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 article explains how leveraged crypto positions can be forcibly closed when margin falls below maintenance requirements. Forced sales from long liquidations can push prices lower and trigger further liquidations, while short liquidations can create…
The document explains a channel indicator built around a smoothed price filter, with upper and lower bands offset by a multiple of filtered true range. It describes the center line’s direction and price location relative to the bands as visual clues about…
This intraday stock screen excludes Beijing-listed shares and selects stocks with a daily high-low range greater than 1% of the prior close. It also requires the opening price change relative to the previous close to be above -2% and below 5%. The post…
This screening idea selects stocks with a large price range, prior-day actual turnover between 3% and 28%, and at least one limit-up event in the preceding 25 days. The article presents these filters as a way to identify active shares that have recently…
The proposed stock screen looks for shares with a daily range above a threshold and at least one large one-day gain during the preceding 25 trading days. It then ranks candidates using opening auction amount, with the initial description selecting the five…
This indicator classifies volatility as compression, normal, or expansion by ranking the current Average True Range against its values over a lookback window. Percentile ranks make the thresholds relative to recent conditions rather than fixed ATR levels,…
This newsletter reviews a sharp market sell-off through several proposed catalysts: Middle East tensions, the Bank of Japan’s rate increase, weaker-than-expected US employment data, and a cautious Federal Reserve. It discusses the yen’s rally and Japanese…
This document proposes a stock screen based on daily price amplitude above 1, more than one year since listing, and circulating market capitalization above 10 billion yuan. The rationale is that a larger daily range may indicate activity, an established…
This indicator variant changes how signals are filtered in an ATR-adaptive Laguerre filter. Instead of relying only on slope or color changes in the original design, it uses self-adjusting levels intended to clarify signals and reduce their frequency. The…
The document describes the Volty Channel Stop, an indicator that combines average true range (ATR) with a moving average to plot support and resistance levels. Its basic trading interpretation is directional: price above a plotted line suggests a buy, while…
This indicator seeks to identify quiet price ranges that may precede larger moves. It combines Keltner channel boundaries based on average true range with a standard deviation measure, then marks an upside or downside breakout when price crosses the relevant…
This brief derivatives-market recap reports four observations for Bitcoin and Ether: realized volatility had fallen further, options term structures were in steep contango, skew was moving lower, and trading flows were light in Bitcoin while Ether activity…
JB Volatility is described as a market volatility oscillator that displays its state using color. The document identifies three configurable inputs: a calculation period, an ATR period, and a multiplier applied to the ATR value. Together, these parameters…
The document describes an A-share stock selection rule based on daily price amplitude, a closing price around 18.5 yuan, and ranking among the top five by auction amount. It frames larger price movement as a volatility filter and auction turnover as a…
This screening idea looks for stocks with amplitude above 1 whose 15-minute MACD histogram remains below zero but is becoming less negative. It then ranks candidates by opening-auction value and selects the top five. The article frames the shrinking negative…
This stock-selection example screens companies in a Chinese metaverse-related sector using a long-term trend condition and a Bollinger Band price range. The stated rules require price to be above its 250-day moving average and the close to fall between the…
This Chinese stock-screening note builds a watchlist using three conditions: daily price amplitude above 1%, at least one limit-up event in the preceding 25 days, and an opening move smaller than 6% in absolute terms. The stated rationale is to seek stocks…
This document presents a Chinese stock screen combining three conditions: daily price amplitude above 1, a current-day control measure above 21, and prior-day trading value above 60 million. It describes amplitude as a volatility filter, the control measure…
This expert advisor enters in the direction of the prevailing trend after price has traversed a specified share of its average daily range. It estimates that range with a 20-bar ATR and uses an 80% threshold by default. The stated stop is the daily high for…
This market report reviews Bitcoin and Ether volatility, options pricing, dealer exposure, derivatives positioning, and macro catalysts. It describes implied volatility and realized volatility as compressed, with flat or contangoed term structures, a marked…
The proposed equity screen selects stocks with a daily price range above one percent, a signal described as main-force control on the previous day, and actual turnover between three and twenty-eight percent on the day before that. The rationale is that a…
This post proposes screening Chinese stocks for daily amplitude above 1%, appearance on the prior day's Dragon-Tiger List, and circulating market capitalization above 10 billion yuan. It frames the conditions as a combination of price movement, trading…
This document describes a Chinese stock selection rule combining daily price range with buying activity around the opening auction. It screens for stocks whose high-to-low range exceeds 1% of the previous close, restricts the sample to 2021, and looks for a…
The post proposes a stock screen combining a daily high-low range threshold with return on equity above 15% for five consecutive years, alongside a 2021 performance condition. It frames the range as a way to select more volatile stocks and sustained ROE as a…