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 describes a stochastic oscillator whose lookback period adapts to the observed frequency of price swings rather than remaining fixed. It defines swing highs and lows through short sequences of rising and falling highs or lows, counts how many…
The document explains alert options for the XXDPO_Candle indicator. It can notify users when the indicator crosses zero, changes direction, breaks through an overbought or oversold threshold, or leaves one of those regions. Inputs control which bar triggers…
The article organizes technical indicators into trend, momentum, volatility, and volume groups, describing the market data each uses and the questions it may help traders examine. Trend measures, commonly moving averages, smooth price fluctuations to show…
This indicator description combines structural order-block detection with a Fibonacci grid. A bullish block is defined as a bearish candle followed by a configurable run of bullish candles; bearish blocks use the opposite pattern. Optional filters require a…
This research summary examines additional ways to monitor crowding in equity investment factors. Factor crowding refers to a situation in which heavy investment in a factor may weaken its returns or make them less stable. The analysis considers asset…
This fund analysis describes a Chinese equity strategy that combines quantitative signals with qualitative judgment. Its inputs include mean reversion in returns and valuations, sector rotation, fundamental reversals, event effects, investor behavior and…
The document describes a Chinese equity screen that selects stocks with daily amplitude above 1%, a robotics theme, and circulating market capitalization below 10 billion yuan. It also discusses broadening the original 2021 time filter to include data from…
This stock screen looks for shares with amplitude above one and ranks eligible stocks by the day’s opening auction amount, selecting the top five while excluding the STAR Market. The article frames auction activity as a way to find stocks attracting market…
This stock screen combines three technical conditions: amplitude above one, the stock’s average price above its five-day moving average, and a positive daily MACD value. The document presents the conditions as a way to focus on short-term price action, using…
GAPO, or the Gopalakrishnan Range Index Oscillator, is presented as a way to quantify how an instrument’s trading range changes over a chosen lookback period. It uses price action alone: find the highest and lowest prices in the period, take the logarithm of…
The document describes a trend envelope indicator that uses average true range (ATR) to set the price movement threshold for identifying whether a trend has changed. This replaces a fixed percentage change threshold used by a classical version of the…
Delta_MFI is a trend-analysis indicator built from the difference between fast and slow Money Flow Index readings. It combines their relative positions with the slow MFI’s location against a configurable threshold. When the slow reading is above the…
This Chinese stock-screening note combines price range, turnover, auction volume relative to prior trading volume, and Bollinger Bands. Its stated logic seeks stocks with amplitude above 1, a turnover-and-volume ratio between 0.5 and 2, and a closing price…
This derivatives newsletter reviews a strong weekly rise in Bitcoin and other risk assets amid a US government shutdown and missing official employment data. It compares private employment estimates with market expectations, notes gains in gold, equities,…
This indicator builds upper and lower range boundaries from recent price fractals. It uses a volatility-cycle measure derived from rolling standard deviation, then smooths and bounds that measure. The boundaries update only in the low-volatility state, and…
This digital-asset market snapshot combines news about DeFi custody concerns, US crypto policy, corporate Bitcoin holdings, and a regulated hybrid exchange with analysis of Bitcoin’s move above $100,000. It discusses the sharp intraday reversal, higher…
The document explains Parkinson’s historical volatility measure, which uses each period’s high and low prices to estimate return variability under a random-walk assumption. It defines the high-low return as the natural logarithm of the high divided by the…
This Chinese A-share screening idea looks for stocks with an intraday range greater than one percent, at least one limit-up event during the prior 25 days, and high current auction amount, selecting the top five by that measure. The article frames range as a…
The document outlines a Chinese A-share stock screen based on daily price amplitude, a closing price of 18.5 yuan, and association with the metaverse concept. It presents amplitude above one percent as a way to select more volatile shares, uses the fixed…
The document describes a stock selection rule combining three filters: daily high-low range exceeding 1% of the previous close, a stock code beginning with 60, and a listing age above a stated threshold. It presents the first two filters as ways to find more…
This screen selects main-board stocks using three conditions: intraday amplitude above 1%, a stated 2019 dividend ratio above 25%, and a daily gain above 1%. The reference formulas express amplitude as the high-low range relative to the open and calculate…
The document describes a short-term stock screen combining three conditions: amplitude above one, MACD above the zero line, and today’s low below yesterday’s low. It interprets amplitude as a sign of volatility, positive MACD as a favorable signal, and the…
This document describes a Chinese equity screen requiring a sizable trading range, at least one daily gain of 10% or more during the recent 25-session window, and exclusion of Beijing-listed A shares. The idea combines a volatility condition with evidence of…
This document proposes a Chinese stock screen using three conditions: intraday amplitude above a threshold, a daily decline within a narrow band, and a previous day 9:15 opening match at the limit-down price. The rationale is that a sharp prior decline may…