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 overview describes using crypto options flow data to assess activity and possible market sentiment. It covers contract volume and open interest as measures of activity and liquidity, strike prices relative to spot, expiration horizons, put-call ratios,…
The document gives a weekly snapshot of BTC and ETH options markets. It discusses realized and implied volatility, option term structures, call and put skew, and the volatility spread between the two assets. The commentary links market moves to events such…
This short-term stock screen combines daily amplitude, a measure labeled controlling shares, and the closing price’s position relative to Bollinger Bands. The stated conditions are amplitude above one, controlling shares above 21 percent, and a close below…
The document describes two interpretations of the Chaikin volatility indicator. One view associates rising volatility with nervousness near market tops and falling volatility with the late stages of market bottoms, when participation may have waned.…
This A-share screening idea combines three conditions: price below 12 yuan, amplitude above 1, and a rising sequence of lows. The document presents the screen as a way to find inexpensive, volatile stocks whose recent lows are moving upward. It includes…
This proposed stock screen combines three conditions: price amplitude above a threshold, previous-day turnover within a specified range, and positive net large-trade volume for at least three consecutive days. The factors are intended to represent short-term…
This podcast recap discusses crypto derivatives and volatility, including the Ethereum Dvol index, differences between Ethereum and Bitcoin volatility, volatility spikes, and a Butterfly Index. It also considers how news and regulatory developments may…
This Chinese equity screening proposal starts with daily price amplitude above 1, a measure labeled today’s control above 21, and a concentration condition written as 70 below 20%. Its proposed refined version adds dividend yield and return on equity…
This Chinese equity screening rule combines three short-term filters: price amplitude above 1, positive institutional net flow, and turnover between 2% and 9%. The accompanying explanation interprets the amplitude filter as seeking volatile shares, the flow…
This midweek market recap describes changes in Bitcoin and Ethereum derivatives following a US debt ceiling agreement. It tracks realized volatility, the shape of implied volatility across expiries, option skew, trading flows, and dealer gamma positioning.…
This document describes a stock selection filter using amplitude above 1, a positive price-to-earnings ratio, and a turnover rate between 3% and 12%. It frames these as measures of price movement, profitability or valuation, and trading liquidity. The…
This note proposes estimating volatility from the thickness of the Ichimoku Kumo, calculated as the absolute distance between its two forward spans. It normalizes that distance against a 200-period average and standard-deviation bands. Readings above 100 are…
This stock selection rule combines three daily conditions: price range above a stated threshold, turnover between stated bounds, and a reversal pattern. The intended effect is to find active stocks with some price movement and a possible short-term change in…
This article presents a short-term stock screen using three conditions: daily high-low range relative to the previous close above a threshold, a stock code beginning with 60, and external traded volume greater than internal traded volume by a specified…
The article uses gambling and trading stories to explain why survival and capital preservation come before pursuing returns. Roulette illustrates how a small house edge compounds with repeated play, while blackjack card counting shows how a positive edge can…
The Volatility Ratio indicator aims to identify trading ranges and possible points where a trend may return or reverse. It divides each bar’s true range—using the high-low span and gaps from the previous close—by a price range calculated over a configurable…
This market commentary describes how reports that spot ETH exchange-traded funds might be fast-tracked triggered a sharp rise in ETH and a surge in its short-dated realized and implied volatility. It compares the response with BTC, noting changes in…
The article explains how implied volatility across option maturities forms a term structure. It proposes monitoring changes in the curve’s slope and curvature to assess whether markets expect near-term turbulence, longer-lived uncertainty, or a possible…
The newsletter combines a macro outlook with crypto market and options observations. It links the author’s expectation of a September rate cut and easing cycle to a base case of higher crypto prices, while noting uncertainty around the election and upcoming…
The UT Bot indicator uses an ATR-scaled trailing stop to classify price as being in an uptrend or downtrend. Its stop distance is the average true range multiplied by a sensitivity factor, so the distance changes with recent volatility. Price above the stop…
Renko 2.0 ATR is described as a non-trading MetaTrader 5 utility that generates custom symbol data on a one-minute chart. Its generated Renko bars can be configured using Average True Range, moving averages, and/or a percentage of ATR. The resulting custom…
This document describes a chart indicator that displays three ATRSmoothed readings from different timeframes together. It assigns each timeframe a distinct visual treatment to make their relative values easier to distinguish: a histogram for the lower…
This document describes a Chinese equity screen combining a daily price-range threshold, stocks whose codes begin with 60, and a prior-day turnover proxy constrained to a stated band. It explains that the range condition seeks more volatile shares and…
This description covers a MetaTrader 5 expert advisor for managing trades from a chart. Traders can drag entry, stop-loss, and take-profit lines, with changes updating the setup. It supports market orders and pending orders, and offers fixed-point or…