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.
4 documents
This guide explains a formula tool for rapidly calculating and checking trading ideas using expressions based on publicly available WorldQuant Alpha101 methods. It lists arithmetic and conditional syntax, cross-sectional ranking, lagging, moving averages,…
This guide explains FMZ’s simulated-tick and real-tick backtesting modes. Simulated ticks are generated from candlestick data, while real-tick mode replays recorded tick data and can include depth and trade records. The guide describes the trade-off between…
This guide explains how FMZ evaluates trading strategies on historical market data. It contrasts simulated Tick backtests, which construct intrabar price events from candles, with live-data Tick backtests, which replay collected tick, depth, and trade…
This guide describes an FMZ tool for evaluating trading ideas with time-series expressions modeled partly on publicly available Alpha101 calculations. It lists arithmetic and logical operators, transformations such as moving averages and differences,…