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 explains the Aroon indicator, which measures how many bars have elapsed since the period’s highest high and lowest low. Aroon Up and Aroon Down range from zero to one hundred; their relative position is used to assess trend direction, while…
The document introduces average true range (ATR) as a measure of price movement and explains how its level may reflect changing market conditions. It associates unusually high ATR with panic and possible turning points, and low ATR with consolidation or…
The document explains Average True Range (ATR) as a measure of price movement and describes how Wilder associated high readings with panic-driven declines near market lows, and low readings with quieter consolidation or market tops. It presents the…
The document adapts an intertemporal commodity futures hedge strategy by using Bollinger Bands on the price spread between two contracts to define entry and exit signals. It synchronizes the contracts’ candle data, calculates the spread as one contract’s…
The document describes a footprint chart that expands each futures candlestick into price levels with estimated active buying and selling volume. Its example processes tick updates, classifies trades as buyer or seller initiated using the latest price…
This overview traces managed futures and CTA systems through three broad stages. Early systems focused on a small set of commodity markets and simple trend-following rules, including moving-average crossovers, during periods the article characterizes as…
This article explains how to build an interactive tool for calendar spread trading in commodity futures. It outlines checking the CTP connection, fetching quotes for two delivery months, calculating their price difference, and plotting that spread over time.…
The document explains a box-based trend strategy built around support and resistance. It defines the box boundaries from recent price extremes and treats a close above the upper boundary as a potential move into a higher range, while a close below the lower…
The document presents a Python port of a commodity futures moving average strategy originally implemented in JavaScript. It frames the example as a way to study multi-instrument strategy architecture, including per-contract state, position and order…
The document explains the Aroon indicator, which uses how recently a market made its highest and lowest prices over a chosen lookback period. Aroon Up and Aroon Down range from zero to one hundred; readings near one hundred indicate that the corresponding…
This tutorial compares several moving-average trading rules using daily commodity futures data. It starts with a single-average rule that trades when price crosses its average, then shows dual-average crossovers, adds conditions requiring the averages to…
This article explains R-Breaker, a commodity futures strategy that uses the prior day's high, low, and close to calculate a pivot and three support and resistance levels on each side. With no position, it enters long above the upper breakout level or short…
This article compares bar-based and tick-based backtests, focusing on how coarse bars can hide the path prices took within a period. That ambiguity can produce unrealistic fills or conceal whether a stop would have triggered before a favorable exit. It also…
The article explains a passive market-making approach that tries to move ahead of a large visible order by placing a limit order one tick better. A trader watches the order book for a sizable participant whose order may act as support or resistance, then…
This commentary tests the claim that Bitcoin behaves like digital gold by examining its relationship with gold and other financial benchmarks. It reports that Bitcoin’s correlation with gold rose in the second half of 2022, when both assets were recovering,…
The document introduces PAX Gold, an Ethereum token designed to represent one troy ounce of gold backed by allocated bullion. It describes trading access through spot markets, perpetuals, dated futures, and options, and explains how tokenized gold can be…
This podcast episode presents a discussion of Bitcoin’s behavior amid pressure on US assets and political uncertainty, including whether it may be gaining a role similar to gold. The listed topics include dollar weakness, rising US yields, currency…
The article examines how Bitcoin and Ether moved relative to equities, foreign exchange, and gold during 2020. It explains volatility as a measure of price variation and correlation as a consideration for diversification, while warning that estimates can be…
This podcast discussion examines why gold and silver rose sharply while crypto stayed range-bound, and considers macro liquidity, geopolitical developments, and possible US government shutdown effects on crypto legislation. The speakers compare gold with…
The announcement describes Deribit’s addition of Pax Gold (PAXG), a token backed by physical gold held in custody, to its trading platform. Available products include spot, perpetual futures, dated futures, and options. The stated use cases include taking…
The episode description frames a discussion of Bitcoin’s difficulty advancing through an $80,000 supply area while equities and semiconductor shares rally. It also mentions a gap between crypto and technology stocks, options traders seeking yield,…
The document describes Deribit’s planned expansion of USDC-settled perpetual futures across crypto tokens, listed equities and ETFs, commodities, the COIN50 index, and private-company valuation references. It presents the contracts as instruments for…
The comment letter argues that U.S. energy markets should allow perpetual contracts and continuous trading for storable commodities such as oil. It contrasts perpetuals, which have no expiry date, with dated futures that require traders to close and reopen…
This report argues that Bitcoin mining can act as flexible electricity demand rather than simply competing with household and industrial use. It explains miners’ incentive to run when power is cheap and to reduce activity when prices rise, and describes how…