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 indicator measures the change in a Triangular Moving Average relative to Average True Range, producing a volatility-normalized slope. With the stated default settings, it uses a 20-period average, a 100-period ATR, and upper and lower slope thresholds…
The document describes an indicator that combines fast, middle, and slow average true range measures to show changing volatility conditions. It is intended as a filter for choosing when to trade, rather than as a tool for forecasting whether prices will rise…
This document explains a pivot-channel indicator built around a seven-period exponential moving average of typical-price pivot points. It estimates channel width by averaging the gaps between first-level pivot highs and lows over the same seven periods; a…
This Chinese-language post describes an equity screen using amplitude above a threshold, a positive weekly chart signal, and at least two limit-up events within a 500-day lookback. It presents these conditions as a way to find volatile stocks with upward…
This Chinese-language post proposes screening stocks for amplitude above a threshold, a dividend payout ratio above 25% in 2019, and no limit-up move on the previous day. The stated rationale is to find volatile shares with a history of substantial dividends…
This Chinese-language post presents an equity screen requiring daily amplitude above a threshold, the stock price above its five-day moving average, and a price below 12. It interprets higher amplitude as greater opportunity, the moving-average condition as…
This podcast recap follows a derivatives trader’s move from FX options into crypto and outlines how an OTC desk serves institutional and high-net-worth clients. The desk makes markets in spot and options, handles customer flow, and manages risk across the…
This Chinese-language post proposes screening listed stocks for amplitude above a threshold, more than a year since listing, and an intraday low between four and five percent below the previous close. It explains that the amplitude condition is intended to…
The document describes a daily stock selection screen that combines three conditions: intraday range exceeds one percent of the low, the KDJ indicator has just crossed upward, and the latest close is above the prior session’s low. It interprets the range…
This Chinese equity screen combines three conditions: prior-day amplitude above 1, an opening price within 5% of the 10-day moving average, and the 20-day moving average above the 120-day average. The article frames the first condition as a volatility…
This Chinese equity screen selects stocks with amplitude above 1, previous-day trading value above 60 million yuan, and a closing price between the middle and upper Bollinger Bands. The note interprets the activity filters as signs of liquidity and the band…
This note describes a Chinese equity screen that requires daily amplitude above 1 and circulating market value above 10 billion yuan, then ranks qualifying stocks by the day’s auction amount and selects the top five. It presents the filters as a way to…
This document proposes selecting stocks whose daily high-low range exceeds 1%, whose closing price is 18.5 yuan, and which appeared on the prior day’s Dragon-Tiger list, a Chinese market disclosure of notable trading activity. It presents the screen as a way…
The Choppiness Index is presented as an oscillator for classifying market conditions as trending, flat, or undergoing unstable consolidation. Its histogram uses colors to distinguish established trends, trend transitions, flat conditions, and unstable…
This proposed stock screen selects shares with a daily trading range above a threshold, a relatively small freely tradable share count, and a closing price above its five-day moving average. The stated rationale is to combine short-term volatility, the…
This stock selection proposal combines elevated price range, a recent large daily gain, and a measure linking price change with net volume attributed to very large orders. The rationale is to find shares showing volatility, upward momentum, and buying…
This release note describes Hummingbot updates, including connectors for Hyperliquid and the XRP Ledger, plus a sample crypto volatility screener. The screener periodically analyzes multiple cryptocurrency pairs on a chosen exchange using percentage changes,…
The document introduces EMA deviation as an alternative to standard deviation for measuring volatility. Standard deviation is described as a measure of dispersion, commonly used in technical analysis to quantify current volatility. The usual calculation uses…
This indicator-based system uses a multiple of the average true range (ATR) to define a trailing stop and identify possible long entries. Its default configuration uses twice the 10-period ATR. A separate set of plotted points marks sharp upward moves, which…
The document explains the Deviation-Scaled Moving Average (DSMA), an adaptive moving average attributed to John Ehlers. Its core idea is to adjust an exponential moving average’s smoothing factor using the absolute size of a price-derived oscillator after…
This weekly Chinese market report reviews rising equity indices, fund positioning, sector valuations, futures, and quantitative factor behavior. It assesses the alpha environment using cross-sectional volatility and time-series volatility in the CSI 300 and…
This document explains a volatility indicator based on a GARCH(1,1) recursion. The model estimates conditional variance from a constant term, the latest shock, and persistence in earlier variance. Its displayed forecast line rises after large return changes…
This stock-selection approach combines three technical filters: a large daily high-low range, at least one strong daily gain during the recent lookback window, and a rounded price-chart pattern. The article’s stated rationale is to find volatile stocks with…
The document explains the Bollinger Band squeeze as a way to identify periods when price volatility has contracted. It describes the conventional bands as a 20-period simple moving average with upper and lower boundaries set two standard deviations away.…