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 introduces a Nadaraya–Watson kernel regression indicator that applies Gaussian weighting to historical prices. It describes how the method gives more influence to nearby price observations and uses the resulting smoothed estimate to form a…
This stock screen combines three technical conditions: daily amplitude above a threshold, MACD above the zero line, and a positive weekly bar supported by rising moving-average alignment and price above a longer moving average. The document presents…
The i-ParamonWorkTime indicator marks two user-configurable intraday intervals associated with high market volatility. Inputs include the number of historical days considered, start and end times for each interval, display colors, and a range option. The…
This newsletter discusses crypto market behavior during a sharp tariff-driven selloff in equities. It compares volatility across equities, gold, and bitcoin, observing that bitcoin implied volatility had not risen as much as other measures at the time. The…
This Chinese equity screening rule combines three conditions: daily amplitude above 1, tradable share count no greater than 5.5 billion, and a rising DEA line derived from MACD. The article explains the intended rationale: amplitude may identify stocks with…
The document presents DT-Pirson as a volatility indicator intended to distinguish stronger trends from flat market conditions. It says readings above 0.5 indicate an approximately strong trend, while values approaching zero correspond to a flat market. This…
This stock-selection screen combines daily price amplitude above one percent with a 2021 date filter and three moving average crossovers. It defines the crossover conditions using five-, ten-, and twenty-day averages, requiring the shortest average to cross…
This weekly review combines macroeconomic context with observations on Bitcoin and Ether options markets around the March 2023 Federal Reserve decision. It discusses a flatter Bitcoin volatility term structure, the relative implied volatility of Ether and…
The document presents a hand-written Average True Range calculation and asks for an equivalent implementation using pandas without a technical-analysis library. For the first record, true range is the high minus the low. For later records, it is the greatest…
The APR indicator displays the average price range for a selected period and timeframe. Users can define the range using either the high and low prices or the open and close prices. Results can be shown as absolute values or as relative percentages, giving…
SnakeInBorders is a technical indicator that plots a filtered market channel between upper and lower borders, alongside a signal line. During an upward move, the signal travels from the lower side toward the upper border; during a downward move, it moves in…
This indicator description defines reversal-style signals around a price channel. A sell arrow follows a bullish candle that reaches above the upper band when the next candle closes bearish; a buy arrow follows a bearish candle that moves below the lower…
This post describes an A-share stock screen that combines daily price range, market capitalization, profitability, Bollinger-band position, and relative valuation. It filters for stocks with amplitude of at least one percent, positive market capitalization…
This research summary outlines a monthly tactical framework for rotating among Chinese A-share industries. It combines two approaches: time-series timing based on industry classification, business-cycle indicators, fundamental forecasts, valuation…
This Chinese-language post describes a short-term A-share screening rule that combines price movement, a stochastic indicator, and a rising-high condition. It selects stocks with amplitude above 1, KDJ below 20, and a ten-period high greater than the prior…
Trend Vision is described as a custom MT4 indicator that combines MACD with Bollinger Band calculations. MACD is used to represent momentum shifts and trend strength, while the bands use a moving average and standard deviation to describe volatility. The…
This retrospective describes Ethereum’s transition from proof-of-work to proof-of-stake and reviews network operation, price, transaction activity, and gas fees in the following weeks. It reports that the network experienced no outage during the transition.…
The Traders Dynamic Index combines a smoothed RSI line, a signal line, a market base line, and volatility bands. Its configurable settings include RSI and smoothing periods, applied price, band period, overbought and oversold thresholds, and display toggles.…
This short-term equity screen looks for stocks with daily amplitude above 1%, an upward-sloping moving-average condition, and a price reversal pattern. The stated selection rules include a move above the three-day moving average and recent closes above an…
This stock-selection rule screens for shares with price amplitude above 1%, codes beginning with 60, and a MACD value below zero two sessions earlier. The article explains the amplitude condition as a way to seek volatile stocks and uses MACD as a lagging…
This weekly recap describes changes in Bitcoin and Ether derivatives markets during a period of pressure following SEC actions against Binance and Coinbase. It tracks realized volatility, options term structure, skew, trading flows, and dealer gamma…
This post proposes selecting stocks whose price amplitude exceeds one percent and that appeared on the previous day’s trading leaderboard, then ranking candidates by individual stock popularity. It treats large recent movement as evidence of short-term…
The document outlines a weekly stock-selection screen that combines three filters: a five-period amplitude measure above one, institutional participation above 30, and weekly MACD above zero using standard 12, 26, and 9 settings. Stocks meeting all…
The document describes a Chinese stock selection rule combining an amplitude threshold, a prior-day signal tied to the 9:15 matching price and limit-down conditions, and a specified closing price. It suggests sorting qualifying stocks by popularity and…