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 post describes a short-term China equity screen for stocks whose prior-day price amplitude exceeds a threshold, that appeared on the previous day’s trading activity list with buy value greater than sell value, and that are outside the STAR Market. The…
This Chinese A-share screening rule combines three conditions: daily high-to-low movement above 1%, a newly formed KDJ crossover, and prior-day actual turnover between 3% and 28%. The article interprets larger daily ranges as higher volatility, the crossover…
The document outlines a framework for estimating implied volatility and theoretical option values for altcoins without actively traded options. An Altcoin SVI endpoint bootstraps volatility curves and recalibrates them every 24 hours for 7-day and 30-day…
This Chinese stock-selection proposal combines a daily amplitude threshold above 1, a 9:25 price rise below 6%, and an auction move between −2% and 5%. Its rationale is to screen for volatility and pre-open price behavior. The post also gives example formula…
This research summary reviews the low-volatility equity factor across overseas markets and mainland Chinese shares. It describes the behavioral explanation that highly volatile stocks may be more vulnerable to speculation and rich valuations, while…
The document describes a stock screen that selects shares with a daily high-to-low range above 1%, dates in 2021, and positive large-order net inflows in the afternoon. It presents the range as a way to find more volatile stocks and treats afternoon inflows…
The document describes a velocity indicator framed as a smoother form of momentum that does not introduce lag. It offers four calculation presentations: unnormalized velocity, normalization by average true range, and normalization by standard deviation with…
This data-preparation workflow builds model inputs for a momentum strategy from asset closing prices. It clips prices using bounds based on an exponentially weighted mean and standard deviation, derives daily returns and volatility, and creates a next-period…
This document explains a trend indicator that combines an FDI-based adaptive window, a triangular moving average, and a Jurik filter. Its averaging period contracts in cleaner trends and expands in noisier conditions; Jurik smoothing is then applied to…
This document describes a Chinese stock screen combining intraday amplitude above 1%, circulating market capitalization above 10 billion yuan, and positive afternoon net inflow from large orders. It presents the combination as a way to identify relatively…
This market recap interprets a sharp Bitcoin rally and concurrent Ethereum strength through realized and implied volatility, term structure, skew, option flows, and dealer gamma. It reports that volatility rose as spot advanced, options buyers chased upside…
This Chinese stock-selection proposal screens for amplitude above 1, a turnover-based measure between 0.5 and 2, and a K value below 20. The turnover measure is described as yesterday’s turnover rate multiplied by today’s auction volume divided by…
The JFatlCandle indicator displays candles with two colored channels derived from standard deviations of the indicator candles' highs and lows. Its inputs include JMA smoothing depth and phase, a point gap, a Bollinger period, and a deviation setting. The…
The document describes a Chinese equity screen combining daily price range, recent returns, market capitalization, and profitability. It looks for stocks with a range above 1%, positive but below 35% returns over ten days, market value below 10 billion yuan,…
The scanner displays two normalized measures for each candle: its body size relative to the average body and its high-to-low range relative to the average range, with both averages based on the previous 100 candles. It arranges readings from the current…
This Chinese-language post describes an equity screen combining three conditions: daily amplitude above a threshold, a prior-day proxy for major-player control based on price relative to its five-day average, and at least one limit-up event during the past…
This document describes a chart dashboard that brings several technical readings together: current and higher-timeframe trend, RSI, ATR relative to its average, a recent high-low channel, average daily range usage, and spread. A combined bias label is…
This scalping indicator combines moving-average alignment with candle retracement levels to generate long and short signals. It identifies a broader direction from several simple and exponential moving averages, then looks for a bar that retraces by a…
This indicator combines the conventional MACD and signal line with a polynomially fitted center of gravity. The center is calculated from historical values of the midpoint between MACD and its signal line, while standard-deviation bands measure how far those…
This post describes a Chinese equity screen combining daily amplitude above one, circulating market capitalization above 10 billion yuan, and a closing price between the Bollinger middle band and upper band. It frames the conditions as a way to combine…
This Chinese equity-screening note proposes selecting stocks with amplitude above 1, a main-force-control condition from the prior day, and floating market capitalization above 10 billion yuan. It interprets amplitude as a sign of greater price movement, the…
This market snapshot reviews digital asset conditions across spot and derivatives markets, exchange-traded fund flows, stablecoins, and DeFi lending. It reports a shift in Bitcoin perpetual funding from negative to positive, tighter BTC and ETH spreads,…
This document describes a MetaTrader 5 version of the Super Trend indicator. It identifies the version as the first of two variants and says its calculation is based on Commodity Channel Index (CCI) values. It also supports a configurable Average True Range…
This stock-selection note proposes combining three filters: daily price amplitude above a threshold, a current low below the previous day’s low, and a dividend ratio above a stated level for 2019. The first two conditions identify volatile stocks making a…