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 Chinese equity screen selects stocks whose daily amplitude is at least 1%, turnover is above 2% and no more than 9%, and the referenced 9:25 price change is below 6%. The intended dimensions are price volatility, trading activity, and a short-term…
The document presents the SafeZone stop method attributed to Alexander Elder. It estimates average downside and upside price penetration over a configurable lookback period, then scales each average by a chosen factor. For a bullish stop, the scaled downside…
This A-share screening strategy combines a daily price-range threshold with company and price filters. It selects stocks whose high-to-low range is at least 1%, whose market value is positive and no more than 10 billion yuan, whose net profit is positive,…
This short description explains a variant of the Quantitative Qualitative Estimator, an indicator built around a smoothed RSI and volatility-based trailing levels in its original form. The variant replaces those moving trailing levels with fixed thresholds,…
This stock screen selects shares with a daily price range above 1%, free float no greater than 5.5 billion shares, and turnover between 2% and 9%. The article presents the combination as a way to find stocks with notable price movement, a smaller share base,…
The newsletter reviews a turbulent week in crypto options alongside inflation data, proposed tariffs, and expectations for US employment and Federal Reserve updates. It reports weekly price changes for Bitcoin, Ether, and Solana, then contrasts Solana’s…
This Chinese stock-selection note describes a screen combining daily price movement with recent limit-up activity. It selects stocks whose high-to-low range exceeds a threshold, whose current-day maximum decline falls between 4% and 5%, and that recorded…
This Chinese-language post proposes a stock selection filter combining daily price amplitude above 1%, a 2021 trading-date condition, and a positive price-to-earnings ratio. The author frames high amplitude as a sign of volatility and possible return…
The article explains bull markets as periods when demand and optimism support rising crypto prices, and bear markets as periods when supply and pessimism dominate. It lists common signs, including trading volume, liquidity, investor confidence, and price…
The document describes a volatility oscillator built from the rate of change of an applied price. It calculates rate of change over a chosen lookback, then estimates the standard deviation of that series over a separate period. Multiplying the deviation by a…
InverseReaction is an indicator built around the hypothesis that an unusually large price move beyond a volatility range may be followed by a reversal. It marks a signal when price crosses outside a shaded volatility cloud, with the histogram color showing…
This document describes an indicator that monitors a volatility-related histogram and can notify a trader when selected events occur. Alert conditions include the histogram crossing zero, changing direction, crossing an overbought or oversold threshold, or…
This weekly market note connects US macro conditions with crypto and options positioning. It discusses stronger revised GDP, steady core inflation, and upcoming employment and government shutdown risks, then describes Bitcoin underperforming gold as crypto…
This April 2024 options-market commentary reviews macroeconomic events and crypto positioning ahead of Bitcoin’s halving. Its central view is that spot Bitcoin may drift higher while options imply more volatility than the author expects to be realized. It…
This article describes a technical stock screen requiring a daily range greater than 1, turnover above 2% and below 9%, and the prior close above the 250-day moving average. The range and turnover filters seek active trading, while the long moving average is…
This document presents a three-condition equity screen: daily price range above 1, MACD above its zero line, and RSI below 65. The range criterion seeks stocks with notable movement, positive MACD is treated as evidence of an upward trend, and the RSI…
The note describes an A-share screening rule that combines current amplitude with a prior-day opening auction signal. It selects stocks whose amplitude exceeds one, whose 9:15 matching price was at the limit down yesterday, and that did not close at the…
The document describes an intraday futures oscillator that adapts the proportional, integral, and derivative structure of a PID controller to price movement around session VWAP. The proportional term measures the current close-to-VWAP gap, the integral term…
ZZVolatility is described as a ZigZag indicator built from the Volatility Stop concept. Its stated purpose is to display ZigZag points derived from that indicator, with an option to hide the Volatility Stop points in the settings. The document says the…
This research summary examines how to estimate factor premia for return prediction when market conditions change. It notes that a fixed estimation window creates a trade-off: a long window can lag shifts in the market, while a short one can be dominated by…
This indicator uses the Commodity Channel Index (CCI) to set a trend line on a price chart. When CCI is nonnegative, the line is placed below the current low by an Average True Range (ATR) amount; when CCI is negative, it is placed above the high by an ATR…
The document describes an Expert Advisor for XAUUSD that combines a price dynamics filter, an online-learning neural network, and volatility-based risk management. Its market-state component derives velocity from price changes and an entropy-like measure…
This document presents a simple A-share screening rule based on price movement and reported trading activity. It selects stocks whose high-low range exceeds 1%, whose closing price is exactly 18.5 yuan, and whose daily position-increase ratio is above 5%.…
Sigma Bands plots two channels intended to mark ranges containing price about 68% and 95% of the time over a selected lookback. With default settings, the indicator is described as nearly equivalent to Bollinger Bands using the same lookback. Its…