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.
4,510 documents
The document raises a conceptual question about whether prediction markets belong within the broader category of thin markets. It describes thin markets as having relatively few buyers and sellers, low liquidity, and potentially volatile prices, then…
The document explains how distorted investor beliefs can enter an asset-pricing model through a modified stochastic discount factor. Arbitrageurs’ subjective state probabilities are compared with true probabilities, and their likelihood ratio multiplies the…
The discussion asks why major equity indexes did not fall earlier in response to emerging COVID-19 reports. One proposed explanation is that investors and even medical experts initially had limited information about the disease’s severity, transmission, and…
The answer outlines a possible explanation for technical patterns: prices may reflect how participants are positioned before news arrives, so a seemingly positive surprise can trigger selling if buyers are already committed and profit takers are ready.…
The document considers how to train a model to estimate broad US market sentiment from headlines, social media posts, and economic indicators. The proposed output is an ordinal sentiment signal with negative, neutral, and positive classes, potentially…
The strategy builds three rolling scores from candlestick formations: indecision patterns such as dojis and spinning tops, bearish patterns such as shooting stars and bearish engulfing candles, and bullish patterns such as hammers, marubozu candles, bullish…
This indicator compares Bitcoin’s 28-day percentage price change with the corresponding change in daily active blockchain addresses. It plots both measures and builds upper and lower bands from the active-address change series, using a configurable moving…
This indicator compares net positions reported for commercial traders and noncommercial traders in CFTC Commitment of Traders data. For each group, it subtracts short positions from long positions and plots the resulting net value around a zero line. The…
This indicator estimates how broadly cryptocurrency markets occupy four momentum zones labeled FOMO, recovery, fear, and strength. It retrieves daily prices for broad market indices, Bitcoin and Ether, plus a configurable group of 36 other assets. RSI…
The Faith Indicator estimates whether buying or selling pressure is prevailing by comparing volume on directional price bars. It counts a bar toward buyer demand when price makes a higher high alongside greater volume, and toward seller supply when price…
This indicator displays FINRA-reported daily short-sale volume for supported US-listed stocks, alongside a moving average whose length is configurable. Bars use a stronger red shade when short-sale volume exceeds that average. On intraday charts, the…
This indicator is a configurable framework for charting and combining technical oscillators. Users can select up to two built-in oscillators and optionally add an external one; their normalized weights can be combined, with relative volume optionally…
This TradingView indicator builds profiles for an anchored period, dividing its price range into rows and estimating how much activity occurred at each level. It distributes each chart bar’s volume across the rows touched by that bar, in proportion to the…
This one-hour strategy combines trend, breakout, sentiment, volume, and market-structure signals into a weighted confluence score. Its components include fast and slow EMAs, a Donchian Channel breakout, a higher-timeframe EMA filter, a nonparametric kernel…
This strategy uses the ratio of Bitcoin leveraged long positions to the combined total of long and short positions as a sentiment measure. It standardizes that ratio with a rolling Z-score, calculated from its moving average and standard deviation over a…
This indicator combines estimated buy and sell volume measures with a decorative vial and helix display. Its inputs allow the user to choose a visible-range or custom lookback window for the buy/sell pressure calculation, adjust bubble colors, and toggle…
This strategy treats volume on rising and falling bars as rough proxies for buying and selling pressure. It smooths each series with a moving average, divides up volume by down volume, and rescales the ratio between its rolling historical minimum and maximum…
This indicator compares price swing pivots from a Zigzag process with pivots in a selectable oscillator. Available sources include common momentum measures and normalized positions within Bollinger, Keltner, Donchian, or adaptive Donchian channels; an…
This indicator redraws recent OHLC candles as arcs around a common origin. It maps each price within the rolling high-low range to an angle, then places each candle on a separate radius; older candles sit closer to the center. Wicks are drawn in gray, while…
The indicator divides the high-to-low range of a recent window into equally spaced price areas and estimates buying or selling pressure in each. In its standard mode, each candle’s close-minus-open change contributes to every area touched by that candle; an…
This indicator combines several chart-based measures under a configurable visual dashboard. It estimates buy and sell volume from each bar’s close position within its high-low range, cumulates the resulting imbalance, and compares it with a moving average.…
This indicator presents selected metrics from the CFTC’s Legacy Commitment of Traders report as a time series. Users can choose measures such as open interest, trader counts, and long, short, or spreading positions for noncommercial and commercial…
This crypto indicator tracks daily changes in a selected blockchain’s reported whale holdings using an external data series. It marks positive and negative changes that cross configurable Bollinger-style bands, treating them as unusually large purchases or…
This large intraday strategy combines multiple technical layers, including a session filter, a higher timeframe trend gate based on price relative to a daily EMA, and an optional ADX strength check. Fast and slow DEMA crossovers, Q-Trend signals, momentum…