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 presents a Chinese equity screen using three conditions: price amplitude above 1%, rising bottoms, and previous-session trading value above 60 million. It frames the amplitude as a way to find more volatile shares, rising lows as evidence of a…
This document proposes screening Chinese A-shares for a daily price range above a threshold, observations dated in a specified calendar year, and a condition described as recent main-force control. Its example implementation approximates the last condition…
This document outlines a proposed A-share stock screen built around daily price range, a specified closing price, and a beverage and alcohol import-export industry classification. Its expanded version adds industry leadership, profit growth, a market…
This indicator description combines volatility bands for trend classification with swing-anchored VWAP signals. A double exponential moving average forms the centerline, and bands are placed three ATRs above and below it. A close beyond a band changes the…
This note defines a stochastic oscillator built from William’s Vix Fix (WVF), rather than directly from price. WVF is calculated using the gap between the highest close over a chosen period and the current low, scaled by that highest close. Over the…
This listing describes an overbought and oversold oscillator that displays directional movement as a color-coded histogram in a separate chart window. Its calculation starts from weighted price, defined using the high, low, and closing prices with the close…
The indicator builds a separate volume profile for each completed price swing, plus a live profile for the swing still forming. It identifies swing highs and lows with a configurable lookback, then divides each leg’s price range into bins sized using half of…
This market recap examines BTC and ETH options as realized volatility eased during a rebound. It describes falling front-end implied volatility, term structures returning to contango, changes in skew, and relative value between ETH and BTC. The author…
The newsletter argues that further steepening in US and other sovereign yield curves could signal fiscal strain, currency debasement, and shifting central bank policy. It outlines a possible sequence: central banks lower short-term rates, governments rely…
The PriceSpeed indicator measures average price movement in points per minute and adds estimates of real and false peak speeds. Average speed is presented as potentially useful for assessing trends, while peak-speed measures are intended to help identify…
The indicator adjusts its moving-average period according to how many recent bars it takes for the high-to-low range to reach a chosen percentage of the current price. A wider move reached quickly produces a shorter period and a more responsive average;…
This market recap interprets changes in Bitcoin and Ether options volatility, term structure, skew, trading flows, and dealer gamma. It links falling implied volatility—especially in Ether—to call overwriting in March and April expiries, while describing…
This guide describes an intraday breakout approach built around the high and low formed during a configured Asian session. Once the session ends, traders watch for a move beyond either boundary. A candle close outside the range provides slower confirmation…
This document describes a simple A-share screen combining three filters: price amplitude above one, positive price-to-earnings ratio, and association with the metaverse theme. It presents amplitude as a way to find more volatile stocks, positive P/E as a…
This Chinese equity screen looks for stocks whose amplitude exceeds 1, whose high equals the highest high over two days, and whose close lies between the Bollinger middle band and upper band. The article supplies indicator formulas and illustrative…
This December 2024 derivatives newsletter reviews Bitcoin’s move above $100,000, subsequent liquidations and price retreat, and volatility in Bitcoin and Ethereum options. It relates the market moves to macroeconomic releases and regulatory news, then…
This document outlines a Chinese stock-selection screen that excludes Beijing-listed shares, selects stocks with a daily high-low range above 1%, and requires the 30-day average closing price to be rising. It gives formula and Python-style examples for…
This market commentary reviews Bitcoin and Ethereum options conditions around late July 2023. It relates expected volatility to upcoming US economic releases, spot-market ranges, implied and realized volatility, and the shape of the term structure. The…
This indicator modifies a variable moving average (VMA) by using Adam White’s Vertical Horizontal Filter (VHF) as its variable input. In the VMA formula, the current price and prior average are blended using a smoothing constant multiplied by a measure of…
The document describes a chart indicator that plots three Bollinger Band channels based on one moving average as a colored cloud. It displays the latest band values as price labels and can round Bollinger levels to a chosen number of digits. Those rounded…
This document proposes a stock screen combining three conditions: daily high-to-low range above one percent, a reversal or engulfing-style candle pattern, and membership in a beverage and alcohol import-export industry category. It gives illustrative formula…
This post describes a Chinese equity screen using three conditions: price amplitude above a threshold, circulating market capitalization above 10 billion yuan, and today’s low below yesterday’s low. It presents these as filters for volatility, company scale,…
This podcast introduction profiles a crypto fund manager whose trading developed from early Bitcoin spot trading to technical analysis and then options. After working at a small fund, he launched a boutique operation focused mainly on selling options, using…
This market commentary examines Bitcoin and Ether options during a sharp crypto rally in February 2023. It discusses backwardation in Bitcoin’s term structure, short-dated risk-reversal skew, implied versus realized volatility, option volumes, and dealer…