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 A-share screening proposal looks for stocks with a daily trading range above 1, actual turnover between 3% and 28% on the prior day, and three consecutive limit-up sessions as described in the article. It combines price volatility, trading activity, and…
This stock-selection proposal screens for shares with an amplitude above 1, a dividend ratio above 25% in 2019, and positive price change associated with large buying orders during the auction. It also specifies that the combined very-large-order buy volume…
This indicator concept applies min-max normalization to Average True Range, a commonly used measure of market volatility. ATR itself is unbounded, so its raw value does not provide a fixed scale for deciding whether volatility is near a relative high or low.…
This short description explains an on-chart presentation of a Volatility Quality indicator. It can render the indicator values as bars, candles, or lines, allowing the trader to view the same measure in different visual forms. For line display, the plotted…
The indicator builds upper and lower price channels around a moving average, using standard deviations measured over three lookback periods inspired by Ichimoku. It averages the three estimates to form the main bands and also plots secondary bands using…
This brief overview defines memecoins as digital assets linked to internet memes, trends, animals, or objects, and notes their increased popularity in recent years. It frames these tokens as an entry point into crypto communities for some users, while…
The commentary assesses a Bitcoin breakout alongside crypto options positioning and volatility, while contrasting Ethereum’s weaker price action. It links Bitcoin’s strength to a possible safe-haven narrative and reports that spot had moved above a long-term…
This document describes an MQL5 indicator that estimates downside tail risk using the Peaks-Over-Threshold method. It converts price changes into loss magnitudes, selects a high quantile as a threshold, and fits a Generalized Pareto Distribution to losses…
This stock-screening idea combines metaverse-sector membership, an arc-shaped price pattern, and daily MACD above zero. The document then expands the proposed conditions with Bollinger Band width below three and a 20-day volatility measure below ten. Its…
This options-market newsletter reviews a strong week for Bitcoin and Ethereum amid hotter-than-expected inflation data, higher rates, and rising volatility in equity volatility products. It argues that Ethereum could attract attention as traders look for a…
This document describes a variation on the Commodity Channel Index (CCI). Instead of calculating the indicator from the usual typical-price moving average, it uses the average line of a Volatility Step Channel as its input. The channel line is described as…
The study outlines China’s convertible bond market and develops a screening factor intended to identify bonds with relatively low embedded-option valuations. It decomposes convertible bond value into a discounted bond component and an option component. Under…
This A-share screening idea combines price movement, a short-term reversal pattern, and institutional ownership. It describes filtering for an amplitude threshold above 1, a Morning Star-like signal, and evidence of institutional buying. The indicator…
The DELOREAN sto SC-SV v.2.0 is described as a stochastic-style oscillator intended for volatile instruments, with Bitcoin and DAX40 given as examples. It first locates the close within a rolling high-low range, smooths that reading into K and D lines, then…
This market recap summarizes several conditions in Bitcoin and Ether derivatives as of February 15, 2023. It reports that realized volatility continued to ease and that term structures were flattening after being in contango. It also describes Bitcoin…
The document presents two ways to estimate convexity in Chinese convertible bonds. The Black–Scholes approach substitutes implied volatility for the underlying stock’s volatility, calibrating the model price to the observed bond price before using its…
This post describes a Chinese equity screen that selects stocks with daily amplitude above 1%, a positive but below 35% ten-day return, and a price under 12. It explains the intended rationale: seek active stocks that have risen without an extreme recent…
The indicator described centers price on an exponential moving average and adds three upper and three lower bands. Band distances are calculated from a smoothed range measure multiplied by three user-adjustable multipliers. The resulting display provides…
The document defines the Historical Volatility Ratio (HVR) as the ratio of two standard deviations calculated over configurable periods. Each standard deviation is applied to the log price change, defined as the logarithm of the current applied price divided…
This article compares monthly portfolios formed from the highest- and lowest-volatility stocks in the CSI 300. Each portfolio holds 20 stocks, rebalanced on the first trading day of each month, and the author says the strategies were backtested over…
This proposed stock screen combines a daily amplitude filter, a large single-day gain during the past 25 trading days, and a 15-minute MACD condition in which the negative histogram bars are shortening. The article interprets the criteria as a way to…
This note describes an A-share screening rule combining daily price range, a fixed closing price, and turnover. It selects stocks with a high-low range above 1%, a close at 18.5 yuan, and turnover between 3% and 12%. The rationale is to find shares showing…
This short description introduces a higher-timeframe version of the Color Standard Deviation indicator. Its main configurable feature is a timeframe input, with the example default set to a four-hour chart period. The document also states that the base Color…
This Chinese-language post proposes screening A-share stocks when the daily high-low range exceeds 1%, the KDJ indicator has just formed a bullish cross, and the stock appeared on the previous day’s public top-trader list. It frames the range as a volatility…