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 indicator plots three ATR series smoothed with a linearly weighted moving average (LWMA). Its stated purpose is to help identify declining volatility by comparing the signal, fast, and slow period lines. The display assigns red to the signal-period…
The Relative Volatility Measure (RVM) is an oscillator that places recent volatility on a 0–100 scale, making volatility easier to compare across changing market conditions. It combines the average of three short-period Average True Range (ATR) readings with…
This indicator transforms open, high, low, and close prices into corresponding RSI values, creating a candle series in RSI space. It then calculates an ATR-like range from the RSI high, low, and close values rather than from market prices. A Keltner channel…
The indicator adapts a Donchian-style channel by locating extreme highs and lows, then offsetting each channel boundary by the ATR measured where that extreme occurred. Because the boundaries are intended to sit beyond candle prices, the author presents them…
This article describes a Chinese stock screen built around a price-range condition, a specified share price, and a bounded measure combining the prior day’s turnover rate with current auction volume relative to earlier volume. It presents the screen as a way…
The document proposes a Chinese equity screen combining a range-based volatility condition, a high dividend ratio for a specified year, and at least one large daily price gain during the recent 25 trading sessions. It gives both a narrative description and…
This short description covers a chart indicator that shows Average True Range values from other timeframes as text. Users can select two timeframes in the indicator settings, allowing them to see volatility readings from multiple chart intervals in a digital…
This basic China A-share screen selects securities whose daily high-low range exceeds one percent of the previous close, whose codes begin with 60, and whose circulating market value falls between 5 billion and 10 billion yuan. The stated rationale is to…
This market snapshot reviews Bitcoin’s response to the Federal Reserve’s rate cut and SEC approval of options on a Bitcoin exchange-traded fund. It also discusses mixed political comments on crypto and compares reported fund flows for Bitcoin and Ethereum.…
This weekly market commentary links a softer U.S. inflation reading and weak retail sales to improved expectations for a soft landing and a rally in precious metals. It argues that gold and silver strength could support crypto, while a possible U.S. crypto…
This brief support exchange concerns an error encountered while using an SVR model and asks whether the model needs only training data and a feature list. The response identifies a more immediate issue: the upstream module output is missing two named…
This stock-selection idea screens for A-shares with daily amplitude above 1, a positive weekly MACD histogram, and codes beginning with 60. The post interprets the amplitude threshold as a sign of greater price movement and the weekly histogram as evidence…
The document describes a method for estimating dealer gamma profiles in Deribit options. It uses the inferred initiator direction of individual trades, determined from heuristics that compare each trade with order book snapshots around its execution, to…
This document proposes a Chinese stock screen combining three conditions: an intraday range above 1%, a prior-day 9:15 auction match at the limit-down price, and current moving averages ordered upward across the 5-, 10-, and 20-period averages. The article…
This document describes an options workflow that separates candidate research from trading and risk decisions. A research agent identifies and documents a specific four-contract iron condor. A second agent independently checks the option chain, contract…
This document describes a stock screen for Chinese equities that combines daily price range, market capitalization, profitability, and institutional trading activity. It selects companies with an intraday range of at least 1%, market capitalization no…
This Chinese stock-screening note describes a technical filter using daily price range, a short moving average, and a control index. The stated conditions are amplitude above 1, the closing price crossing above a five-day moving average, and a control…
The proposed equity screen combines three conditions: price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute interval, and previous-day actual turnover within a specified range. The article treats amplitude as a volatility…
This A-share screening idea selects stocks whose intraday high-low range exceeds a threshold, which did not hit the upper price limit on the previous day, and which have been listed longer than a chosen minimum age. The range is defined relative to the prior…
This market commentary examines Bitcoin and Ethereum options after the ETF approval period, focusing on term structure, skew, and flow. The author questions why April expiries price a volatility kink around the anticipated Bitcoin halving, arguing that a…
This literature summary covers two separate topics. The first describes a framework for studying how mutual fund managers’ personal characteristics relate to performance, decomposing outcomes into overall results, return and risk, and timing and security…
The document describes an indicator that displays three envelope channels around a moving average. Each channel uses a different deviation value, producing nested bands that can be visualized as a cloud. Color shading distinguishes the inner channel from the…
The podcast recap covers retail options activity, investor overlap with crypto, and possible uses of options on spot crypto exchange-traded funds. It reports survey findings that options activity increased for many respondents after the COVID-19 pandemic,…
This stock-selection proposal combines three conditions: amplitude above one, a shrinking negative MACD histogram on a 15-minute interval, and no limit-up close on the prior day. The intended interpretation is that larger movement creates a more active…