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 document outlines a stock screen based on three conditions: price amplitude above 1%, MACD crossing above its zero line, and listing age exceeding a specified period. The proposed interpretation is that a wider trading range signals activity, a positive…
The document describes a stock screen requiring daily price movement above a stated amplitude threshold, a nonempty name for an outstanding convertible bond, and an RSI reading below 65. It presents the bond condition as a possible signal of corporate…
The document describes the Corrected Average, also called the Optimal Moving Average, as a smoothed price indicator. It starts from a simple moving average and compares the gap between that average and the prior corrected value with recent price volatility.…
This article proposes a Chinese stock screen based on high daily price range, at least one daily gain of 10% or more within the prior 25 trading days, and a listing-age condition. It frames these filters as a way to find active, strong-performing shares,…
This indicator combines an ATR-based trailing level with the Commodity Channel Index (CCI) to mark bullish and bearish states. When CCI is above its configurable threshold, the bullish level is set below the low by an ATR amount and is prevented from falling…
The newsletter links geopolitical tension involving Iran to volatility in oil, precious metals, and risk assets, arguing that broader risk sentiment may set crypto’s near-term direction. It reviews macro events but gives greater weight to geopolitics and…
This A-share screen looks for stocks with daily price amplitude above 1%, a volume ratio between 1.5 and 6, and at least one daily gain of 10% or more during the preceding 25 trading days. The stated logic seeks active but not extreme trading and recent…
This post describes a Chinese A-share screening rule that combines daily price range with a fresh KDJ crossover and excludes Beijing-listed stocks. The range filter looks for movement greater than one percent, while the KDJ condition requires the J line to…
This brief summary of a multi-factor stock-selection report describes three ways to refine traditional factors using high-frequency returns. High-frequency return variance is presented as a closer measure of volatility than variance calculated from daily…
The indicator marks recent price highs and lows at two scales: major swings use a longer lookback, while minor swings use a shorter one. The stated purpose is to help identify trend structure and periods when prices are ranging, drawing on Dow theory. Both…
The document describes MACD_Xtr, a MACD variant that marks adaptive overbought and oversold zones with colored bands and changes histogram bar colors when MACD enters those zones. Its central design problem is adapting the zone levels without waiting for the…
This indicator adapts Bollinger %b by using a Heikin-Ashi close and TEMA smoothing. It calculates a zero-lag style smoothed price series, then positions that series relative to a weighted average and standard-deviation bands. The output is a bounded…
This research summary tests whether splitting stock volatility into components yields useful selection signals from high-frequency returns. The reported system-versus-idiosyncratic volatility split performs poorly at the one-minute sampling interval; its…
The article explains call/put skew as the difference in implied volatility between comparable options. Higher call implied volatility is interpreted as stronger demand for upside exposure, while higher put implied volatility suggests greater demand for…
This document proposes a stock screen combining a price range condition, a shrinking negative MACD histogram on a 15-minute chart, and at least one daily gain of 10% or more within the recent 25 trading days. It frames the range filter as a way to find…
The document presents a chart indicator that combines a MACD histogram, a volatility squeeze condition, and RSI-based coloring. It defines a squeeze using Bollinger Bands contained within Keltner Channels, then colors the MACD histogram according to whether…
The document outlines an expert advisor that places grid orders using average true range values. Its inputs include a profit target tied to invested capital, a moving-average period intended to assess trend, a multiplier that scales each new order from the…
The QQE Histo indicator is described as a smoothed Relative Strength Index paired with fast and slow trailing levels based on volatility. These components adapt the RSI reading with price movement and provide two reference levels for interpreting the…
This note describes a Chinese A-share screen for robotics concept stocks. It requires daily amplitude above 1, a signal labeled as main-force control on the prior day, and circulating market capitalization below 10 billion yuan. Its indicator references…
This market recap reviews crypto options conditions after an early-month rally, focusing on realized and implied volatility, term structure, skew, trading flows, and dealer gamma. It reports higher realized volatility in BTC and ETH, stronger demand for…
This brief description introduces a MetaTrader 5 indicator that plots a price channel and Fibonacci levels using the latest peaks identified by a parabolic ZigZag. It is a technical-analysis visualization: the document explains the source of the levels but…
This post describes a Chinese stock screen that selects shares with price amplitude above 1 and positive institutional fund flow, while excluding Beijing-listed A shares. The accompanying indicator example defines fund direction by summing net institutional…
This post outlines a China A-share stock screen using daily price amplitude, opening-auction amount rank, and volume ratio. It selects stocks with amplitude above 1, ranks them by auction amount to keep the top five, and applies a volume-ratio band above 1.5…
The indicator looks for possible exhaustion in price movement by identifying repeated long wicks near RSI-defined oversold or overbought zones. For a bullish signal, it checks three candles for lower wicks extending below their bodies, with wick depth…