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 interview recap examines Bitcoin and Ether performance, their changing spot and volatility relationships, and the relative beta of Ether in Bitcoin terms. It describes a shift in Ether’s beta below one and convergence in the assets’ volatility, while…
This document describes a histogram presentation of Thomas Stridsman’s Volatility Quality indicator. It says this version follows the original indicator’s approach rather than commonly used variations and differs from the regular version by plotting just one…
This recap describes conditions in Bitcoin and Ether derivatives markets for the week ending March 29, 2023. It tracks volatility, option term structure, skew, option trading flows, and gamma positioning, highlighting calmer markets and term structures…
The document describes a technical indicator built around an average-valued middle line and upper and lower bands calculated using historical volatility. It also explains a visual convention: the middle line can take one of three colors, while the bands use…
This document describes a chart indicator that plots upward or downward arrows when conditions involving one or two selected technical indicators are met. The available inputs include moving averages, MACD, OsMA, stochastic, RSI, CCI, RVI, ADX, triple…
The document outlines a Chinese equity screen using three conditions: daily high-to-low range above 1% of the opening price, a 2019 dividend yield above 25%, and 2021 revenue more than 1.1 times 2018 revenue. It presents the range as a way to select more…
The document describes an indicator that compares the total price range over a chosen lookback with the sum of the ranges of the candles in that period. It has a lookback-length setting and an optional display of horizontal lines marking the current range.…
Squeeze Light is an indicator that signals volatility compression when Bollinger Bands fit inside Keltner Bands. It plots separate on and off states as a histogram, treating the compressed state as a pause that may precede an expansion in volatility. The…
This note presents an adaptive exponential moving average whose calculation changes in response to the Relative Strength Index. It frames the RSI as a bounded momentum measure that can also serve as an input for adapting an indicator to changing market…
This indicator adapts a Donchian channel by placing its upper and lower levels beyond recent highs and lows using a multiple of average true range. The code uses a lookback period and offset to calculate the channel reference points, then tracks a…
The note reviews BTC and ETH options activity during a week shaped by US rate moves and changing ETF expectations. It links delayed spot BTC ETF decisions with a loss of October implied-volatility premium, while reports of a possible Ethereum futures ETF…
This post describes a historical stock screen using three conditions: daily price amplitude above 1%, calendar year 2021, and prior-day actual turnover between 3% and 28%. The resulting stocks are intended to form a candidate pool. The author associates a…
This document proposes a Chinese equity screening rule combining prior-session amplitude above 1%, a free float no larger than 5.5 billion shares, and convergence of five moving averages spanning short to longer periods. It frames the amplitude threshold as…
This note describes a stock screen combining three conditions: an intraday high-low range greater than 1% of the opening price, a dividend yield above 25% for 2019, and total assets exceeding 200 million. The author presents volatility, historical dividend…
This Chinese equity screen filters for main-board stocks outside Beijing, with a daily range above 1% and a daily gain above 1%. The article describes these criteria as a way to focus on volatile stocks with short-term upward movement. It also suggests…
The proposed screen selects stocks whose codes begin with 60, whose daily amplitude exceeds 1, and whose opening auction amount ranks among the top five. The article frames the range condition as a way to focus on volatile stocks and the auction ranking as a…
This proposed Chinese equity screen combines a turnover range, a cap on circulating shares, and the closing price’s position within Bollinger Bands. The stated logic seeks stocks with turnover from 3% to 12%, circulating shares no greater than 5.5 billion,…
The Volatility Quality indicator uses weighted moving averages of recent open, high, low, and close prices to combine price direction with range-based volatility. Its plotted value is positive in bullish conditions and negative in bearish conditions, with…
This post describes two chart indicators for comparing typical price ranges across hours and months. Each groups observed high-minus-low ranges by hour or calendar month, computes an average for each group, and plots those averages as bars alongside an…
This indicator compares the current daily price range with the prior day’s range and marks cases where the ratio falls below a user-set threshold. Its purpose is to identify unusually narrow daily ranges, which traders may use as a prompt to watch for a…
This stock-selection idea filters for shares with a prior trading range above a threshold, limits the eligible universe by circulating share count, and ranks candidates by trading activity or popularity. Its stated aim is to identify relatively active,…
This post outlines a stock-selection idea combining a volatility condition, recent strong performance, and an afternoon order-flow measure. It seeks stocks with a daily high-low range exceeding one, at least one daily gain of 10% or more over the past 25…
The document describes a narrow-range indicator based on comparing the current bar’s high-to-low range with the smallest range observed over a preceding check period. When the current range is smaller, the indicator flags market compression. Its parameters…
This indicator adds support and resistance levels on the chart to a Trix oscillator. The display offers two options for when to show colors and their associated levels: when the oscillator crosses the zero line, or when its slope changes direction. The…