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.
4,613 documents
The notebook builds prediction intervals around gradient boosting forecasts with split conformal prediction. It fits a model on an earlier training segment, measures absolute residuals on a later calibration segment, and uses a finite-sample order statistic…
This notebook applies previously selected firm-characteristic predictions and a fixed portfolio configuration to a one-year holdout period. It makes no new choices about predictions, allocation, concentration, rebalancing, or transaction costs, preserving…
This module defines a point-in-time simulation environment for executing a large sell order in crypto perpetual futures. Its observations combine remaining inventory and time with market volatility, premium index, relative volume, hour of day, and time to…
This case study applies causal estimation to ETF momentum and asks whether its effect on forward returns varies with market volatility. It uses a continuous momentum treatment, a 21-day forward-return outcome, volatility and yield-curve controls, and a…
The document explains how four market-impact models estimate the adverse per-share price move associated with an order: no impact, linear impact, square-root impact, and a configurable power law. It clarifies the sign convention, the roles of participation,…
This notebook examines why two backtesting engines can produce different results from identical signals. It holds the strategy and tradable universe fixed, makes portfolio weights deterministic when predictions tie, and exposes execution settings such as…
This strategy combines dollar-cost averaging with a trailing take-profit exit. It adds to a long position when price falls by a configurable amount from the previous buy, subject to a maximum number of additions. Once price rises above the last buy price by…
ReinforcedSmoothScalp is a one-minute long-only scalping strategy that seeks frequent entries and small gains. It resamples price to a five-minute interval and uses a 50-period simple moving average there as a broad trend filter. On the trading timeframe,…
This strategy identifies four reversal patterns: hammer and bullish engulfing for potential longs, and shooting star and bearish engulfing for potential shorts. It waits for price to cross the signal candle’s high or low before entering, rather than trading…
This strategy opens long positions at scheduled times within a daily trading window, adding entries step by step up to a configured maximum. Each entry receives its own take-profit and optional stop-loss, so positions can close separately. An optional…
This intraday strategy uses the relationship between a 9-period and a 20-period exponential moving average to define trend direction. A bullish crossover arms long setups and a bearish crossover arms short setups. Afterward, the price must retest either EMA,…
This hourly TSLA strategy enters long when a custom BlueWave oscillator and smoothed money flow are both positive and rising, while price remains above the 50-period and 200-period exponential moving averages. The entry condition is designed to align…
This source describes a multi-signal trading strategy that converts three indicator readings into directional positions. The RSI component goes long or short when the indicator crosses configurable levels around its midpoint; the CCI component uses positive…
The described strategy follows a fast and slow exponential moving average crossover, using the upward cross as a long entry signal. Its stated defaults are 20 and 50 periods. After entry, it places a profit target at 1.3 times entry price and a stop at 0.95…
The visible portion describes a Pine strategy organized around order blocks, market structure, risk management, sessions, and a dashboard. Its configurable controls include geometric percentage sizing or fixed micro contracts, a per-trade risk setting, a…
This BTC futures strategy combines fast and slow EMA direction with MACD crossovers and RSI thresholds to trigger long and short entries. It places a fixed stop 5% from entry, takes partial profit at 8%, and uses a second target initially set at 12% that is…
This strategy combines RSI thresholds with the relative position of two EMAs. It signals a long when the 14-period RSI is below 40 while the 9-period EMA is above the 21-period EMA; it signals a short when RSI is above 60 while the fast EMA is below the slow…
This intraday strategy limits entries to a specified London session window on weekdays. It goes long after three consecutive rising candles and short after three consecutive falling candles. Entries are managed with percentage-based stop-loss and take-profit…
This BTC futures swing strategy combines a 20-period EMA and 50-period SMA crossover with RSI confirmation. It permits a long entry when the averages cross upward and RSI is below 70, or a short entry on a downward cross when RSI is above 30. ATR is used to…
This partial Pine Script describes a long-entry strategy that combines Bollinger Bands, three long-term simple moving averages, and RSI in a weighted oversold score. A close below the lower band contributes a point; trading below progressively longer…
This Bitcoin strategy maps price into ten risk bands between a 200-week moving-average floor and a logarithmically derived upper level. It uses the band location to scale monthly dollar-cost averaging: purchases increase as price moves into lower bands,…
This trend following system uses a short and a long exponential moving average to determine entries and exits. A bullish crossover opens a long position when none is open, while a bearish crossover closes that position. The described setup uses a 10-minute…
This strategy seeks breakouts during configurable London and US trading windows. A bullish signal occurs when a rising candle closes above the prior high; a bearish signal occurs when a falling candle closes below the prior low. After a signal, the source…
The strategy uses VWAP as a reference price and places limit entries at offset bands around it. A move to the lower band can open a long position, while a move to the upper band can open a short position; the stated exit is a return toward the VWAP line.…