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
The document explains the classic Keltner Channel, a volatility based indicator with a moving average of typical price at its center and bands offset by an average of the high-low range. The described platform version allows adjustment of the moving-average…
This Chinese equities screen selects stocks with turnover between 3% and 12%, a 2021 listing year, and an amplitude measure greater than 1. The article interprets the turnover band as selecting relatively active shares, the listing-year filter as targeting…
This Expert Advisor combines a trend strength filter, a pullback trigger, and volatility-scaled exits. It requires ADX to be above a threshold and rising on closed bars. A pullback event is defined by the price-to-EMA distance, measured in ATR units,…
The document presents the DVol Index as a way to track how rapidly implied volatility changes, using those fluctuations as a proxy for changing market stress. It describes an index endpoint that also reports a 30-day rolling volatility measure calculated…
The newsletter links crypto markets to broader risk assets and discusses how macroeconomic uncertainty, Federal Reserve messaging, tariff concerns, and upcoming data releases may affect prices. It interprets falling VIX and VVIX as evidence that near-term…
The document argues that combining blockchain activity data with options and volatility data may help traders identify crypto opportunities and build hedges. It describes comparing on-chain transaction flows with realized volatility, as well as examining…
This indicator presents volatility estimates for several lookback lags: 3, 4, 5, 6, 8, 10, and 13. A bold red line summarizes volatility across these periods, while separate colored lines show the estimate for each lag. The indicator includes a…
The Flat Channel expert advisor seeks breakouts after detecting a narrow or slowing market range. It places a pending order in anticipation of a move beyond the channel and sets the stop distance to twice the channel width. The description recommends EUR/USD…
This Chinese-language post describes a stock screen combining three signals: a trading range greater than the stated threshold, at least one daily gain of 10% or more during the prior 25 sessions, and a limit-up event in the preceding 25 days. It frames the…
This Pine Script indicator plots a volume-weighted moving average as its center line and builds six upper and six lower bands from the standard deviation of the selected price source. The bands use Fibonacci-related fractions of a scaled deviation, from…
The article describes a Chinese-equity factor that looks for unusually large intraday increases in trading amount, then aggregates information around those moments into daily observations. Its rationale is that a volume surge accompanying modest, orderly…
This Chinese equity screening proposal combines a daily price range above 1%, a ratio formed from the previous day’s turnover rate and the current auction volume relative to the previous day’s volume between 0.5 and 2, and a positive price-to-earnings ratio.…
This Chinese equity screening proposal combines three filters: daily price range above 1%, more than one year since listing, and circulating shares no greater than 5.5 billion. The text presents price range as a way to find active stocks, listing age as a…
This proposed equity screen looks for stocks related to the metaverse that have daily price amplitude above 1 and have been listed for a minimum period. The accompanying example operationalizes the listing-age condition as at least 365 calendar days. It…
The document introduces two historical option volatility views for a selected expiration. The strike view plots implied volatility curves over time against strike, while the delta view plots them against delta. These views let analysts examine how the…
This document introduces a measure called term-structure richness for describing the relative level of contango or backwardation in an options volatility curve. A value of 1.00 represents a flat curve under the provider’s measurement method; readings on…
The document explains Quantitative Qualitative Estimation (QQE), an indicator that combines a smoothed Relative Strength Index with volatility-based trailing levels. It describes smoothing RSI, measuring changes in the smoothed series, smoothing that…
This note proposes screening Chinese stocks for daily amplitude above 1, an opening price near the ten-day moving average, and a weekly trend condition described as crossing above a 30-week moving average. The stated interpretation is that proximity to the…
This note describes a Chinese equity screen requiring daily amplitude above 1, a circulating share count at or below 5.5 billion shares, and a limit-up move within the past month. It frames these conditions as a way to find volatile, relatively smaller-float…
This Chinese stock-screening note combines three filters: daily amplitude above 1, a positive ten-day return below 35%, and a selected company type. Its rationale is to find shares with meaningful movement and recent gains while avoiding the strongest recent…
This note describes a daily stock screen combining three conditions: the stock code begins with 60, the session’s high-to-low range exceeds 1% of its open, and the close is below the open but above the prior close. The last condition identifies a bearish…
This note explains an automatic envelope channel drawn parallel to a moving average. The channel width is calibrated so that it contains roughly 95% of prices observed over the prior two or three months on a daily chart, leaving only unusually high or low…
This Chinese stock screen combines three filters: price amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of stocks that hit the daily upper price limit the previous day. The proposed rationale is to…
This document describes a historical stock-selection screen based on daily price range and turnover. It selects stocks whose high-to-low range exceeds a stated threshold and whose turnover rate falls within a specified band, with the dates restricted to…