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 stock screen combines three technical filters: a daily high-to-low range threshold, MACD moving above zero, and a positive return over the prior ten days that remains below 35%. The document interprets the range condition as a volatility filter, MACD…
This MetaTrader indicator description presents blue rectangles as potential price strength zones. The rectangle’s upper boundary is treated as a level where upward price strength may fade. For a long position, it suggests placing a take-profit level below…
This note outlines a Chinese stock screen using daily price amplitude above 1%, the year 2021, and circulating market value between 5 billion and 10 billion yuan. It argues that larger daily moves may signal greater trading opportunity, while the market…
The indicator applies a stochastic calculation to RSI, then smooths the resulting series to produce fast and slower lines. It calculates a moving average and standard-deviation bands around the smoothed stochastic RSI; these bands are intended to mark…
This research summary proposes an information-distribution uniformity factor, UID, based on the idea that uneven arrivals of information create changes in share-price volatility. It uses intraday stock data to calculate daily high-frequency volatility, then…
This market recap examines BTC and ETH options during a sharp rally tied to expectations of approval for a spot BTC ETF. It tracks realized and implied volatility, term structure, call skew, options activity, and dealer gamma. The reported moves include a…
This A-share selection rule looks for stocks with amplitude above 1%, a newly formed KDJ crossover, and a closing price below 12. The article treats the range condition as a volatility filter, the crossover as a possible sign of improving momentum, and the…
The proposed A-share screen selects stocks whose amplitude exceeds 1% and whose current high is the highest across the latest two days, while excluding companies classified as being in Beijing. The article frames amplitude as a volatility condition and the…
This stock-selection screen combines three filters: amplitude above 1%, an opening price near the 10-day moving average, and turnover between 2% and 9%. The article describes the range filter as a way to find more volatile shares, the moving-average band as…
This note describes a short-term A-share screen requiring turnover between 3% and 12%, an opening price within roughly 5% of the ten-day moving average, and a close between the Bollinger middle and upper bands. It combines a measure of trading activity with…
This note proposes screening Chinese stocks using price amplitude above 1%, prior-day actual turnover between 3% and 28%, and a connection to beverage and alcohol imports. It presents the combination as a way to consider price movement, trading activity, and…
This note describes a simple A-share stock screen using three conditions: daily price amplitude above 1%, the year 2021, and positive net buying attributed to major investors during the auction. It frames high amplitude as a sign of volatility and auction…
This article describes a Chinese A-share screening idea that combines daily volatility, a moving-average trend filter, and a short-term MACD signal. It selects stocks with amplitude above 1, a 20-day moving average above the 120-day average, and a shrinking…
This Chinese A-share screening idea combines a daily price-range filter, a newly formed KDJ crossover, and evidence of a recent limit-up move. The proposed interpretation is that a larger range signals volatility, the crossover may indicate improving…
This note describes a daily stock screen combining three conditions: price range exceeds a threshold, the ticker begins with a specified Shanghai-market prefix, and the close is above the previous session’s low. It frames the range condition as a way to…
This weekly market recap discusses Bitcoin and Ether options through realized volatility, term structure, skew, trading flows, and dealer gamma positioning. It reports that realized volatility had fallen over the preceding week as prices stayed within their…
The document introduces European call and put options, defining their right to buy or sell an underlying asset at a strike price on a fixed expiry date. It frames fair option valuation through a market containing a risk-free asset, the underlying stock, and…
This note describes an equity screen using daily price amplitude above 1, a positive weekly MACD signal, and prior-day actual turnover between 3% and 28%. Its refined version also requires market capitalization above 5 billion yuan. The proposed rationale is…
This stock screen selects Chinese equities with a daily high-low range greater than 1%, excludes stocks that hit the price limit on the previous day, and restricts the historical selection period to 2021. A later version adds a price-to-earnings ratio below…
The document describes using historical volatility patterns to guide trading and risk decisions in BTC and ETH derivatives. It discusses a volatility cone, which displays realized volatility distributions across time horizons, and realized volatility grouped…
This stock screen combines a daily high-low range greater than one percent of the previous close, a code beginning with 60, and revenue growth: 2021 revenue must exceed 2018 revenue by more than a stated threshold. The final version also requires market…
This indicator method creates a channel from the highest high and lowest low over a chosen lookback period. It calculates the midpoint of that range and plots several internal levels at Fibonacci-related proportions, including 23.6%, 38.2%, 50%, 61.8%, and…
This Chinese equity screen selects stocks using three measures: daily price amplitude above 1, at least two limit-up sessions within the past 500 days, and previous-day turnover above 8%. The document presents these as signs of short-term volatility and…
This weekly market commentary links macro events, including US inflation data and Federal Reserve expectations, with Bitcoin and Ether price behavior and options positioning. It describes Bitcoin and Ether volatility and term structures, including a return…