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.
2 documents
The document explains an exponentially weighted moving average crossover (EWMAC) forecast. It subtracts a slower exponential moving average of price from a faster one, then divides that difference by daily price volatility. A positive or negative result…
This configuration describes a multi-asset systematic trading framework that combines rules for breakouts, relative and absolute momentum, moving-average trends, carry, acceleration, and skew-related factors. The rules use multiple horizons and include…