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 brief overview presents cryptocurrency volatility as a source of both opportunity and substantial downside. It notes that rapid price moves can contribute to investors losing some or all of their capital over a short period, so exposure needs to be…
This article explains Bollinger Bands as a moving average surrounded by upper and lower bands set a chosen number of standard deviations away. It walks through a small closing-price example and gives a second illustrative calculation using a 20-period…
The document describes a Chinese equity screen combining three conditions: daily high-low amplitude above one, at least one daily gain of 10% or more in the prior 25 trading days, and parent-company net profit growth above 20% and no more than 100%. It…
This year-end market note reviews Bitcoin and Ether volatility conditions around December 31, 2022. It describes unusually quiet Bitcoin trading, a sharp decline in seven-day realized volatility, and Deribit’s volatility index closing near its annual low.…
This indicator estimates a separate average high-low range for each calendar month from the available monthly price history. For a January bar, for example, it uses the historical ranges of January bars to set the current band width. The range is centered on…
This post describes a Chinese stock screen that looks for price amplitude above a threshold, at least one large daily gain during the previous 25 trading days, and a ratio involving the prior day's turnover and the current auction volume relative to prior…
This note outlines a Chinese equity screen based on a price-amplitude threshold of at least 1, circulating market value of at least 10 billion yuan, and a company-type classification labeled as a high-quality enterprise. It presents the combination as a way…
This note presents a Chinese stock screen combining a daily price range above 1%, a nonempty outstanding convertible-bond name, and at least two limit-up events over a 500-day window. The author frames the filters as measures of price volatility, company…
This note describes a Chinese equity screen that adds a stock to a candidate pool when its daily high-to-low range exceeds 1%, the KDJ indicator has just crossed upward, and its tradable share count is at most 5.5 billion. It explains the range as a…
This Chinese A-share screening proposal combines three daily conditions: price amplitude above 1%, absolute large-order net volume above 0.05 for at least three consecutive sessions, and a six-period RSI below 65. The author presents the combination as a way…
This document describes a Chinese A-share screening rule combining daily price range, recent limit-up activity, market capitalization, and positive earnings per share. It selects stocks with an intraday high-low range above 1%, at least one limit-up day in…
This configuration module sets parameters for a fast mean-reversion futures strategy and derives operating bounds for its estimated price range, R. It estimates that range from hourly high-low data: zero ranges are discarded, a rolling average is taken, and…
Dynamic Flow Ribbons is presented as a trend-following chart indicator that builds upper and lower bands around a short moving average of typical price. Its band distance is based on a long average of the high-low range, scaled by a configurable factor. The…
This weekly market note reviews crypto options and volatility conditions around US inflation and Federal Reserve announcements in December 2022. It describes short-dated Bitcoin implied volatility rising ahead of CPI, then falling after the releases, while…
This article describes a short-term stock screen that combines daily amplitude above 1, a daily loss between 4% and 5%, and a “round arc” chart pattern. It presents the pattern as a way to identify possible support and resistance areas, while the amplitude…
The document describes an updated step stochastic indicator and lists changes to its implementation and configuration. It says the calculation has been rewritten as a reusable function, with alert support and multi-timeframe operation. Users can choose among…
The document introduces HalfTrend as a trend indicator whose direction changes when a simple moving average breaches a recent high or low. It outlines several variations: a classic form, a configurable moving average with optional Heikin Ashi candles, a…
This screening proposal selects Chinese stocks using three conditions: amplitude above a stated threshold, a K-line-related value below a threshold, and circulating market capitalization within a specified band. The text presents the market-cap range as 5–10…
This indicator adapts channel boundaries using a Euclidean-distance basis. It displays an upper red boundary and a lower blue boundary, alongside a gray standard Donchian channel for comparison. The description frames the adaptive channel as a way to respond…
This document describes a stock screen combining daily price amplitude above 1%, a circulating share count no greater than 5.5 billion, and turnover between 3% and 12%. It presents amplitude as a way to find more volatile stocks, the float-size ceiling as a…
This ProRealTime indicator replaces the usual Ichimoku midpoint lines with Hull moving averages to create a smoother cloud. A close crossing beyond the displaced cloud becomes a candidate breakout. The indicator scores candidates using RSI, stochastic…
This indicator description explains how a Heiken-Ashi smoothed volatility-step histogram can highlight a chosen trading session. Users set session start and end times and a trigger level. Bars outside the session appear pale gray; within it, bars above the…
This overview explains a classical Keltner Channel as a three-line, volatility-based indicator. The middle line is a moving average of typical price, while upper and lower bands are formed by adding or subtracting a moving average of the high-low range. The…
This note describes an A-share stock screen combining a daily price-range threshold, a 2021 date filter, and an increase in the K value of the KDJ indicator. Its indicator example adds conditions involving K crossing above D and reaching a high level; the…