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 proposes a stock screen using three conditions: daily high-to-low amplitude above 1%, a K-line-related value below 20, and prior-day turnover above 8%. It frames amplitude as a volatility filter, the K-line threshold as a low-position condition,…
This document describes a Chinese A-share screening rule that combines daily price range, recent limit-up activity, and a bullish candle condition. It selects stocks whose high-to-low range exceeds 1%, that had at least one limit-up day in the prior 25…
The Super Arrow indicator combines several technical conditions to display upward and downward arrows on a price chart. Its described inputs include a fast and slow moving average, RSI, Bollinger Bands, and Bulls Power and Bears Power measures. It also…
The document describes a stock screen combining daily price range, a calendar-year condition, and a stock-code prefix. It treats a range above 1% as a sign of higher volatility and selects securities whose codes begin with 60. The supplied indicator and…
This indicator displays nested daily-range zones derived from average high-to-low movement over several lookback windows, including a 20-day measure. It draws rectangles around the current day’s range and marks levels offset from the current daily high and…
This market recap examines BTC and ETH options during a sharp rally. It describes realized and implied volatility rising, with BTC’s move and volatility increase stronger than ETH’s. The commentary notes that higher short-dated implied volatility can leave…
This post outlines a Chinese stock selection method using three signals: daily amplitude above 1, a daily control measure above 21, and large-order net flow above 0.05 for at least three consecutive days. It interprets the range measure as a volatility…
The document describes a Chinese equity screen combining daily price amplitude above 1%, a freely traded share count no greater than 5.5 billion, and weekly MACD above zero. It presents these filters as a way to find relatively volatile small-cap stocks with…
This document describes a Chinese equity screen that combines three conditions: price amplitude above 1%, a circulating share count no greater than 5.5 billion, and year-over-year growth in parent-attributable net profit above 20% and no more than 100%. It…
The article explains how trading volume and open interest can help assess liquidity in Bitcoin and Ethereum derivatives. Volume indicates trading activity and can be broken down by exchange, currency, and expiration; open interest counts outstanding…
This Chinese stock selection method combines three signals: daily amplitude above one percent, large-order net inflow in the afternoon, and a rising short-term price floor. The article gives indicator formulas and a Python example intended to screen stocks…
This market commentary reviews BTC and ETH options conditions around a period of spot weakness, recovery, and anticipation of a US presidential debate. It reports comparatively stable realized volatility, higher front-end implied volatility, positive carry…
This weekly commentary interprets Bitcoin and Ether options markets around scheduled US inflation and Federal Reserve announcements in December 2022. It compares implied volatility with realized volatility, arguing that a wide volatility risk premium…
This stock-screening idea combines four conditions: daily high-low range greater than 1% of the previous close, a code beginning with 60, a beverage-alcohol industry classification, and market value of at least 1 billion yuan. The article interprets the…
This indicator compares the Average True Range (ATR) with an average of ATR and displays their difference as a color histogram. Yellow marks periods when ATR is above its average, while dark blue marks periods when it is below. The display is intended to…
This indicator applies Bollinger-style bands to an RSI series. It smooths RSI with an exponential moving average, estimates dispersion using a rolling standard deviation, and defines a narrower zone around the basis. An upward RSI cross through the upper…
This document proposes a stock watchlist screen that selects shares with daily amplitude above a threshold, at least one limit-up event during the prior 25 days, and high ranking by market attention. It frames amplitude as a way to find volatile stocks, a…
This article derives adaptations of the Avellaneda–Stoikov limit-order market-making model for a crypto trading bot. It starts with the reservation price, which shifts relative to the mid-price according to inventory, risk aversion, volatility, and time…
This market recap examines BTC and ETH options through realized volatility, volatility carry, expiry term structures, relative value, option flows, and dealer gamma. It describes rising BTC volatility after a spot advance, comparatively steady ETH…
This digital asset market report assesses a fragile recovery using price action, trading volume, realized volatility, open interest, funding, order book depth, institutional ETF flows, stablecoin supply, and DeFi lending conditions. It describes a mixed…
The Market Thermometer is an indicator described in Alexander Elder’s trading book. It estimates intraday volatility by measuring how far the current high or low extends beyond the previous bar’s range. It compares this measure with an exponential moving…
The document describes a relative strength index monitoring tool with optional faster-reacting RSI calculations, automatic bullish and bearish divergence detection, and a combined bias score across timeframes. Its divergence logic is said to require…
This market snapshot reviews how tariff news, Treasury yields, inflation, and employment data shaped crypto trading conditions. It describes an initial decline in Bitcoin, Ethereum, and Solana followed by a rebound as bond markets stabilized, while warning…
This proposed A-share screen combines a daily price-move condition, the presence of a nonempty name for an outstanding convertible bond, and turnover between 3% and 12%. The article presents the combination as a way to find stocks with movement and moderate…