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 proposes a Chinese equity screen combining price amplitude above one, a shrinking negative MACD histogram on 15-minute bars, and a nonempty name for an outstanding convertible bond. It interprets the amplitude as a volatility filter and the…
This indicator combines the Relative Strength Index with STARC-style channels. A moving average smooths the RSI to form the center line, while upper and lower bands are offset by multiples of an average true range. The band multipliers can differ above and…
This automated strategy places three buy stops and three sell stops when the current close is inside the Bollinger Bands and there are no pending orders. The orders are arranged in steps, with separate take-profit settings for each buy and sell pair. A stop…
This document describes an indicator that combines XPeriodCandle with Bollinger Bands. It highlights candles in a bright color when they move beyond the bands, making those excursions easier to spot on a chart. The stated concept is visual: candle color…
This indicator combines chart annotations and signals intended to support intraday analysis. It can show the previous candle’s range, ATR and its exponential average, current session high and low, the midpoint of that range, and the previous day’s high and…
This Chinese equity screen combines a price-amplitude condition, the presence of an outstanding convertible bond, and a positive arc-shaped technical indicator. The accompanying formula also applies a market-capitalization threshold and filters out certain…
This document describes a Chinese stock screening rule combining daily price amplitude, a calendar-year condition, and a maximum number of circulating shares. It explains that the amplitude filter is intended to find more volatile stocks and that a smaller…
This A-share stock screen combines three technical conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and a daily price range greater than 1. The note interprets the RSI threshold as avoiding an overbought reading, the…
This research note summarizes a study of downside volatility as a measure of portfolio risk and compares it with conventional volatility. It reports that the measures are generally closely related, but their relationship weakens during historically turbulent…
This weekly review interprets Bitcoin and Ethereum options conditions amid subdued spot markets and lower volatility. It discusses falling short-dated implied volatility, a steeper contango term structure, and the view that long-dated Ethereum volatility…
This weekly digital-asset snapshot examines a market in which Bitcoin and Ether were weak or nearly flat while selected altcoins, especially DeFi-related tokens, rose sharply. It combines price and volatility measures with trading volume, open interest,…
This Chinese-language post proposes a stock selection rule based on three conditions: amplitude above 1, a rounded price pattern, and a current daily low below the previous day’s low. It interprets the range condition as a way to find active stocks and the…
The Dynamic Zone Elasticity indicator is an oscillator intended to signal short-term price direction, especially for scalping or automated trading. It plots a smoothed signal line alongside adaptive upper and lower zones and a midpoint. The lookback period…
This brief market recap describes conditions in Bitcoin and Ether derivatives for the week of March 7, 2023. It reports that Bitcoin realized volatility declined, while the term structures for both assets changed little. Options skew continued to favor puts,…
This market commentary connects inflation and energy developments with expectations for Federal Reserve policy, then considers how upcoming macro events might affect crypto volatility. It reports mixed inflation readings, a slight reduction in expected rate…
The proposed stock screen selects Shenzhen main-board shares with daily high-to-low amplitude above 1%, at least one limit-up event in the prior 25 days, positive price-to-earnings ratios below 29.01, and positive price-to-book ratios below 3.11. Selected…
The report compares on-chain behavior around Bitcoin volatility shocks in bull and bear periods. It defines a shock as a day when absolute daily return exceeds two standard deviations above its historical average, then studies 21 shock days in each market…
The strategy looks for unusually large candle movements and places stop orders to enter in the direction of a rapid price move. Its trigger is a configurable volatility or price-change threshold, with the article suggesting that a move of more than 200…
The Adaptive Price Zone is a price channel built from two moving-average calculations. One moving average is applied to a configurable price series, and a second is applied to the bar range, defined as the high minus the low. A width setting scales the range…
This indicator combines Bollinger Bands, a Keltner Channel, and a momentum histogram to describe volatility conditions and trend direction. When the Bollinger Bands sit inside the Keltner Channel, the indicator marks a compressed, potentially sideways…
This document explains a chart indicator intended to flag periods of volatility compression and subsequent expansion. It derives a volatility measure from ATR and a smoothed reference, then scales that measure relative to a smoothed high-low range. A moving…
This research roundup describes two separate studies. The first examines the Stochastic Volatility Inspired (SVI) parameterization for modeling implied volatility surfaces. It reports theoretical results and empirical analysis suggesting that, under…
This weekly market note reviews macroeconomic events and crypto options conditions in the week of September 24, 2023. It links the Federal Reserve’s hawkish messaging and upcoming economic releases with weakness in technology shares, bonds, and Ether. The…
This brief indicator description explains a channel built around an average as its central line, with upper and lower bands calculated from Parkinson historical volatility rather than a conventional historical volatility measure. The method therefore uses a…