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-language post outlines an equity screen combining daily price range, market capitalization, positive net profit, and a positive institutional buying measure. It presents the criteria as a way to find smaller profitable companies with elevated…
This Expert Advisor is described as targeting large, rapid market moves. It identifies a possible breakout using built-in calculations for volatility, trend formation, and entry timing. When a position becomes profitable, the system adds to it and…
The document describes Bollinger %B, an oscillator that expresses a candle’s closing price relative to the Bollinger Bands. A reading of zero corresponds to the lower band, 50 to the moving-average basis, and 100 to the upper band. The included calculation…
This market report reviews crypto price action and options positioning during a sharp late June 2023 rally. It links the move to news about spot ETF filings and a new exchange, then describes rising Bitcoin volatility, a higher options term structure, and a…
This rule-based screen selects Chinese stocks whose daily high-low range exceeds 1% of the previous close, whose code begins with 60, and whose current high matches the highest high over a recent window. The article initially describes a two-day high…
This feature note describes a chart comparing an asset’s at-the-money implied volatility (ATM-IV) with its realized close-to-close log return. It uses the implied volatility observed at the start of the interval as an estimate of the expected daily move,…
This brief description explains a chart indicator that uses the Commodity Channel Index (CCI) and Average True Range (ATR) to classify market direction. It draws a colored line representing one of three states: an uptrend, a downtrend, or a flat market. The…
The Range Coefficient is a histogram indicator that compares a short-term average of candle ranges with a longer-term average. It computes the ratio of the recent average range to the longer average range, then subtracts one. Positive readings mean recent…
This note proposes screening Chinese A-shares for daily amplitude above 1%, excluding names containing a Beijing reference, and selecting stocks associated with 2021. It gives formula and Python examples that calculate the high-low range relative to the low,…
This Chinese equity screen looks for stocks with amplitude above 1, a prior-day 9:15 matching price at the limit-down level, and a MACD value below zero from two days earlier. The final rule adds a market-capitalization floor of 1 billion yuan. The article…
This note outlines a Chinese stock selection method using three filters: daily amplitude above a threshold, an opening price near the 10-day moving average, and a signal intended to identify the start of a strong rising phase. The example code…
This note describes a Chinese equity screen combining a price-movement threshold, the presence of an outstanding convertible bond name, and a circulating market value band of 5–10 billion yuan. It presents the conditions as a way to combine short-term price…
This stock-selection rule filters for a circulating market capitalization above 10 billion yuan, a recent amplitude above 1, and a ten-day price change greater than zero but below 35%. Its stated aim is to find relatively large stocks with notable price…
This Chinese equity screening note selects stocks with an amplitude above 1, prior-day main-player control, and prior-day turnover above 60 million. It presents the screen as a way to focus on volatile stocks and market themes, then offers sample filters and…
This premarket screening idea combines three conditions: amplitude above 1%, an institutional-buying signal, and prior-day turnover above 60 million yuan. The stated signal threshold for institutional participation is above 30, while the turnover condition…
The document discusses pricing path-dependent snowball structured notes by decomposing their payoff scenarios into exotic option components and valuing them with Monte Carlo simulation or partial differential equations. It also considers how equity index…
This interview discusses how traders can identify persistent sources of edge, implement them, and manage the risks and emotions that accompany them. Euan Sinclair describes edge as a market phenomenon that mathematics can measure, citing trends, mean…
The document explains the Kase DevStops indicator as a way to place trend-following stops while accounting for variation and asymmetry in price ranges. It uses a short and a longer moving average to determine trend direction, tracks an extreme price as the…
This brief market recap highlights four observations about Bitcoin and Ether derivatives as of November 22, 2022: realized and implied volatility had fallen, the six-month historical volatility spread between ETH and BTC was described as supported, option…
This article explains how current and historical crypto market data can support risk decisions. It describes volatility measures such as standard deviation and beta, and liquidity indicators including trading volume, order books, market depth, bid-ask…
TrendCollector is described as a forex expert advisor that combines price action, Stochastic crossings, and moving-average conditions. Its logic considers the speed of a fast EMA, the behavior and distance of a slow EMA, and price position relative to that…
This article describes a Chinese equity screen requiring price amplitude above 1%, a field labeled KONGB below 20, and turnover between 2% and 9%. It presents the combination as a way to find stocks with notable price movement, a low reading on the named…
The document describes a Chinese stock selection rule using three daily conditions: amplitude above 1, the day’s maximum decline between 4% and 5%, and an increase in positions above 5%. It frames the combination as a way to find volatile stocks that have…
The document introduces the challenge of forecasting intraday volatility across financial assets. It notes that researchers and practitioners have developed many approaches, including intraday estimators, GARCH models, and continuous-time models. Volatility…