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 China A-share screening idea combines three conditions: amplitude above 1, a dividend ratio above 25% in 2019, and at least one daily gain of 10% or more during the most recent 25 trading days. The article frames these filters as a mix of volatility,…
This market recap surveys Bitcoin and Ether options after a sharp crypto-market move. It discusses realized and implied volatility, term structures, call skew, options flows, and dealer gamma. The account says shorter-horizon realized volatility had…
This Chinese stock screen combines an amplitude threshold, circulating market capitalization above 10 billion yuan, and at least one limit-up event within roughly the past month. The article interprets these filters as a mix of volatility, company size, and…
This Chinese equity screen looks for stocks with price amplitude above 1, prior-day actual turnover between 3% and 28%, and a bullish weekly chart pattern. The article’s example defines the weekly condition with rising moving-average alignment, price above…
This stock screen selects shares using three stated conditions: a price-range measure above one, a 2019 dividend payout ratio above 25%, and three consecutive limit-up sessions ending the previous day. The article interprets these filters as combining…
The Disparity Index is presented as a way to identify prices that have moved unusually far from a reference level, helping traders decide when to look for reversal setups. The described version calculates each bar’s absolute percentage price change, averages…
The discussion surveys crypto options as the market approaches a spot ETF decision, then turns to the developing altcoin options market. Participants consider how spot and realized volatility relate, compare current conditions with historical crypto…
This Chinese A-share screening idea combines three conditions: daily amplitude above 1%, at least one limit-up event in the prior 25 days, and afternoon large-order net inflow. The text presents volatility as a sign of potential movement, a recent limit-up…
This document proposes screening Chinese stocks for a daily price range above 1%, an appearance on the prior day’s trading leaderboard, and at least two limit-up events within the previous 500 days. It interprets range as a sign of short-term volatility,…
The document describes an XRSI volume indicator that marks moves across its zero line using candles and color labels, with audio alerts when a candle crosses the line. It identifies configurable inputs for the number of audio signals and the bar on which the…
This educational overview introduces common inputs for quantitative stock selection, beginning with simple and exponential moving averages, RSI, Bollinger Bands, MACD, moving-average crossovers, VWAP, and historical volatility. It describes their usual…
This document outlines a dispersion trade using options on constituents of the S&P 100 and options on the index. The research concept measures disagreement in analyst earnings forecasts, scaled by an earnings-uncertainty measure, and sorts stocks into groups…
This Chinese equity screen selects stocks with amplitude above 1, appearance on the prior day's trading leaderboard, and a weekly bullish bar. The accompanying examples define the weekly condition through a rising alignment of simple and weighted moving…
This stock screen combines four conditions: amplitude above 1, a prior-day 9:15 matching price at the limit-down level, current volume above 10,000 lots, and an opening price above the previous high. The article says to select up to a chosen number of…
This essay explains black swan events as rare occurrences with unusually large consequences and focuses on the distinction between known risks and unknown unknowns. It uses historical market crashes, a casino liability, terrorism, an epidemic, and the…
This market recap describes a shift back toward downside protection in Bitcoin and Ether options after a prior call bid faded alongside weaker spot prices. It reports that Bitcoin’s short-dated options returned to a pronounced put premium, while Ether showed…
HODAR estimates the historical average high-low range separately for each hour of the day. On an hourly chart, it uses the average for the current hour to draw bands around a chosen price series, or to show a shaded candle, or both. A multiplier controls the…
The VMA indicator changes its moving-average period in response to volatility. In the description, higher volatility lengthens the period, while lower volatility shortens it. This makes the averaging window adaptive rather than fixed, though the document…
This market recap describes a rally-era snapshot of Bitcoin and Ether options. It reports realized volatility settling in the mid-30s after a rise, while both assets’ volatility term structures steepened: nearer maturities softened and parts of the longer…
This note describes a Chinese A-share screening rule combining daily amplitude above 1%, a positive but below 35% return over ten days, and a previous-day 9:15 auction match price at the limit down. Its rationale is to find stocks that have moved recently…
This article outlines a Chinese equity screen requiring daily price amplitude above 1, a ratio formed from the prior day’s turnover and today’s auction volume relative to prior volume between 0.5 and 2, and a control measure above 21. The article describes…
This note proposes screening main-board A-share stocks by price amplitude above 1%, a closing price of 18.5 yuan, and a daily gain greater than 1%. It frames the conditions as filters for volatility, a chosen price level, and recent positive performance. The…
This notebook demonstrates how to load price and volume data, add a broad set of technical analysis features with a Python library, and plot selected indicators alongside market prices. Its volatility examples include Bollinger Bands, Keltner Channels, and…
This note describes an A-share stock screen combining prior-day price amplitude above 1%, appearance on the prior day’s trading list, and a three-session limit-up streak. It presents the conditions as a way to find volatile stocks with strong short-term…