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 draws two colored filled rectangles on a selected bar to show the space between two Keltner channel values. Its configurable inputs include the smoothing method and length, two deviation ratios, the applied price, band colors, the bar used for…
This document describes a Chinese stock selection rule combining daily price range, recent limit-up activity, and a long-term moving average. Stocks enter the candidate pool when their amplitude exceeds 1%, at least one limit-up occurred in the prior 25…
This overview surveys empirical research on pricing stock-index options, focusing on how systematic stochastic volatility and jump risk affect option values and returns. It describes the evolution from Black–Scholes–Merton assumptions, in which the…
This Chinese stock-screening note combines three conditions: daily trading range above one percent of the previous close, weekly MACD above zero, and a prior-day 9:15 matching price at the lower price limit. It presents the screen as a way to find stocks…
This document describes a Chinese A-share screening rule combining three conditions: amplitude above 1, MACD below zero two days earlier, and a gain below 6% around 9:25. It presents the screen as a way to combine a volatility measure, a trend signal, and a…
This note describes a variation on Bollinger Bands in which the upper and lower bands are smoothed separately after the standard deviation calculation. Applying smoothing at that stage can produce smoother boundaries while allowing each side to respond…
This Chinese equities screen looks for stocks with daily amplitude above one, circulating market capitalization above 10 billion yuan, and an outside-to-inside trading ratio above 1.3. The post describes amplitude as a proxy for trading activity, company…
This Chinese equities screening idea combines stocks with an amplitude above one, evidence described as main-force control on the prior day, and an engulfing or reversal pattern. The post frames these conditions as a way to find actively traded stocks…
The document describes a Chinese equity screen requiring daily price amplitude of at least 1%, circulating market value above 10 billion yuan, and a company name containing a metaverse keyword. The post frames these conditions as a mix of trading activity,…
This note proposes a Chinese equity screen for companies associated with beverage and alcohol imports and exports. It adds two market filters: price amplitude above 1 and previous-day trading value above 60 million. The intended selection combines recent…
The proposed stock screen combines three signals: daily price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and a newly formed KDJ golden cross. The document interprets the amplitude filter as selecting more volatile…
Grid trading places orders at regular price intervals above and below a reference level to seek gains from market fluctuations without requiring a directional forecast. The described design opens successive buy orders as price falls, then places a sell…
This Chinese equities post describes a technical screen requiring a daily range above one percent, current volume above ten thousand lots, an open above the prior close, and a close above the previous day’s low. It presents the conditions as a way to find…
The document outlines a Chinese equities screen combining three conditions: a prior-day trading range above one percent, appearance on the previous day’s trading leaderboard, and a listing date after the start of 2021. It frames the range as a way to find…
This post presents a daily stock screen for shares whose codes begin with 60, whose intraday high-low range exceeds one percent of the previous close, and whose five-day, ten-day, and sixty-day simple moving averages are ordered from highest to lowest. The…
This indicator estimates an asset’s volatility from the high and low of smoothed Heiken Ashi candles. It takes the candle range, converts it to points, then rounds that value to a grid defined by a starting level and a level increment. The resulting levels…
This strategy uses a five-minute chart to trade breakouts in the direction of a longer term moving average. For longs, price must be above the 200 period hourly average while remaining below its upper Bollinger boundary; a rising short term average and…
This note describes a stock screen requiring amplitude above a threshold, an opening price near the ten-day moving average, and a six-period RSI below a stated ceiling. The moving-average condition is implemented as a band around the average, while the…
Historical volatility describes how widely an instrument’s returns vary over a selected period. The document presents standard deviation as a common way to measure this dispersion and explains that higher readings indicate larger price fluctuations and…
This post proposes screening stocks for a daily high-low range above 1% during 2021 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%. It interprets the range threshold as a sign of price…
This stock-selection note combines three technical conditions: prior-session amplitude above 1%, an opening price within 5% of the 10-day moving average, and a reversal candle pattern described as an engulfing move. It frames the amplitude filter as a way to…
This proposed Chinese stock screen selects shares whose daily high-low range exceeds 1%, whose KDJ J line has just crossed above D, and which have had more than two limit-up days within ten days. The text interprets a large range as evidence of volatility,…
KoliErBands is presented as a variation on Bollinger Bands. Its distinguishing feature is the center line: it uses the average of the period’s High and Low prices rather than the conventional basis described for Bollinger Bands. The selected period…
FollowLine is a chart indicator intended to identify market trends using Bollinger Bands. Its settings let a user choose how many bars to display and set the band period and deviation, which control the indicator’s lookback and band width. The indicator can…