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
The document introduces a financial time-series study using returns on the CSI 300 index. It says the study applies ARCH and related models, compares them, and attempts to fit and forecast both prices and volatility. This places the work in the area of…
An implied volatility surface maps option volatility across strike prices and expirations. This article describes using its shape to assess market expectations, identify options whose implied volatility differs from nearby points, and construct…
This proposed stock screen combines three conditions: an amplitude greater than 1, prior-day actual turnover between 3% and 28%, and a prior-day 9:15 indicative matching price at the limit-down level. The article frames these filters as a way to consider…
This document outlines an expert advisor intended for EURUSD on the hourly chart during the quieter interval after the American session closes and before the Asian session opens. Its configurable inputs include take profit, trailing stop and step, opening…
This post proposes a short-term stock screen that combines daily price movement with buying activity attributed to large orders during the auction. Its stated criteria include an amplitude threshold, a closing price around 18.5 yuan, and large-order buying…
This indicator combines Zigzag swing points with Fibonacci retracement levels to map possible support and resistance areas. Pivots can be identified either by a percentage move or by period highs and lows. The indicator tracks pivot values and direction,…
This stock selection rule combines three filters: price amplitude above 1, freely tradable share count no greater than 5.5 billion, and RSI below 65. The accompanying explanation treats amplitude as a way to find stocks with greater short-term price…
This indicator combines a moving average with upper and lower bands set using the Average True Range. The moving average serves as a baseline for judging trend direction, while the bands show price levels adjusted for recent volatility. Users can configure…
This market commentary examines how election expectations and macroeconomic events may affect Bitcoin and Ether options. It discusses changes in 25-delta risk reversals, call-versus-put open interest, implied volatility across expirations, and estimated…
MACD-v measures the spread between fast and slow exponential moving averages relative to average true range, then scales the result. A smoothed signal line and histogram provide momentum direction and change. The document describes oscillator, histogram, and…
This stock screen combines three conditions: price amplitude above 1, a dividend payout ratio above 25% for 2019, and a rising-bottom pattern. The document describes amplitude as a way to identify shares with larger price swings, the historical payout…
This screen targets stocks with a daily high-low range of at least 1% of the low price, a volume ratio between 1.5 and 6 relative to a five-day volume average, and a stock code beginning with 60. The article interprets the range condition as a way to find…
Gaussian Bands is described as a volatility-band indicator similar in purpose to Bollinger Bands. It filters both the centerline and deviation lines with a Gaussian method, and displays two deviation levels above and below the centerline. The document…
This market commentary links a cooler inflation reading, revised growth data, and corporate crypto-treasury plans to a cautiously constructive risk backdrop. Its options discussion says BTC block trading leaned toward call selling and put-spread buying,…
The document outlines two forms of Keltner Channels. Chester Keltner’s original method used a ten-day simple moving average of typical price as the centerline, with a ten-day average of the high-low range added and subtracted to form the bands. A later…
This weekly market recap reviews BTC and ETH options through realized and implied volatility, term structure, skew, option flows, and dealer gamma. It reports falling realized and implied volatility, especially at the front end, alongside differences in…
This document describes an indicator that flags candles breaking through Bollinger Bands. It can mark the signal on a chart, color the candle, display the bands, and show an alert message. The indicator offers two breakout definitions: a candle may open…
This article outlines an equity screen using three characteristics: a daily price range above a threshold, at least one large daily gain during the recent 25-session window, and a limited number of freely tradable shares. Its final proposed version sets the…
This report summarizes a 48-hour automated trading competition that began with less than 100 USDT per participant. It lists scores, trading volume, profit, and exchanges, and describes eligibility rules and submission issues. The score weighted profit more…
This document describes a value chart indicator that plots normalized highs and lows rather than full OHLC candles. It calculates a recent range from summed highs and lows over a configurable depth, derives a central axis and volatility unit from those sums,…
This proposed equity screen looks for shares with a wide price range, high current volume, a higher opening price, and no limit-up close on the prior day. The article frames these filters as a way to locate liquid, volatile stocks responding to market…
This stock screen combines three conditions: prior-day price amplitude above a threshold, appearance on the previous day’s publicly reported active-trading list, and a stock code beginning with 60. The article presents the screen as a way to find volatile…
The proposed screen looks for stocks with daily amplitude above one percent, at least one limit-up day in the prior 25 days, and a concentration measure within a stated range. The article interprets larger amplitude as greater price movement and a recent…
This Chinese-language post proposes a stock screen combining daily price amplitude above 1%, turnover between 2% and 9%, and a “today control” condition. It presents the screen as a way to find stocks with notable price movement and active trading, then…