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 research article examines whether lending activity in USDC, USDT, and DAI helps forecast Ethereum volatility. It describes time-series autocorrelation and partial autocorrelation analysis, then uses Granger causality tests to assess whether past…
The document explains abnormal idiosyncratic volatility (AIV), a price based measure of information risk around earnings announcements. It compares each stock’s residual volatility during the five trading days before earnings announcements with its residual…
This stock-selection idea combines three daily conditions: amplitude above one, a controlling-shareholder control measure above 21 in absolute value, and MACD above its zero line. The post frames amplitude as a volatility filter, the control measure as an…
This indicator classifies each candle by its closing price relative to a 20-period moving average and Bollinger Bands set two standard deviations above and below that average. Closes above the upper band receive one color; closes between the average and…
This stock screen combines three conditions: amplitude above 1, a circulating share count no greater than 5.5 billion, and a current-day low below the previous day’s low. The post frames the amplitude and float filters as ways to focus on volatile,…
The document describes a stock screen combining three conditions: a dividend ratio above 25% for 2019, a 20-day moving average above the 120-day moving average, and daily amplitude above 1%. It interprets the moving-average relationship as an uptrend filter,…
Voluminator classifies trend by comparing the close with a configurable moving average. When the close is above the average, volume contributes to a bullish series; when it is below, volume contributes to a bearish series. Separate smoothed series are…
This document describes a chart indicator that displays signals generated by the Skyscraper_Fix trend indicator using a selected timeframe. It distinguishes continuation from trend-change signals through different arrow shapes and colors, and can produce…
This weekly market commentary reviews crypto options conditions around January 29, 2023. It interprets Bitcoin options term structure as having moved into backwardation during a spot rally, suggesting the market priced more near-term movement. It also…
The document introduces a chart for examining an options butterfly across constant maturities. It defines the structure as long one call and one put with a short position in two at-the-money options, and says users can select among several delta levels and…
This A-share screen selects stocks associated with a robotics concept, with daily amplitude above 1%, circulating market value below 10 billion yuan, and prior-day actual turnover between 3% and 28%. The article treats amplitude as a sign of activity, the…
This A-share screening idea combines three conditions: daily amplitude above 1%, a rounded or relatively subdued price pattern, and an auction-period price change between -2% and 5%. The article interprets the amplitude filter as a way to find active stocks,…
This short indicator description presents a visual way to show periods when Bollinger Bands narrow or widen. Band narrowing and widening are framed as possible indications of changes in price volatility, and the indicator is intended to make those phases…
The document introduces charts for comparing Bitcoin and Ethereum options implied volatility across delta levels. It describes two views: a spread calculated by subtracting Ethereum implied volatility from Bitcoin implied volatility, and a ratio calculated…
The article argues that Bitcoin implied volatility should be read alongside broader market measures. It highlights VIX, VVIX, MOVE, the dollar index, gold volatility, and yield curve shape as potential clues to changes in crypto volatility. It attributes…
The indicator draws high-low boxes for the Asian, London, and New York Forex sessions using one-minute bars. Each box marks the session’s range, with an optional midpoint and label. It also displays average range in pips over a configurable lookback and can…
The article presents realized volatility (RV) as a measure of observed price movement and implied volatility (IV) as the options market’s forecast. It uses the ratio of 7-day RV to 30-day RV to distinguish short-term expansion from compression, then compares…
This indicator combines Williams Percent Range with Average True Range to define a directional trend and plot trailing stop lines. Williams Percent Range crossing configurable thresholds switches the trend state. The indicator then places a stop line below…
The document describes the Chande Kroll Stop, a trend-following indicator that plots separate stop levels for long and short positions. A trader may use the long-position line as a level for closing a purchase if price falls to it, and the short-position…
This market snapshot combines price action with ETF and stablecoin flows, derivatives positioning, funding rates, open interest, orderbook depth, spreads, and volatility. It interprets the period as consolidation: Bitcoin and Ether held up better than…
This indicator adapts the moving averages in a MACD calculation using RSI, while retaining the basic idea of comparing faster and slower averages. It adds floating outer levels to help identify overbought and oversold conditions, addressing a limitation of…
This article outlines the engineering challenges of researching and backtesting systematic options strategies. Because listed contracts change over time, a historical test needs an accurate record of which contracts were available on each date. The described…
The document presents a Chinese equity screen combining daily price range, the presence of an outstanding convertible bond, and positive institutional trading activity. It explains the intended roles of these filters: selecting volatile stocks, using…
This Chinese stock-selection note describes a three-condition screen: ten-day price gain above zero but below 35, MACD below zero two days earlier, and amplitude above 1. It frames the conditions as combining recent performance, a technical indicator, and…