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 describes a foreign-exchange chart panel that combines technical sentiment, trend stage and momentum, volatility, breakout status, swap carry, and upcoming economic events. It overlays moving averages, Bollinger Bands, and Donchian channels. The…
This post describes a Chinese equity screen combining daily price movement, trading activity, and valuation. It selects stocks with amplitude above 1%, current volume above 10,000 lots, a higher open, and Shenzhen main-board listing, while requiring…
The document proposes screening equities for a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and then sorting selected names by a popularity measure. It frames range as a way to find volatile stocks, the pattern as a…
The recap compares Bitcoin and Ethereum options markets through realized and implied volatility, term structures, skew, and relative gamma pricing. It describes BTC shifting into contango as front-end implied volatility falls more sharply than longer-dated…
This note describes a stock screen that combines an amplitude threshold above 1, a MACD reading above its zero line, and a closing price equal to 18.5 yuan. It frames amplitude as a measure of price movement and MACD’s position as a bullish signal, while…
This post describes a Chinese stock selection rule that combines a daily price-range threshold, a newly formed KDJ crossover, and a weekly moving-average trend condition. The intended portfolio contains stocks whose high-low range exceeds one percent, whose…
The document describes an indicator that highlights candles whose closing prices fall within overbought or oversold zones. It identifies the indicator as an updated version of an earlier candle-highlighting tool and names a supporting MQL5 library used for…
This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…
This indicator presents a Bollinger Bands style envelope using two deviation settings and shades the region between the resulting band values. The cloud makes the gap between the two volatility-based envelopes visible on a chart. Its adjustable inputs are…
The note introduces an ATR-based range indicator used by an associated grid expert advisor. Its central idea is that a period of low volatility may precede an impulse move, and that the subsequent move can be approached with a flat breakout strategy. The…
BoDi measures the distance between the upper and lower Bollinger Bands and displays that difference as a histogram. The document explains that the bands tend to widen during strong upward or downward price impulses and narrow as the movement loses force. It…
This stock selection proposal filters for amplitude above one percent, a positive ten-day price change below thirty-five percent, and turnover between two and nine percent. The post interprets the range as a measure of volatility, the return band as a way to…
This Chinese equity screening rule selects stocks whose previous day’s price amplitude exceeds 1%, that appeared on the prior day’s trading leaderboard, and that rank among the top five by current-day auction amount. The proposed rationale is that elevated…
This Chinese stock-selection proposal screens for shares with an amplitude above 1, a ratio between 0.5 and 2 formed from the prior day’s turnover rate and today’s auction volume relative to the prior day’s volume, and upward-diverging moving averages. Its…
The Extremum indicator is described as a tool for locating market highs and lows using a volatility corridor calculated over a selected period. Its intended use is to help identify possible entry points around trend reversals and to support systems designed…
This study examines how Chinese and US equity markets move together, with a focus on whether movements in one market help explain later movements in the other. It uses Granger causality tests on market returns and volatility, reporting evidence of two-way…
This note outlines a Chinese stock screen requiring daily high-low range above 1%, membership in the robot concept category, and a circulating market capitalization below 10 billion yuan. It also excludes stocks that hit the upper price limit on the prior…
Bridge Bands combine a price-based Bridge Range, Bollinger Bands, and a Hurst exponent to create a changing range around a security’s price. The described weighting uses Bollinger Bands when the Hurst estimate is near 0.5; as the estimate moves farther from…
This stock screen combines three filters: a daily high-to-low range above 1% of the previous close, a ticker beginning with 60, and a prior-day main-fund flow condition. The accompanying indicator formula and Python example express the flow condition as a…
This Chinese-language post outlines an equity screen requiring price amplitude above 1, a high equal to the highest high of the current and previous day, and at least one limit-up event during the prior 25 days. It frames the conditions as a way to find…
This Chinese-language post describes an equity screen combining a volatility condition, at least one daily gain of 10% or more in the prior 25 trading days, and a stock concentration measure below 20%. It also proposes adding fundamental and valuation…
This note describes an A-share screening approach that combines a daily high-low range greater than one percent, at least one limit-up session during the previous 25 days, and current volume above its 21-day average. The accompanying Python example adds a…
This note presents an A-share stock screen combining a daily trading-range threshold, at least one limit-up session in the prior 25 days, and current volume above its 21-day average. Its sample formulas also add a condition that the current low is close to…
This short indicator note presents a Relative Volatility Index (RVI) construction that adapts the RSI calculation to volatility. It weights standard deviation over ten closing-price days by whether the current close is above or below the previous close,…