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.
1,414 documents
The article presents Tether Gold (XAUt) as a blockchain token intended to represent ownership of physical gold held in Swiss vaults, with each token described as backed by one troy ounce. It outlines potential practical differences from holding bullion…
This overview describes tokenization as representing rights to real-world assets with blockchain tokens, potentially allowing fractional ownership, faster settlement, and automated compliance or collateral processes. Stablecoins are presented as a…
The article describes Digital Commodities Capital Corp.’s Bitcoin purchase as part of a stated long-term strategy centered on non-fiat assets, including Bitcoin and gold. It presents the holding as a treasury allocation and potential store-of-value position,…
The script trades a spread between Dalian Commodity Exchange coke and coking coal futures. It estimates the spread from each contract's close, volume multiplier, and a fixed contract ratio, then calculates a z-score from a rolling set of daily observations.…
This calendar-based strategy attempts to buy gold at the start of Friday’s session and close the position later in the session. It includes configurable start and end dates for backtesting, along with commission, slippage, order-processing, and position-size…
The document introduces a session-based momentum scalper for FCPO, with configurable presets for different chart intervals and a custom mode for manual take-profit and stop-loss settings. Its listed filters include an ATR ceiling and floor, minimum…
The described approach trades XAUUSD using a short and long simple moving average. A cross of the 30-period average above the 200-period average signals a long position, while a cross below signals a short position. The accompanying code also plots a…
This example applies a z-score to daily closing prices for a gold futures contract. It calculates the mean and standard deviation over a rolling window, then compares the latest close with that mean in standard deviation units. When flat, it buys after a…
This strategy uses a short and long simple moving average to generate directional trades. The description presents a 30-day average crossing a 200-day average as the long or short signal, with a fixed 40,000-point stop and target and a reversal when the…
This example demonstrates adding futures subscriptions for an equity index and a metal with extended market hours. It applies an expiration filter to each futures chain, then inspects available contracts and selects one whose expiry is more than 90 days…
This gold trading framework uses one-minute Heikin Ashi charts and Chandelier Exit as its primary directional signal. Traders can require agreement from an EMA filter, SuperTrend, and Schaff Trend Cycle before taking a trade. Signals can expire after a…
This strategy looks for price to pierce a confirmed pivot support or resistance level by an ATR-based buffer, then close back across that level within a short window. It enters long after a downward sweep or short after an upward sweep, optionally requiring…
This example trades a spread between continuous Light Sweet Crude Oil and RBOB Gasoline futures. It estimates a return relationship by regressing crude returns on gasoline returns over a rolling history, then measures the recent spread against its mean and…
This example applies the Commodity Channel Index to daily gold futures data as a threshold-based mean-reversion strategy. It enters long when CCI recovers from below its lower threshold into the middle zone, and enters short when it falls from above its…
This script outlines an intraday breakout system for a 15-minute chart, using a fixed price grid with configurable round-level spacing and offsets. It tracks levels below and above price, then looks for a confirmed candle that crosses an offset level. Long…
This trend-following method combines the Average Directional Index (ADX) with a fixed lookback price comparison. When ADX exceeds 10, a close crossing above its level 65 bars earlier generates a long signal; a crossing below generates a short signal. The…
This XAUUSD strategy combines a moving-average trend filter with price crossovers. It treats the market as bullish when the 20-period EMA is above the 50-period EMA and enters long when price crosses above the faster average. It enters short under the…
This document describes a JavaScript library for managing commodity futures positions through a CTP exchange interface. Its functions aggregate positions by contract and direction, submit or close orders, cancel pending orders, and report account balance…
This daily GLD strategy applies a fixed linear score to five features derived from price and volume, including short moving averages and interaction terms. The feature weights and normalization constants are embedded in the script, and the strategy holds a…
This article explains box theory as a way to identify support and resistance from recent price ranges. It defines support as the lowest closing price over a lookback period and resistance as the highest, then treats a break above or below the range as a…
The article presents a trend-following system built around three shifted simple moving averages, named the jaw, teeth, and lips. When the lines are tangled, the approach treats the market as directionless and waits; when they separate in order, it interprets…
The article distinguishes futures–spot arbitrage from calendar and cross-market spread trades. In a futures–spot position, a trader buys the commodity in the spot market and sells futures when the futures premium is considered unusually wide, expecting…
This Chinese course chapter introduces commodity trading advisors (CTAs), describing trend following, mean reversion, arbitrage, and strategies across different holding periods. It explains trend-following returns as a pattern of frequent small losses and…
This teaching example demonstrates a two-contract commodity futures hedge that monitors the price difference between contracts A and B. It opens opposing positions when the spread exceeds a configured threshold, then closes them when the spread reaches a…