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 stock screen selects shares with an amplitude above 1, a dividend payout ratio above 25% in 2019, and positive weekly candlesticks in consecutive weeks. The article interprets the price-range condition as a volatility filter, the historical…
This survey report describes dollar-cost averaging (DCA), in which investors buy a fixed amount of an asset at regular intervals, and examines how 1,109 crypto investors say they use it. It reports that 59% use DCA as their primary crypto strategy and…
This note presents a Chinese equity selection rule that combines three conditions: daily amplitude above 1, at least one limit-up session within the prior 25 days, and circulating market capitalization between 5 billion and 10 billion yuan. It includes…
This note describes a simple Chinese equity screen based on price movement and a short-term moving average. It selects stocks with amplitude above 1, a price below 20, and the stock’s average price above its five-day moving average. The article also provides…
This overview explains the Keltner Channel as a volatility-based band around a moving average. In the described classic version, the center line is a 10-day simple moving average of typical price, and the outer lines are formed by adding or subtracting a…
This note describes a historical screen for main-board stocks using three criteria: daily high-to-low range greater than one percent, a date in 2021, and a daily gain greater than one percent. Its stated purpose is to place qualifying shares in a candidate…
This stock screen combines three conditions: daily high-to-low range greater than one percent of the prior close, a ticker beginning with 60, and a 30-day simple moving average that is higher than on the previous day. The document interprets the range as a…
This post proposes screening equities for daily amplitude above 1%, observations dated in 2021, and a price-change condition below 6%. It describes high amplitude as a sign of larger price swings and treats a modest historical gain as a possible entry…
This document describes a CCI histogram indicator that adds averaging to the histogram and to its dynamic overbought and oversold levels. Its inputs allow the user to set the CCI period, applied price, volume type, threshold levels, smoothing method and…
This note describes a Chinese equity screen using an intraday range above 1%, current volume above 10,000 lots, a higher open, and a 2019 dividend ratio above 25%. It frames the rules as a combination of market activity, liquidity, opening sentiment, and…
This note proposes a short-term Chinese equity screen combining price movement, activity, and fundamental filters. It selects stocks with an intraday range above 1%, at least one daily gain of 10% or more during the prior 25 trading days, and prior-day…
This note describes a Chinese equity screen that selects stocks with an intraday range above 1% and a stated 2019 dividend ratio above 25%, then orders them by individual-stock heat. It presents range as a measure of price activity, the dividend condition as…
This document proposes an equity screen requiring daily price amplitude above a threshold, turnover within a specified band, and a nonempty name for an outstanding convertible bond. Its indicator reference expresses the range and turnover filters, then…
The author warns that a martingale strategy can show attractive returns during calmer conditions while accumulating exposure that may lead to severe drawdowns or liquidation when volatility rises. The post recounts an anecdotal case in which several live…
The document presents an array-based ZigZag indicator for plotting alternating swing highs and lows. A configurable threshold can be expressed in pips or as a percentage; the percentage mode uses the previous day’s close as its reference, which the author…
This Chinese-equity screening idea combines three conditions: a large price amplitude, a prior-day 9:15 matching price at the limit-down level, and membership in the metaverse concept category. The article frames the volatility and opening-price conditions…
The document explains how a calibrated SVI volatility surface can be used to estimate option prices across a range of strikes, then apply the Breeden-Litzenberger relationship. That relationship connects the second strike derivative of call prices to a…
This overview explains how common technical indicators summarize price trends, momentum, volatility, and possible support or resistance. It describes simple and exponential moving averages, RSI, Bollinger Bands, MACD, the Stochastic Oscillator, Fibonacci…
The report studies liquidity, volatility, and return distributions in the CSI 1000 near-month futures contract using minute bars over a specified 2024 sample. It examines log returns across several aggregation windows, compares full-session data with…
This stock-selection example filters Chinese equities by turnover, listing year, and Bollinger Band position. It targets stocks with turnover between 3% and 12%, an IPO year of 2021, and a closing price above the Bollinger middle band but below the upper…
This indicator combines three components to distinguish smaller moves within a trend from possible directional changes. A recursive Kalman filter smooths closing prices; SuperTrend applied to that filtered series supplies directional bias; and bands around…
This note presents a technical screen for Chinese stocks using daily amplitude above 1, a rounded or arc-like candle pattern, and a MACD reading below zero from two days earlier. It explains the amplitude condition as a way to find stocks with notable price…
This post outlines an A-share stock screen using three conditions: a daily high-low range above a threshold, a nonempty convertible-bond name field, and a positive but capped return over ten days. It presents both an indicator-formula example and a Python…
The document describes an Expert Advisor that uses recent Bollinger Band Width values in a neural network method. Band Width is presented as the percentage spread between the upper and lower Bollinger Bands, normalized by the middle band in the…