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 daily A-share stock screen limited to companies classified in the metaverse industry, with circulating share capital at or below 5.5 billion shares and daily price change between -5% and 2.6%. It gives a closing-price formula for…
This indicator combines the Money Flow Index with a way to flag low-volatility, sideways conditions. It uses Bollinger Band contraction as the flat-market criterion. When the bands shrink past a configurable threshold, the colored MFI cloud contracts around…
The document explains how forced liquidations work in leveraged crypto trading, distinguishing partial closures from full position closures. It illustrates leverage with a Bitcoin futures example and shows how an adverse price move can reduce a trader’s…
This document proposes screening Chinese A-shares using three conditions: a trading range above a stated threshold, a nonempty convertible-bond name, and a limit-up event within the prior 25 days. It presents the idea as a combination of volatility,…
The document describes a software workflow for managing option volatility strategies. It covers model selection for European and American options, choosing a futures or synthetic underlying, monitoring option quotes and Greeks, and calibrating pricing…
VolatilityQuality is described as an unnormalized oscillator intended to identify trend direction. Its color changes are presented as the trading signal for opening positions, but the document does not explain the color rules, entry timing, or exit…
The document proposes an A-share stock selection screen that combines daily price range, a specified closing price, revenue growth over several years, and additional filters for profit growth, market capitalization, and trading volume. It presents the…
This brief indicator description presents BB_OsMA, which displays the OsMA oscillator with upper and lower bands formed as a spheroid deviation. It also mentions an accompanying chart template and recommends using the indicator on a five-minute timeframe for…
The screen first requires price amplitude above 1 and an RSI reading below 65, then ranks qualifying stocks by the day’s auction amount and keeps the top five. The amplitude condition looks for movement during the session, while RSI serves as a technical…
This stock screen combines three conditions: price amplitude above 1, a top-five rank by the day’s auction amount, and three consecutive sessions in which the close is below the prior close. It aims to find active stocks showing a short-term downward price…
This stock screen selects shares with a daily range above 1%, a high equal to the highest high over two days, and a ten-day return above 0% but below 35%. The document interprets these conditions as seeking active, recently strong stocks while limiting the…
This document describes an indicator that measures an asset’s volatility from the distance between smoothed maximum and minimum prices. It uses a moving average over a configurable period, converts the resulting range into points, and rounds the value to…
The document reports survey responses about U.S. crypto holders’ views of AI tokens, including expectations for sector performance, long-term optimism, investment interest, and perceived barriers. It describes differences by age and investing experience, and…
This Chinese equity-selection note combines three filters: daily amplitude above 1%, tradable shares no greater than 5.5 billion, and return on equity above 15% across a five-year period. It frames the filters as a way to find volatile stocks with relatively…
This indicator calculates a separate historical average daily high-low range for each weekday and displays that weekday’s range around a chosen price on charts at daily or faster intervals. A multiplier widens or narrows the bands; the center can use close…
This article proposes screening Chinese stocks by daily price amplitude, a bounded turnover-rate range, and a minimum count of limit-up sessions over a historical window. It presents the rule as a way to find stocks with notable price movement and market…
This article explains how to build an options strategy with VeighNa’s template-based OptionStrategy module and evaluate it with historical data. Its example sells one at-the-money call and one at-the-money put on the current month’s China Financial Futures…
This research summary describes a bull-bear indicator built from changes in equity-market volatility and turnover. It classifies conditions according to whether each measure is rising or falling. Rising volatility with falling turnover is presented as a…
This commentary presents a framework for crypto volatility trading that stresses timing and carrying costs over the simple idea of selling volatility whenever it appears historically high. It describes realized volatility as mean reverting, while warning…
This note outlines a screen for Chinese stocks that combines a minimum daily price range with a large circulating market capitalization and a non-ST status filter. It also aims to avoid stocks that have reached the daily upper price limit during a specified…
This stock-selection note describes a simple screen for Chinese equities based on daily price range and recent limit-up behavior. It proposes selecting stocks with an intraday range above a stated threshold, excluding those that hit the upper price limit the…
This Chinese A-share stock screen combines prior-session price amplitude above 1%, appearance on the previous day’s Dragon-Tiger list, and an opening price within 5% of the 10-day moving average. The rationale is to find volatile stocks with signs of active…
The document describes a Dynamic Momentum Index (DMI) that adjusts its calculation period as volatility changes. It estimates volatility from price variability, smooths that estimate, and scales a base period accordingly, subject to configurable lower and…
This short-term stock screen uses three technical conditions: daily amplitude of at least 1%, turnover above 2% and below 9%, and an opening price change between −2% and 5% relative to the previous close. The article frames the range and turnover filters as…