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
This annual mining report reviews the industry’s 2023 recovery and outlook for the 2024 Bitcoin halving. It links miner revenue to Bitcoin’s price, transaction fees, and network difficulty through hashprice, the expected daily value of a unit of hashing…
The document outlines a market-structure proposal for managing financial exposure to computing capacity. It argues that GPU-hours are difficult to price consistently because capacity differs by chip architecture, workload, location, and contract terms.…
This article describes an introductory online course on momentum trading offered through B3’s education platform in partnership with QuantInsti. It presents the course as suitable for learners with basic Python knowledge and says the material covers…
The document explains how to stitch successive futures contracts into a longer time series for analysis when each individual contract has limited history. Simply joining contract prices can create artificial jumps because adjacent expiries may trade at…
The article introduces spread trading as a hedged position that buys and sells related contracts, such as options on the same security with different strikes or expiries, or futures with different delivery months, commodities, or locations. It recommends…
This article introduces Nasdaq Data Link as a source of traditional financial, ESG, and alternative datasets, then explains how to retrieve data through the Quandl API in Python. It describes dataset categories and subscription access, and outlines the…
This interview follows Xavier, an Australian IT architect with engineering and computer science training, as he moves from market research and investing to day trading and an interest in building an algorithmic trading desk. He describes exploring company…
This overview explains how standardized futures contracts differ from private forward agreements, and describes contract expiry, delivery months, tickers, margin, and profit and loss. It also introduces futures continuation series, which join successive…
This project describes a mean-reversion pairs strategy implemented and backtested with quantstrat. It uses a stock pair from the same sector as its example and also introduces a separate example involving commodity futures on different exchanges. The…
The article outlines a supervised learning pipeline for forecasting the next day’s closing price of the gold ETF GLD. It uses three-day and nine-day moving averages as predictors, shifts the closing-price series to define the next-day target, and fits a…
This project uses computer vision to classify the next trading day’s direction for selected precious and industrial metals. It turns fixed windows of daily candlesticks into 224-by-224 images and trains ResNet CNNs to predict whether the following day’s…
This interview traces a trader’s progression from executing commodity orders to coding trading systems and researching algorithmic strategies. The subject describes developing trend detection and momentum systems with position sizing, then building a…
This overview explains how different crises can affect markets and industries in different ways. It distinguishes natural disasters, technological failures, rumors, and man-made events, and reviews historical episodes in which markets fell sharply before…
This tutorial describes a basic workflow for retrieving continuous futures data with a Python finance library, preparing date-indexed price data, and plotting closing prices. It demonstrates fetching one contract and then multiple contracts, grouping the…
The article turns rough-volatility theory into a rolling local Hurst estimate for an XAUUSD intraday trading system. It blocks short-horizon returns into realized-variance observations, takes their logarithms, and estimates roughness from the slope of log…
The article applies a beta variational autoencoder to binary event features built from the Stochastic Oscillator and Fractal Adaptive Moving Average (FrAMA). It focuses on three patterns that had underperformed in earlier tests, encoding indicator conditions…
This article describes a price-action signal tool that builds slanted support and resistance lines from validated swing highs or lows. It requires three swing interactions to establish that a line has structural relevance, then signals a bullish or bearish…
The article connects supply-and-demand theory with the Commitments of Traders report, using the positions of different trader groups to assess market conditions. It presents Larry Williams’s approach to turning COT data into indicators intended to identify…
The article explains how to use a MetaTrader indicator to compare seasonal price behavior for individual instruments and weighted spreads. It defines a spread as the difference between two instruments’ opening prices, with configurable multipliers, and…
The article translates the 80-20 setup attributed to Linda Raschke and Laurence Connors into an MQL5 signal module, indicator, and Expert Advisor. The pattern uses the previous daily bar: its open and close must lie in opposite outer portions of its range,…
This article presents a local voice interface for a MetaTrader Expert Advisor. A Python listener uses offline speech recognition to detect a wake phrase, recognize a limited set of trading commands, and expose the latest parsed command through a local HTTP…
This article refines a symbolic candlestick classification system by splitting previously unclassified candles into bullish and bearish categories. It retains symbols for several candle shapes and assigns a direction-specific fallback when a candle matches…
The article describes a unidirectional gold trading workflow that combines K-Means clustering with CatBoost classifiers. Rolling standard deviations of closing prices form both the main model’s features and separate meta-features used to identify market…
This article develops an Expert Advisor strategy around daily pivot levels. The indicator plots a central pivot and multiple support and resistance levels. The basic signal uses the day’s opening price relative to the central pivot and confirms entry when…