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 indicator identifies fair value gaps from a three-candle pattern: a fast price move leaves a zone between the first and third candles’ wicks that the middle candle’s body does not cover. It draws bullish and bearish zones, marks each zone’s midpoint,…
The supplied abstract reviews the development and calculation of the CBOE volatility index, then describes applying an index calculation to 50ETF options in China. It reports that the resulting measure has small calculation errors relative to the Chinese…
This document is a tabular extract of historical European-style options on Henry Hub natural gas futures. Rows include option type, strike, prior settlement, the linked futures contract’s prior settlement, expiry, trade date, and update timestamps. The…
This article presents a framework for researching energy equities across oil and gas producers, integrated companies, pipelines, renewable developers, and utilities. It describes a selection approach based on exposure to core energy markets, positioning in…
This ProOrder system takes long and short positions from an external Delphic-TP Combo indicator, with fast and slow simple moving averages used as reference lines. The author gives one daily-chart starting configuration and says the averages need retuning…
This brief note proposes using seasonal price patterns to identify recurring moves in commodities, naming silver, gold, crude oil, and heating oil as examples. It suggests combining seasonal analysis with Commitments of Traders positioning information and…
This commodity research framework organizes iron ore price drivers into fundamental supply, demand, and inventory factors, alongside a separate sentiment category. It discusses practical handling of slower and irregularly updated fundamental data, including…
This document describes an intraday crude oil strategy using SuperTrend and the Commodity Channel Index on 30-minute bars. A long entry requires price above the SuperTrend and CCI above a lower threshold; a short entry uses price at or below the trend line…
This report studies cross-sectional, market-neutral long-short strategies in commodity futures using inventory deviation and price momentum. The inventory signal measures how far a commodity’s stock level is from its trend; the strategy buys relatively…
This document contains a dated daily price series identified as RB, with fields for opening, high, low, last, and settlement prices. The visible records begin in 1994 with missing values across the price fields, while later entries show populated prices…
This research summary introduces China’s crude oil futures market and compares its medium sour crude benchmark with major international contracts. It describes renminbi denomination, a daily price limit, and potential currency and cross-market risks. The…
This document describes an expert trading system that uses crossovers between fast and slow linear moving averages for signals, with an exponential moving average serving as a trailing stop. The stated crossover periods are 12 and 25. The system is presented…
This project examines whether crude oil prices help explain the exchange rates of oil-producing countries. It argues that correlation alone does not establish causation, and that exchange-rate regimes matter: a currency peg can limit the scope for trading a…
The document describes a qualitative and quantitative approach to sector rotation based on economic cycles. It treats commodity prices, represented by the CRB spot index, as a timely gauge of the real economy, and links long, medium, and short cycles with…
This dashboard description covers tokenized gold, silver, and platinum on Ethereum, alongside stablecoins. It outlines how to track token issuance, circulating supply, market capitalization, transfers, distinct senders and receivers, velocity, and holders.…
The guide introduces time series as observations ordered in time and treats them as outcomes of an underlying random process. It describes trend, seasonality, and serial dependence as common patterns in financial data, noting commodity seasonality and…
This research examines how crude oil returns relate to the Chinese equity market and industry returns, then applies estimated oil sensitivity to stock timing, industry rotation, and portfolio risk control. It describes a changing economic relationship:…
This code builds a synthetic steel mill profit spread from daily futures prices for rebar, iron ore, and coke. It calculates the spread as rebar minus weighted quantities of the two inputs, smooths it with a 15-day moving average, and estimates a standard…
This document describes a MetaTrader 5 Expert Advisor for scalping gold against the US dollar on a five-minute chart during London and New York sessions. Its controls include a daily loss stop and a maximum spread filter. Users can set trade risk as a…
This report uses a cycle model to assess global markets in 2018. It identifies recurring short, medium, and long cycles in year-over-year financial and economic indicators, and says regression analysis supports their role in asset-price movements. The…
This QuantConnect-style algorithm uses monthly observations of crude oil and E-mini S&P 500 futures to estimate whether equity exposure is attractive. It aligns the futures price histories, calculates their returns, then fits a simple linear regression with…
This report summary examines gold supply and demand, macroeconomic influences, and ways to combine fundamental signals with short-term trend trading. It argues that supply changes relatively little, while shifts in investment demand help explain price…
The document describes a trade-management tool that monitors open positions, including manually entered trades, and adjusts their stop losses automatically. A trader can set a fixed trailing distance or enable automatic distance calculation; an update also…
This Expert Advisor pairs the Larry Williams Outside Bar setup with an ONNX machine-learning filter. At each new bar, it identifies a candle whose high exceeds the prior candle’s high and whose low falls below the prior low. It then supplies the model with…