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.
9,797 documents
This essay presents general principles for trading and investing: research the economy and business conditions, wait for suitable market opportunities, protect capital, and keep expectations realistic. It stresses that sound fundamentals do not by themselves…
This forum exchange explains why historical prices for a continuous Dalian soybean futures series may differ between the Xt data center and VeighNa downloads. The main issue identified is the adjustment method: VeighNa’s data feed requests ratio-adjusted…
This futures strategy tracks the crush spread formed from soybean, soybean meal, and soybean oil contracts. It weights the three contract prices using an approximate processing ratio, computes the spread as the combined meal and oil value less the soybean…
This community post reports a failure when requesting historical data through VeighNa’s Interactive Brokers gateway. The traceback shows a lookup for a contract keyed by the supplied symbol and exchange failing before the history request can proceed. The…
This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes,…
This brief overview introduces genetic programming as an evolutionary approach to generating quantitative investment factors. It describes starting with basic data inputs and mathematical operators, then iteratively evolving candidate expressions through…
A VeighNa community question asks how to update a contract’s open, high, low, and close values from the CTA module’s tick handler so they refresh on screen instead of remaining at zero. The reply points to updating the relevant global variable, illustrated…
This brief note describes a MetaTrader 5 indicator variant that adds a selectable chart timeframe to the Gaus moving average. Its input defaults to a four-hour period, allowing the indicator to use a timeframe chosen by the user rather than being restricted…
This market snapshot reviews crypto developments alongside indicators of institutional and trader positioning. It discusses exchange security after a major exchange hack, a USDC refund mechanism, proposed crypto investment products, US policy changes, and…
The document explains how to connect Databento historical market data to Lumibot backtests. It covers API-key setup, asset definitions, timeframes, date-range configuration, caching, and handling common retrieval errors. Examples include stocks, continuous…
The document answers a data-preparation question: how to retain the time of day from a timestamp column while omitting its calendar date. It describes applying a datetime formatting operation to each value in a pandas column, creating a separate time field,…
The document describes an indicator that converts live minute-bar data into bars with a user-selected number of seconds per interval. Its stated approach uses OHLC rate data, so the conversion is presented as possible even when individual ticks are…
The document describes a way to retain Ether exposure for a possible fork token distribution while reducing exposure to changes in Ether’s market price. The proposed position pairs a spot Ether purchase with a sale of an Ether futures contract. It suggests…
The article examines whether minute-level net purchases by northbound investors through Stock Connect can help time Chinese equity index futures. It compares signals built from daily data with signals built from minute data, using CSI 300 and CSI 500…
This primer surveys real-time and historical cryptocurrency data used in trading, research, and risk analysis. It distinguishes trade records, price feeds, and order-book data, describing tick-by-tick trades, normalized aggressor direction, snapshots, best…
This podcast recap follows a derivatives trader’s move from FX options into crypto and outlines how an OTC desk serves institutional and high-net-worth clients. The desk makes markets in spot and options, handles customer flow, and manages risk across the…
This document describes a rule-based intraday breakout system for the DAX using 15-minute bars. It tracks the day’s high and low from a specified morning start, then sets stop-entry levels inside those extremes once price has moved far enough from them. The…
This weekly Chinese market report reviews rising equity indices, fund positioning, sector valuations, futures, and quantitative factor behavior. It assesses the alpha environment using cross-sectional volatility and time-series volatility in the CSI 300 and…
This example describes a futures strategy that tracks the highest high and lowest low over 50 bars. When flat, it enters long above the range high or short below the range low. It closes a long if price falls below the range midpoint, and closes a short if…
This indicator description presents an all-in-one version of Woodies CCI. It emphasizes correct implementation of the system’s trend-change rules, including the required yellow bar, and adds colored slope lines for an exponential moving average and a linear…
This market newsletter presents a bullish Ethereum thesis against a backdrop of expected US inflation releases and possible changes in Federal Reserve rate-cut expectations. It frames ETH as a higher-beta technology and web3 exposure, while describing…
This experimental strategy enters long or short trades when the closing price crosses a level on a configurable price grid. It pairs those crossings with a short-term price condition: a long setup requires the current high to be below the highs of the…
This platform note lists operating details for Bybit futures bots, including the API environments, contract denomination, minimum order size, settlement and quote currencies, margin rates, and supported coins. It also describes how leverage settings interact…
This guide describes how pysystemtrade connects to Interactive Brokers through the Gateway or Trader Workstation and a Python API library. It outlines gateway setup, trusted IP and API settings, connection creation, configuration, and client ID requirements.…