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 explains why computing variance from sums of squares can be numerically unstable, particularly with large values, and describes Welford’s method as a single-pass alternative. The method updates a running mean and an accumulated squared-deviation…
This market note links crypto performance and options positioning to the prospect of persistently high interest rates, upcoming US inflation releases, and central-bank commentary. It characterizes Bitcoin as more resilient than Ether and reports stronger…
This note describes a Chinese stock screen combining intraday range, tradable share count, and a steep daily decline. It selects stocks whose amplitude exceeds 1%, whose float is no more than 5.5 billion shares, and whose low is 4% to 5% below the previous…
This Chinese market screening idea selects stocks with an amplitude above 1, current trading volume above 10,000 lots, a higher open, and more than two limit-up sessions during the prior ten days. The post frames these conditions as signs of price activity,…
This tutorial describes a live short-volatility strategy that sells an out-of-the-money BTC call and put on Bybit, then hedges the resulting delta exposure with a BTCUSDT perpetual. It selects strikes by percentile within the nearest-expiry option chain,…
The document presents a Yang–Zhang volatility estimator built from open, high, low, and close prices. It separates the overnight return from intraday price movement, combines the variance of overnight returns with close-to-open variance and the…
This Chinese A-share screening idea combines three filters: a market capitalization below 10 billion yuan, no reported losses, and a daily price amplitude above 1, alongside a negative MACD reading from two days earlier. The stated rationale is to combine a…
Trend Movers is described as a chart indicator that gathers readings from moving averages, Relative Strength, Commodity Channel Index, Stochastics, MACD, and Average True Range in one display. It is intended to show possible buy, sell, or exit signals for…
This Chinese stock screen selects securities with price amplitude greater than 1, ranks among the top five by the day’s auction amount, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. The…
This note proposes selecting stocks with a relatively large daily price range, MACD above its zero line, and a reversal pattern described as an engulfing move. It treats the range as a sign of volatility, the MACD condition as evidence of positive momentum,…
This post describes a stock screen that combines daily price range with a measure based on yesterday’s turnover and today’s auction volume relative to the prior day’s volume. It also filters for a positive but limited ten-day return, aiming to identify…
The document describes a charting setup that combines support and resistance levels with two smoothed price lines and a wave oscillator. Its ProRealCode indicator calculates rolling highs and lows over two lookback windows, an exponential average of closing…
This short note describes a version of Tushar Chande’s Directional Movement Index in which the DMI and its DSL signal lines are adapted using a volatility ratio. Its stated distinction is that adaptation is applied throughout the indicator, including the…
Unity Pro estimates relative values for currencies, metals, and other instruments that share a common currency. It relates each instrument’s quote to the underlying asset values and constrains those values to sum to one, then derives the values…
This MetaTrader 5 indicator variant lets a trader choose the timeframe used by the AvgRange indicator through an input parameter. The example setting shown is a four-hour period, so the indicator can display average-range information derived from a timeframe…
The document describes a technical indicator that combines a volume-weighted moving average with a standard-deviation-based measure of trend strength. It uses two configurable thresholds, dK1 and dK2, to determine the size of a colored dot displayed on the…
This document describes a Chinese equities screening rule combining daily price range, MACD, and whether the stock hit its upper price limit the previous day. It selects stocks with amplitude above 1, MACD above zero, and no prior-day limit-up. The…
This article presents an equity screen combining daily amplitude, a positive weekly MACD reading, a recent price-change band, and a valuation filter. Its final stated logic additionally requires price-to-book between 1 and 5, while the indicator formula and…
This A-share stock screen combines three short-term filters: amplitude above 1, a 9:25 a.m. gain below 6%, and RSI below 65. The article frames amplitude as a measure of volatility, the early price-change condition as a way to avoid stocks with large opening…
The document describes three common mistakes made by new options traders: buying far out-of-the-money calls without accounting for timing and time decay, relying on one strategy in every market, and trading without a preplanned exit. It explains that an…
The document describes a relative version of Average True Range (ATR) intended to make ATR easier to compare across time. It maps ATR into a 0–100% range according to its position relative to values over a chosen historical lookback. This treats ATR as a…
This document describes an equity screen that combines daily price amplitude, institutional participation, metaverse theme exposure, and a minimum company size. Its final stated criteria require amplitude above 1, institutional participation above 25% over…
NRatioSign is described as a semaphore-style indicator that generates signals from crossovers of overbought and oversold levels in the NRatio indicator. The document gives only a high-level account of this logic; it does not specify the threshold values,…
The document describes a MetaTrader indicator for monitoring market volatility. It uses Average True Range (ATR) and compares the current reading with a historical average, classifying conditions as low, normal, high, or extreme. The dashboard also presents…