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 document explains why futures backtests need a method for joining contracts with different expiries and prices. It compares three approaches: Panama adjustment, proportional adjustment, and a rollover series that blends adjacent contracts over several…
This report surveys gold’s supply and demand, major trading venues, and common investment instruments. It notes that investment demand and central bank purchases are especially relevant to prices, and describes the roles of London spot trading, U.S. futures,…
This primer explains how blockchain tokens can represent claims on physical or financial assets, from commodities and property to treasuries and intellectual property. It outlines the infrastructure involved, including smart contracts, legal and compliance…
The document explains the Commodity Channel Index (CCI) and presents a variant that filters prices before calculating the indicator. Standard CCI compares typical price with its simple moving average, scales the difference by mean absolute deviation, and…
The article presents a scenario analysis of how sustained high crude prices could affect energy-importing and energy-exporting economies. It argues that higher energy costs may shift income toward resource exporters, raise manufacturing expenses in importing…
This example describes a daily gold futures strategy using a 10-bar Aroon calculation. It opens a fixed-size long position when Aroon Up crosses above Aroon Down or when Aroon Up is above 75 while Aroon Down is below 25. The short rules reverse those…
The strategy models the relationship between Brent crude and the Norwegian krone using a rolling ordinary least squares regression. It fits the most recent 50 observations and accepts the model when its R-squared is above 0.7. The residual standard deviation…
This short assignment outlines a basic path from investment experience to systematic strategy development. The author mentions buy-and-hold contributions to gold and Nasdaq exposure, stock subscriptions, and stock selection informed by company fundamentals,…
This study examines whether futures-curve shape can rank commodity markets. It explains backwardation, where deferred contracts are cheaper than nearer ones, and contango, where they are more expensive. The article connects these patterns to supply, demand,…
The document compares fiat-backed, commodity-backed, and algorithmic stablecoins. Fiat and commodity models rely on reserves intended to support redemption or represent a unit of an asset, while algorithmic designs adjust token supply in an attempt to hold a…
This document describes an open-source MetaTrader 5 script that records a snapshot of a broker’s current symbol and account settings, with XAUUSD and GOLD as the main examples. Its report includes bid and ask, spread, price precision, tick and contract…
The document describes an Expert Advisor for XAUUSD that combines a price dynamics filter, an online-learning neural network, and volatility-based risk management. Its market-state component derives velocity from price changes and an entropy-like measure…
This literature summary reports research on investment strategies in Chinese commodity futures and notes that long-only approaches produced limited economic returns. Among twelve long-short strategies examined, momentum and term-structure strategies showed…
The article explains how blockchain tokens can represent claims on assets such as property, art, intellectual property, commodities, securities, and infrastructure. Fractional ownership and secondary trading may broaden investor access and improve liquidity,…
DayCCI is a Commodity Channel Index indicator whose calculation period adjusts automatically to the number of bars in the current day. It is presented for use across chart timeframes from one-minute to daily. The document recommends using the indicator to…
This note describes a proposed way to anticipate MACD crossovers by measuring momentum in the MACD histogram. It identifies the indicator as a 10-period momentum of the histogram, smoothed over 3 periods, and attributes the general idea to Tom Aspray while…
This review summarizes historical evidence on how assets and active strategies performed during periods of high and rising inflation in the United States, United Kingdom, and Japan. It defines inflation episodes using accelerating year-over-year inflation…
This review summarizes historical evidence on how assets and active strategies performed during periods of high and rising inflation in the United States, United Kingdom, and Japan. It defines inflation episodes using accelerating year-over-year inflation…
This reference explains how an exchange-defined futures spread is represented as a single tradable instrument, including calendar and inter-commodity spreads. The venue supplies the strategy symbol, tick size, expiry, and other contract details. The…
The document explains how to prepare Commitments of Traders report files for an indicator. It directs users to choose either futures-only or combined futures-and-options text reports, download several annual files, rename each file by year, and place them in…
The indicator finds recent swing highs and lows with a ZigZag calculation, then plots Fibonacci retracements at 50%, 61.8% and 78.6%. It highlights the area between the latter two as a potential pullback zone. The proposed use is to look for a retracement…
This notebook builds a multi-year forecast of Malaysian crop production and prices. It uses a quadratic optimization problem to allocate production across crops, subject to a total land constraint and bounds linked to prior-year planted area and crop…
This entry describes an updated version of a Trendsignal indicator for charting platforms. Its stated change is to draw lines in relation to signals, allowing a trader to inspect the potential pip distance on the chart. The author says the remaining behavior…
The article explains how tokenization represents claims or economic rights linked to tangible and intangible assets as blockchain-based tokens. It describes fractional ownership and the use of smart contracts to automate functions such as settlement and…