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 post describes a Chinese equity screening idea combining daily price amplitude, a share price below a stated threshold, and a ratio based on the previous day’s turnover and the current auction volume relative to the previous day’s volume. The proposed…
This proposed equity screen selects stocks with an intraday high-low range above 1% of the opening price, a dividend yield above 25% attributed to 2019, and a positive measure of institutional or main-fund direction. The accompanying examples calculate range…
This market commentary links a broad crypto rally to easing trade tensions and reviews options ideas in ETH, BTC, and SOL. It describes ETH/BTC relative strength, call spreads, SOL calls near a notable strike, and BTC options as a possible exposure to both…
This Chinese equity screening idea targets main-board stocks with an amplitude above 1, an opening auction gain below 6%, and a current-day gain above 1%. It is presented as a short-term approach that looks for shares showing both intraday movement and…
This market recap connects a softer US employment report and a quiet upcoming economic calendar with the author’s expectation of easing volatility and relatively stable markets. For Bitcoin, it reviews realized volatility, implied-volatility term structure,…
This indicator description presents a method for adapting an exponential moving average (EMA) using normalized average true range (ATR). The idea is to make the EMA’s effective calculation period respond to volatility rather than keep it fixed. It notes that…
This indicator description explains an adaptation of the Relative Vigor Index that marks periods identified as flat. It uses Bollinger Band contraction as the criterion: when the bands shrink past a configured threshold, the colored RVI cloud contracts…
This indicator extends standard Bollinger Bands by allowing the center line to use a selectable moving average and the calculation to use different price fields. The available moving averages are simple, exponential, smoothed, and linear weighted. Price…
The document describes a stock screen requiring an amplitude measure above 1, prior-day actual turnover between 3% and 28%, and an increase in institutional ownership. It presents these conditions as a way to combine price fluctuation, trading activity, and…
The document describes a QQE indicator built from a smoothed Relative Strength Index and two volatility-based trailing levels, one fast and one slow. Its variation adds discontinued signal-line levels and a histogram whose color changes according to those…
This proposed Chinese A-share screen selects stocks whose prior session’s high-low range exceeds 1% of the prior close, whose tradable share count is no more than 5.5 billion, and that are not listed on the STAR Market. The document presents the conditions…
This selection rule screens Chinese stocks for price below 12 yuan, amplitude above 1%, and a positive gain over the year. The article frames the combination as a way to find lower-priced, volatile shares that have maintained an upward direction. It includes…
The document describes a trend-following indicator that adjusts its Average True Range multiplier using Z-score normalization. The stated aim is to widen its trend boundary during volatility spikes and tighten it in steadier conditions, addressing the lag…
This stock screen selects Chinese equities with daily price amplitude above 1%, market capitalization below 10 billion yuan, positive net profit, and previous-day turnover above 60 million yuan. It also excludes names containing the special-treatment marker…
This automated trading system description outlines risk controls for an expert advisor. It calculates position size from either a chosen account-risk percentage or a fixed monetary amount, applies a maximum monetary risk cap, and can set stop losses…
This indicator profiles five configurable intraday sessions and summarizes their historical behavior for a chosen market. For each session, it records range, volume share, whether it set the day’s high or low, directional closes and continuation, fair value…
The Corrected Average, also called the Optimal Moving Average, is described as a moving-average filter that adjusts its response to volatility. Its central rule is that the time series must move beyond a volatility-dependent threshold before the indicator…
The screen selects stocks whose daily high-to-low range is at least 1% of the low price, whose associated unredeemed convertible bond has a nonempty name, and whose prior-day actual turnover lies between 3% and 28%. The article interprets the range as a sign…
This note describes a Chinese equity screen that looks for stocks with at least two limit-up events within a 500-day window, excludes stocks that hit the limit-up on the previous day, and requires a minimum daily price range. The stated aim is to find…
The newsletter links its end-of-year crypto outlook to a possible Federal Reserve rate cut, inflation and employment data, and speculation about the next Fed chair. It argues that easier policy and a softening labor market could support risk assets, while…
This note describes a short-term Chinese equity screen using three measures of trading activity: an intraday high-low range above 1, turnover greater than 2% but below 9%, and prior-day auction turnover above 0.26. The proposed rationale is to identify…
This note describes a Chinese equity screen built around price range, recent limit-up behavior, and trading activity. Its initial criteria are an amplitude above 1, three consecutive limit-up sessions on the prior day, and prior-day turnover above 8%. The…
The newsletter reviews market reactions to the U.S. election, including a drop in equity volatility and expectations for possible regulatory changes affecting crypto. It connects those themes to options positioning: traders were concentrated in calls up to a…
This Chinese equity screening rule looks for stocks with amplitude above 1, turnover between 2% and 9%, and a closing price above the previous day’s low. The article frames the conditions as a short-term technical filter: amplitude captures price movement,…