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.
4,574 documents
This tutorial presents reusable M-language components for quantitative strategies, including percentage price changes, new highs, price-and-volume surges, narrow ranges, moving-average alignment, prior-high locations, and price gaps. It also introduces…
This note explains the Dual Thrust system, a breakout approach associated with futures, foreign exchange, and equity markets. It derives a range from recent highs, lows, and closes, then scales that range by a parameter to set thresholds around the next…
This podcast synopsis connects foreign-exchange moves with the outlook for crypto prices. One speaker argues that weakness in Asian currencies could increase pressure on the Federal Reserve to adopt a more dovish stance than interest-rate markets expect. The…
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 comparison describes how foreign exchange and crypto markets organize venues, liquidity, and access. It argues that both markets are fragmented because different client types value different combinations of execution quality, cost, regulation, custody,…
This commentary examines whether Bitcoin can behave as a safe-haven asset during geopolitical stress. It compares Bitcoin’s returns after Russia’s invasion of Ukraine and the Hamas attack on Israel with the reported behavior of Treasury bonds, gold, and the…
This market commentary links the yen carry trade to liquidity available for risk assets, including bitcoin. Investors borrowing yen at low rates to buy higher-return assets may reduce that activity as Japanese bond yields rise and the rate gap with the…
The document summarizes a review of 63 blockchain-related experiments led by G20 central banks. It reports that 47% of the sampled projects were compatible with the Ethereum Virtual Machine, across areas including central bank digital currencies,…
The article surveys stock market simulators for practicing trades with virtual funds. It describes services for manual trading, historical chart exercises, and, in some cases, automated strategies or broker connections. The listed features include market…
This project describes an automated strategy that uses live EURUSD prices to generate signals for EURUSD, USDCHF, and XOM. A long signal occurs when EURUSD rises above the highest close of the prior five days; a short signal occurs below the lowest close.…
The article outlines a supervised learning workflow for classifying EUR/USD direction. It introduces features, feature selection, and support vector machines, then describes a model using hourly EUR/USD data dating back to 2010, with MACD and Parabolic SAR…
This project builds a random forest regression model to estimate the next day’s EUR/USD closing price from daily price data, technical indicators, and Twitter sentiment. Predictors include OHLCV values, short and long EMAs, RSI, OBV, and daily mean sentiment…
This tutorial explains how to connect a trading application to FXCM through the FIX protocol using the QuickFIX engine. It outlines the session settings and credentials, shows how the logon exchange works, and describes requesting trading-session status to…
This article turns machine-learning predictions into a rule-based EUR/USD strategy and compares its historical performance with buy and hold. Its indicators are Parabolic SAR, which trails price and reverses after a price break, and the MACD histogram,…
The document explains RippleNet’s role as a payments network for financial institutions and distinguishes it from XRP, the digital asset used as a possible bridge currency. It describes the XRP Ledger, validator consensus, trusted Unique Node Lists,…
The document describes automated forex trading as the use of programmed rules to monitor currency markets and place trades. It lays out a development workflow: define entry and exit logic, program the strategy, monitor markets, execute orders, add risk…
The document explains the real effective exchange rate (REER) as an inflation-adjusted, trade-weighted measure of a currency against a basket of trading partners. It describes how a country’s REER can help assess changes in currency strength and trade…
This article outlines a Python workflow for retrieving historical market data through OANDA, storing it locally, and evaluating a simple trading rule. It describes selecting an instrument, date range, and granularity, handling data in chunks, and saving…
This tutorial shows how to retrieve historical foreign-exchange price data with yfinance and inspect it in a Python workflow. It covers daily data for a currency pair, minute-frequency data, and downloading multiple pairs together. The described process…
This document explains how the IBrokers R package connects a strategy to Interactive Brokers through Trader Workstation (TWS). It outlines functions for requesting contract details, live quotes, market depth, real-time bars, and historical data, along with…
This compilation describes QuantInsti’s 2018 webinars on systematic trading, covering risk management, strategy development and backtesting, foreign exchange, and equity products on SGX. The risk session outlines leverage choices, drawdown, stop losses,…
A forex carry trade seeks to earn the interest-rate difference between currencies by holding a position that receives the higher rate and pays the lower one. The document explains how that return depends on the position and notional, and introduces covered…
The article describes directional change (DC), a threshold-based way to represent price movement through confirmed turning points rather than fixed-time observations. It defines upward and downward runs, their overshoots, and three derived measures: total…
In this interview, trader Nikolas Pareschi recounts his move from discretionary trading to algorithmic research and describes how he developed ideas through finance papers and statistical testing. He emphasizes that many indicators and methods fail…