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.
14 documents
This project describes an automated strategy that uses live EURUSD prices to generate signals for EURUSD, USDCHF, and XOM. A long signal occurs when EURUSD rises above the highest close of the prior five days; a short signal occurs below the lowest close.…
The document explains Donchian Channels, which mark the highest high and lowest low over a chosen lookback window, with a middle line derived from the two bands. It describes three breakout strategies: long-short, long-only, and long-only entries filtered by…
This introductory guide explains descriptive statistics and probability concepts using daily Apple stock data. It defines mean, mode, and median, then introduces range and standard deviation as ways to describe price levels and dispersion. It distinguishes…
The document outlines the classic bearish head and shoulders reversal pattern. It describes three successive peaks: an initial peak, a higher central peak, and a lower third peak. The neckline connects the intervening lows and is presented as a level to…
This project describes an intraday strategy for Indian equities built around the first five-minute candle. It classifies opening candles into gap-up or gap-down patterns, reversal setups using Bollinger Bands and candle shadows, engulfing patterns, and…
The article examines market effects associated with the early COVID-19 outbreak and the Russia–Saudi Arabia oil price dispute. It describes calculating average forward returns after historical drawdowns: compute cumulative returns and running peaks, identify…
The article describes collecting cryptocurrency price and volume observations at minute intervals, storing them for analysis, and accounting for delays caused by fetching data across many coins. It then presents a simple trend-following strategy that uses…
The document introduces price action trading as analysis of raw price movements and chart patterns, with limited reliance on indicators. It surveys support and resistance, trend following, candlestick setups, breakouts, range trading, and analysis across…
The document introduces live trading as placing real orders in current markets, and distinguishes it from simulated practice. It surveys day trading, swing trading, momentum, breakout trading, and scalping, describing their typical holding periods or entry…
The article presents a simplified Turtle-style strategy coded for equities. It enters long when the close exceeds a recent rolling high and short when it falls below a rolling low, then exits when price crosses a rolling mean. Signals are carried forward to…
This study compares two systematic futures trend approaches across indices, bonds, currencies, and commodities: a one-year time-series momentum rule and a continuous-forecast framework inspired by systematic trading methods. The first takes long or short…
Bollinger Bands pair a simple moving average with upper and lower envelopes set at a chosen number of standard deviations from that average. The guide explains how look-back periods and deviation settings shape the bands, and how band width can track…
The article explains momentum trading as taking a position in the direction of recent price movement and holding it until signs of reversal. Its worked example applies this idea to five-minute BTCUSDT candles: a close above the prior three-candle high…
This project compares intraday futures strategies built from daily pivot levels. It calculates pivot points using classic, Camarilla, and Fibonacci approaches, then tests textbook support-and-resistance rules alongside two alternatives on one-minute data for…