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 indicator calculates a weekly Supertrend and displays its value on a daily chart. It reconstructs weekly highs, lows, and closes from daily bars, then uses a true-range-based average and a multiplier to form upper and lower trailing bands. A trend state…
The document describes a simple stock selection screen combining prior-session price movement with circulating market value. It selects shares whose amplitude exceeds 1, whose circulating market value exceeds 10 billion yuan, and whose return is positive. A…
FalconX product manager Jill Gao describes moving from traditional finance into crypto product development and discusses changes in institutional trading. The document outlines Marketspot, a Telegram-based analytics tool that lets users query historical…
This Chinese equities screening proposal selects stocks using three conditions: amplitude above 1, a daily controlling-share measure above 21, and tradable float no greater than 5.5 billion shares. It frames the criteria as a way to find volatile stocks with…
The proposed screen targets mainland Chinese stocks using three characteristics: price amplitude above one, circulating market value above 10 billion yuan, and a shareholding-concentration measure described as below 20 percent. The article frames these…
This Chinese stock-selection rule combines three technical conditions: daily price amplitude above 1%, a positive 10-day return below 35%, and a newly formed bullish KDJ crossover. The article interprets the amplitude threshold as selecting stocks with…
This document describes an RSI candle-volume indicator that smooths both its calculated candle values and its changing overbought and oversold levels. It lists configurable inputs for the RSI period, volume type, threshold levels, gap, smoothing method,…
This indicator estimates how a symbol’s intraday range varies by hour and displays the results beside price with shaded Asian, London, and New York session windows. It groups historical bar ranges by the hour each bar closes, averages them across the…
This note describes a variation on the Keltner channel that replaces the conventional average true range input with an adaptive ATR. It retains the classic channel’s simple moving average as its middle line, so the adaptation affects the channel width rather…
This market commentary combines a US macro calendar with views on Japanese rates, Bitcoin, and Ethereum options. It notes that the Federal Reserve decision and US employment report could move markets, while a weaker employment result might support bonds and…
This Chinese-language weekly report presents a cautious near-term market view after large-weight industries weakened relative to smaller industries. It describes an industry allocation signal favoring market-cap-weighted exposure, which would reduce exposure…
This report surveys digital-asset market conditions in the first quarter of 2025, connecting sharp price moves with macroeconomic news, regulatory actions, exchange security events, and institutional positioning. It discusses Bitcoin and Ethereum, ETF flows,…
This indicator combines a fractal adaptive moving average (FRAMA) with volatility bands and a three-state momentum display. It estimates price-path roughness from ranges over two halves of a lookback window: smoother, directional movement raises the…
The proposed stock screen combines three conditions: amplitude above 1, at least one daily gain of 10% or more within the previous 25 trading days, and company scale above 200 million. The text frames these as filters for active price movement, recent…
This post outlines a Chinese equity screen that combines an amplitude threshold, a proxy for institutional buying, and a recent large daily gain. The intended logic is to find volatile stocks attracting institutional interest that have also shown a strong…
This market recap reviews BTC and ETH options positioning during a period when spot prices struggled near technical levels and traders anticipated volatility around the Bitcoin halving. It compares realized and implied volatility, term structures, skew,…
This note describes a Chinese equity screen combining price movement, trading activity, an opening gap, and Bollinger Band position. It selects stocks with an amplitude above 1, current volume above 10,000 lots, a higher open, and a close between the middle…
The document summarizes research and a webinar discussion of Bitcoin options across bull, bear, and volatile market conditions. The presenters examined the volatility surface and its regimes, and argued that traders may find opportunities by adapting ideas…
The document explains a MetaTrader trade function that sizes positions from a risk budget and sets stop distance using the asset’s average true range. It calculates the allowed risk as a percentage of free margin, converts an ATR multiple into stop-loss…
The proposed screen selects stocks with an amplitude above 1, MACD above the zero line, and a 9:25 a.m. price gain below 6% relative to the previous close. The document interprets larger amplitude as greater volatility, a positive MACD condition as…
This note outlines a stock screen for companies with positive net profit and market capitalization below a stated ceiling, combined with a daily amplitude threshold and a prior-day 9:15 matching-price condition described as limit-down behavior. The article…
This stock screen combines three filters: a daily price range above a stated threshold, the closing price above its five-day moving average, and a dividend payout ratio above 25% for 2019. The article presents the range condition as a way to find stocks…
This brief market recap points readers to four themes in Bitcoin and Ether derivatives: pronounced put skew, the volatility spread between ETH and BTC, large realized-volatility days influencing markets, and buying of longer-dated calls described as…
The document describes an adaptive version of the Double Exponential Moving Average (DEMA) that uses Jurik Volty to adjust its behavior. It presents adaptivity as a natural fit for some moving-average indicators and compares the adaptive version with a…