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.
29 documents
The article surveys stock market simulators for practicing trades with virtual funds. It describes services for manual trading, historical chart exercises, and, in some cases, automated strategies or broker connections. The listed features include market…
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 article outlines a supervised learning workflow for classifying EUR/USD direction. It introduces features, feature selection, and support vector machines, then describes a model using hourly EUR/USD data dating back to 2010, with MACD and Parabolic SAR…
This project builds a random forest regression model to estimate the next day’s EUR/USD closing price from daily price data, technical indicators, and Twitter sentiment. Predictors include OHLCV values, short and long EMAs, RSI, OBV, and daily mean sentiment…
This tutorial explains how to connect a trading application to FXCM through the FIX protocol using the QuickFIX engine. It outlines the session settings and credentials, shows how the logon exchange works, and describes requesting trading-session status to…
This article turns machine-learning predictions into a rule-based EUR/USD strategy and compares its historical performance with buy and hold. Its indicators are Parabolic SAR, which trails price and reverses after a price break, and the MACD histogram,…
The document explains RippleNet’s role as a payments network for financial institutions and distinguishes it from XRP, the digital asset used as a possible bridge currency. It describes the XRP Ledger, validator consensus, trusted Unique Node Lists,…
The document describes automated forex trading as the use of programmed rules to monitor currency markets and place trades. It lays out a development workflow: define entry and exit logic, program the strategy, monitor markets, execute orders, add risk…
The document explains the real effective exchange rate (REER) as an inflation-adjusted, trade-weighted measure of a currency against a basket of trading partners. It describes how a country’s REER can help assess changes in currency strength and trade…
This article outlines a Python workflow for retrieving historical market data through OANDA, storing it locally, and evaluating a simple trading rule. It describes selecting an instrument, date range, and granularity, handling data in chunks, and saving…
This tutorial shows how to retrieve historical foreign-exchange price data with yfinance and inspect it in a Python workflow. It covers daily data for a currency pair, minute-frequency data, and downloading multiple pairs together. The described process…
This document explains how the IBrokers R package connects a strategy to Interactive Brokers through Trader Workstation (TWS). It outlines functions for requesting contract details, live quotes, market depth, real-time bars, and historical data, along with…
This compilation describes QuantInsti’s 2018 webinars on systematic trading, covering risk management, strategy development and backtesting, foreign exchange, and equity products on SGX. The risk session outlines leverage choices, drawdown, stop losses,…
A forex carry trade seeks to earn the interest-rate difference between currencies by holding a position that receives the higher rate and pays the lower one. The document explains how that return depends on the position and notional, and introduces covered…
The article describes directional change (DC), a threshold-based way to represent price movement through confirmed turning points rather than fixed-time observations. It defines upward and downward runs, their overshoots, and three derived measures: total…
In this interview, trader Nikolas Pareschi recounts his move from discretionary trading to algorithmic research and describes how he developed ideas through finance papers and statistical testing. He emphasizes that many indicators and methods fail…
This beginner overview explains why foreign exchange exists, how currency systems evolved from barter and gold-backed notes to floating currencies, and how the FX market supports conversion and trading. It describes currency pairs as relative prices,…
This project describes a daily statistical arbitrage strategy applied to six INR currency pairs over the stated 2011–2013 sample. It screens pair combinations with cointegration tests, then applies a cointegrated Augmented Dickey–Fuller test to selected…
A bear trap is a brief selloff that appears to signal a reversal but is followed by recovery and continuation of an existing uptrend. The article describes how bearish traders may mistake a pullback or liquidation-driven move for a lasting breakdown, then…
The document explains harmonic trading as a method that combines geometric price swings with Fibonacci ratios to identify potential reversal zones. It describes the Gartley, Butterfly, Bat, and Crab patterns, outlining the retracement and extension…
The article explains direct market access (DMA) as a broker-provided route for submitting orders to exchange order books, with checks such as margin review before execution. It contrasts this with retail arrangements where a broker may intermediate orders or…
The article surveys nine factors that may influence exchange rates: political conditions, inflation, interest rates, government debt, terms of trade, speculation, capital-market performance, employment data, and economic planning. For each, it gives a…
This webinar description introduces using Python to implement automated trading in live markets, with IBridgePy as the main example. It outlines a workflow that connects a strategy to Interactive Brokers and identifies three basic platform tasks: retrieving…
This guide explains how candlesticks summarize open, high, low, and close prices, then describes common formations that may signal a bullish reversal or continuation. Single-candle examples include the hammer, bullish marubozu, dragonfly doji, and belt hold.…