daily volume-based measure described as control above a cutoff. The examples calculate…
The LBR Paint Bars indicator colors candles according to their position relative to a volatility cloud. The cloud boundaries are built from rolling highs and lows over a chosen lookback period, adjusted inward or outward by a distance based on the average…
The proposed stock screen combines four conditions: daily amplitude above a threshold, a shortening negative MACD histogram on a 15-minute interval, current trading volume above a stated level, and an opening price above the prior high. The document…
JuiceZ is described as a financial-asset volatility indicator built from the absolute value of the OSMA oscillator, a chart point value, and a user-set level. That level defines a flat region: OSMA readings beneath it cause the indicator to be negative. The…
This Chinese equity screen combines a daily high-low range above 1% of the previous close, a weekly MACD condition above the zero axis, and a current-day low between 4% and 5% below the prior close. The post presents the drawdown filter as a way to identify…
This Chinese equity screening rule combines three conditions: the prior session’s high-low range must exceed 1% of its previous close, the stock must have appeared on the previous day’s trading activity list, and it must not have closed at the 10% daily…
This Chinese equity screening example selects stocks with an intraday high-low range greater than 1% during 2021, after seven consecutive sessions in which the close is below the prior close. It frames the range condition as evidence of greater volatility…
This introductory comparison explains shared market features and differences between trading company shares and cryptocurrencies. Both markets rely on supply and demand, operate through digital platforms, and expose participants to losses. The article…
This post presents a simple stock-selection rule for Chinese equities: screen for a daily high-low range above one percent, restrict observations to 2021, and require the prior close to be above a 250-day moving average. The range condition is framed as a…
This Chinese equity screening idea combines a daily price-range threshold, a market-cap limit, positive net profit, and afternoon large-order inflows. The article’s formulas also add a daily gain condition, and its sample code filters for positive price…
This document presents a Chinese equity screening rule combining three conditions: daily price range above 1%, a positive ten-day return below 35%, and a nonempty name for an outstanding convertible bond. The range condition is described as a way to select…
The document describes a ProBuilder implementation of detrended fluctuation analysis for estimating a Hurst exponent from log returns. It centers and cumulatively sums returns, divides the resulting series into blocks at multiple scales, removes a linear…
This proposed daily strategy for the DAX mini switches between mean-reversion and breakout entries according to ADX thresholds. It uses the candle’s direction and size relative to average true range to trigger trades, and applies separate volatility ceilings…
The indicator uses Bollinger Band width as a proxy for volatility. It calculates upper and lower bands from closing prices, takes their difference as momentum, and compares that value with a moving average of the difference. A histogram marks values at or…
The deviation ratio is described as a measure derived from two standard deviations, expressed as a ratio between them. The document presents it as an activity indicator: it can highlight periods of elevated market activity, but does not show whether prices…
This proposed equity screen targets stocks associated with the metaverse concept. It requires an intraday range greater than 1 and a day's maximum decline between 4% and 5% in magnitude. The accompanying explanation frames the range as a sign of elevated…
This derivatives newsletter reviews Bitcoin and Ether market conditions, options positioning, and volatility in June 2024. For Ether, it describes dealers returning to neutral gamma after earlier volatility buying, with dealers holding at-the-money and…
This note outlines a Chinese stock screen combining a daily high-to-low range of at least one percent, relative volume between 1.5 and 6 times its five-day average, and a short-term moving-average trend in which the five-day average is above the ten-day…
This note presents a Chinese stock screen for companies with a daily high-to-low range of at least one percent, market value no greater than 10 billion yuan, positive earnings, and a positive price-to-earnings ratio. The accompanying formula further caps the…
This note describes a Chinese equity screening rule that combines a daily price-range threshold, a minimum threshold for circulating market value, and a measure of controlling shares above a specified level. It presents the rule as a way to find larger…
This ProRealTime indicator fits a linear regression line to closing prices over a configurable lookback window. It calculates the regression coefficients from sums of the time index and price, then draws the line across the window. A channel width is…