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.
8 documents
This comparison explains how Lumibot and QuantConnect LEAN differ as algorithmic trading frameworks. Lumibot is presented as a Python-first library in which strategies use ordinary Python classes, broker and data adapters, and can combine deterministic rules…
This document presents a QuantStats tear sheet for a strategy labeled “buffett-plain,” compared with SPY over January 4–15, 2026. It lists returns, drawdowns, risk-adjusted statistics, market exposure, daily outcomes, and two drawdown episodes. The reported…
The document explains what LumiBot’s HTML backtest tear sheet and companion machine-readable metrics file contain. It lists return and risk measures such as annualized and total return, Sharpe and Sortino ratios, return over maximum drawdown, maximum…
This document is a QuantStats tear sheet comparing an AI trading strategy with SPY over a brief January 2026 backtest, using Yahoo data. It reports a 1% total return for each, with the strategy showing a higher annualized return estimate but also a larger…
The screen selects stocks whose daily high-low range exceeds a threshold, whose current high matches the highest high across the current and prior session, and whose closing price is below a specified level. The document gives equivalent indicator conditions…
This document is a QuantStats performance tearsheet comparing a strategy labeled Ray Dalio Luna with SPY over the stated January 4–15, 2026 interval. It reports return and risk statistics, including a 1% total return for both, a 63.01% annualized return for…
The document describes a LumiBot strategy lifecycle hook for adding custom summary metrics to backtest tear sheets. It runs after trading has completed and strategy and benchmark returns and drawdown information have been prepared. A strategy can use the…
This Chinese-language research summary studies stock-selection signals from large and small investor order flows. It reports that the two flows are negatively related and that normalized net flows have opposite associations with subsequent returns:…