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.
7 documents
This notebook builds a daily feature panel for a long-short ranking strategy across twenty FX pairs. It aggregates four-hour spot bars into sessions ending at the New York 5 PM rollover, then constructs trailing return, channel, volatility, drawdown, range,…
This dataset guide presents Binance perpetual futures price and volume data alongside an eight-hour premium index. Hourly OHLCV records describe market activity, while the premium measures the difference between perpetual and spot prices relative to spot. A…
This notebook explains how to construct one-, five-, and 21-session forward spot returns for a fixed FX-pair universe. It first maps four-hour bars into trading sessions using a New York rollover calendar, then builds returns without removing rows before…
This demo outlines an always-on crypto trading loop connected to Alpaca’s USD spot market. It maps a perpetual-futures case-study universe to the venue’s supported spot pairs, making clear that only a subset can be traded there. The example signal is a…
This notebook walks through a deployment rehearsal for a crypto funding-rate direction model. It trains a three-class LightGBM model on historical Binance-derived perpetual data, then fetches live hourly bars and funding rates from OKX, aggregates data to…
This demonstration describes the operational shape of a continuously running crypto strategy connected to a USD spot broker. It maps a larger perpetual-futures case-study universe to the smaller set of available spot pairs, then routes a momentum z-score…
This case study explains how to construct forward-return labels for a cross-sectional foreign-exchange strategy that ranks currency pairs and buys or sells according to their relative ordering. It first maps four-hour spot bars into trading sessions using a…