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 A-share screening idea selects stocks with daily price amplitude above 1, more than two limit-up days in the past ten days, and a favorable enterprise profile. The post interprets repeated limit-ups and high amplitude as signs of market attention and…
This midweek market recap summarizes changes in Bitcoin options conditions, with brief coverage of volatility, term structure, skew, option flows, and gamma positioning. It reports that realized volatility continued to rise, implied volatility farther out on…
This stock screen combines daily price amplitude above 1% with turnover above 2% and no more than 9%, limited to trading dates in 2021. It is presented as a way to find shares with meaningful price movement and moderate trading activity. The document gives a…
This proposed Chinese equity screen combines daily amplitude, an opening-auction price-change or order-imbalance signal, large-order buying, and a historical year filter. The stated thresholds include amplitude above 1, an auction-related change above 3…
XPercentR-PCR is presented as a simple oscillator displayed as a colored cloud, with cloud color indicating trend direction. Its listed settings include a lookback period, smoothing method and depth, a phase parameter, and upper and lower levels intended to…
The document outlines a Chinese stock screen combining daily price range and turnover with a multi-year revenue comparison. Its initial conditions require an amplitude above 1%, turnover between 2% and 9%, and revenue in 2021 exceeding 2018 revenue by a…
This indicator combines a zero-lag exponential moving average (ZLEMA), an ATR-based band, and an RSI-ADX filter intended to identify sideways conditions. A bullish or bearish trend state begins when price crosses beyond the corresponding band; the state is…
This A-share screening strategy looks for stocks with an amplitude above 1, at least one limit-up day in the prior month, and a gain below 6% at 9:25. Its expanded version also selects the top 50 by circulating market-cap rank and requires a dynamic…
This stock-screening proposal combines a daily price-range condition, positive price-to-earnings ratio, and a high dividend payout ratio in a specified historical year. It presents the range filter as a way to find active stocks, positive PE as an indication…
This stock screen combines a positive MACD condition with a rising signal line, then filters for shares whose high-to-low range over a recent lookback exceeds a stated threshold. The article frames the approach around stocks with upward technical momentum…
This note proposes screening stocks for a daily high-low range greater than 1% of the previous close, a positive price-to-earnings ratio, and a price increase over the preceding 252 trading sessions. It describes the criteria as a way to combine price…
This document presents a stock-selection screen for the Chinese market. It combines three conditions: daily price amplitude above 1%, at least one limit-up event during the preceding 25 days, and turnover above 8% on the previous day. Stocks passing the…
This report studies whether DeFi lending activity in USDC, USDT, and DAI is associated with Ethereum volatility. It estimates daily volatility with the Garman-Klass method, which uses open, high, low, and close prices, then applies Augmented Dickey-Fuller…
This note introduces the Dual Thrust indicator and specifies how to calculate its upper and lower bands from recent price data. It compares the recent high-to-close range with the close-to-low range, uses the larger value as the reference range, then offsets…
This stock-selection rule narrows its universe to companies classified in the metaverse industry, then requires relative volume to be above 1.5 and below 6 and a six-period RSI below 65. The accompanying explanation presents the volume range as a filter for…
This Chinese equity screen combines price amplitude above 1, a rounded price shape, and a requirement that the previous session was not a limit-up day. The accompanying indicator expression also imposes conditions involving a 60-session price range relative…
This short description covers an indicator that plots upward or downward arrows when selected technical indicators meet configured conditions. The conditions can be based on one indicator or a combination of two, giving the user a way to visualize signals on…
The post proposes a stock-selection screen for Chinese A-shares combining three conditions: daily high-low range above 1%, a newly formed KDJ crossover, and a rise of more than 5% in the K value. The rationale is that a larger range signals volatility, the…
This document describes an A-share stock screen combining amplitude above 1, a prior-day 9:15 matched price at the limit-down price, and a current-day maximum decline between 4% and 5%. It presents indicator formulas and illustrative Python-style selection…
The document presents a simplified high-frequency grid market-making approach inspired by GLFT. Rather than dynamically estimating order-arrival intensity to set spreads and skew, it uses recent price volatility to determine quote distance. Inventory is…
This indicator combines a trend direction signal with a price envelope. Trend direction and color are determined by the slope of the Double Exponential Moving Average (DEMA). Separately, the displayed upper and lower values use high and low prices processed…
This podcast introduction describes a discussion with T3 Index founder Simon Ho about volatility indexes, options trading, and building an index business. It identifies Spike as an index derived from SPY options that competes with the Cboe VIX, and mentions…
This proposed breakout strategy enters long after a bullish candle closes above the prior eight-bar high, or short after a bearish candle closes below the prior eight-bar low. In either direction, the candle’s body must exceed the 24-period average true…
This document describes a Chinese equity screening rule that combines daily amplitude above a threshold, a limited price gain at the 9:25 auction, and positive net buying attributed to major participants. The rationale is to select stocks showing price…