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 documentation explains design choices behind TqSdk, a Python trading software development kit. It aims to avoid imposing a strategy model: users can fetch data and issue orders freely, while examples demonstrate possible applications instead of…
This report utility converts daily account snapshots and trade records into tables, then calculates summary statistics for simulated futures accounts or stock accounts. For both account types it derives daily profit and returns, cumulative profit and loss…
This example implements a daily mean-reversion strategy for a Shanghai Futures Exchange gold contract. It calculates a Z-score from recent closing prices, enters long when the score falls below a negative entry threshold and short when it rises above a…
This reference describes a Python toolkit for calculating technical indicators and analyzing trading returns on pandas time series. Its functions cover lagged values, rolling standard deviation and simple averages, exponentially or linearly weighted…
This example schedules a target futures position across a chosen intraday window according to the historical distribution of volume. It groups past bars by trading day and time, computes each time slot's share of that day's session volume, averages those…
This stock-selection idea combines a technical condition, an industry filter, and recent positive returns. It proposes screening for Chinese beverage and alcohol import-export companies with a 14-period RSI below 65 and a positive return, while also…
The document examines whether volatility in the CSI 300 varies by weekday and time of day, then uses that pattern to modify Black–Scholes pricing for an index option. It calculates five-minute log returns from open to close over a year of index data,…
This documentation explains how to search strategy parameters by running repeated backtests with different values. Its example varies the short lookback in a two moving average crossover strategy, creates a fresh simulated account for each run, and prints…