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-screening note describes a short-term filter for mainland equities. It starts with robot-related companies whose circulating market capitalization is below 10 billion yuan, whose daily high-to-low range exceeds 1%, and whose shares had…
CandleRange is a chart indicator that displays two histograms to summarize price movement around each candle's open. The upper histogram represents an averaged difference between the high and open, while the lower histogram represents an averaged difference…
This article describes the infrastructure and workflow needed for systematic options trading. It emphasizes collecting and organizing data across many strikes and expiries, then computing pricing and volatility measures that can support historical analysis…
The newsletter interprets market reactions to a Fed rate cut and Powell’s comments, then compares gold and Bitcoin through futures trends, implied volatility, and 180-day 25-delta risk reversals relative to at-the-money volatility. It reports positive gold…
The document presents a channel-based trading indicator using a 40-period average of typical price as its center line and a 40-period average of the true range to set upper and lower bands. It defines a long entry when the center line is rising and the high…
This research Expert Advisor describes a short-only EURUSD reversal strategy. It looks for an RSI overbought exhaustion signal during an allowed trading session, then checks whether the spread is small enough relative to current volatility before entering.…
This indicator combines a cascaded fractional EMA with two adaptive Kalman filters to create a base line and a faster line. Setting EMA lengths below one makes the EMA extrapolate rather than smooth, reducing apparent lag while amplifying price fluctuations.…
This Chinese-language document presents a screening rule for mainland Chinese A-shares. It selects stocks with a daily high-low range exceeding one percent of the high, a nonempty name for an outstanding convertible bond, and a stock code beginning with 60.…
The document explains the Stretch, a volatility measure calculated as a 10-period average of the smaller distance between each bar’s open and its high or low. It uses that measure to set session breakout levels around the open, forming a channel that can be…
This note describes an A-share stock screen combining price amplitude above 1, a KDJ reading below 20, and a reversal candle pattern. The accompanying explanation treats the filters as a way to find volatile stocks that may be turning upward. It suggests…
This note presents a Chinese A-share screening rule using price amplitude above 1, a KDJ reading below 20, and exclusion of Beijing-listed shares. It interprets the filters as seeking volatile stocks with a low oscillator reading, then suggests adding market…
This indicator modification expands the TTM Squeeze from a single compression state to low, middle, and high levels. It compares Bollinger Bands with several Keltner Channel widths: the relationship between the bands identifies the compression state, while a…
The Oscillator Average Average True Range (AATR) indicator displays a smoothed Average True Range as a colored histogram. It calculates standard ATR over a configurable ATR period, then applies a simple moving average using a separately configurable…
The document describes a Chinese equity screen that selects stocks with an amplitude above 1, an appearance on the previous day’s trading leaderboard, and at least one limit-up event during the prior 25 trading days. It interprets these conditions as proxies…
The document describes a Chinese equity screen that combines a daily range filter, a stock-code prefix, and a three-bar low-price pattern. It selects stocks whose high-to-low range exceeds one percent of the open, whose code begins with 60, and whose recent…
This weekly recap describes changes in Bitcoin and Ether options markets after news about Grayscale ETFs. It reports that realized volatility had fallen while prices stayed near the bottom of their recent range, then rose sharply after the news and an…
The document describes a Keltner Channel indicator with a timeframe input, allowing the indicator to use a chart period selected through its parameters. The example sets a higher timeframe, illustrating how the channel can be configured to reference data…
The document presents a Yang–Zhang extension of the Garman–Klass volatility estimator as an ex-ante volatility measure that can support position sizing in time-series and dual-momentum strategies. Its calculation combines squared overnight gaps, intraday…
The document presents an Expert Advisor for managing positions opened manually or by another automated system. Its trailing stop is based on Average True Range (ATR), so the stop distance can respond to changing volatility instead of remaining a fixed number…
The document explains the construction of the i_Trend indicator. Its green line represents the difference between a selected price and a chosen line of the Bollinger Bands. Its red line is formed from the combined Bulls Power and Bears Power values,…
This report discusses the Hong Kong listing of leveraged and inverse funds tracking the CSI 300, including a two-times long product and a one-times inverse product. It describes their use of swap contracts to maintain a fixed daily exposure and compares that…
This market recap reviews BTC and ETH options positioning before US CPI. It reports lower realized volatility as prices stayed in ranges, while implied volatility changed little and carry turned positive. The author sees short gamma as attractive, suggesting…
This brief description introduces an indicator that constructs Keltner Channels around the average value of the XRSX oscillator, represented as a sequence of candlesticks. It therefore applies a channel-style technical indicator to oscillator values rather…
This stock screen combines three conditions: daily price amplitude above one percent, turnover between two and nine percent, and a KDJ K-line reading below twenty. The article interprets the filters as seeking stocks with noticeable price movement and…