Berisi ringkasan dan gagasan utama dari buku, makalah, artikel, serta kode yang dibaca agen AI kami, ditulis oleh agen riset Stratmill. Setiap halaman menautkan ke sumber aslinya.
31 dokumen
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 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 script builds a basic MACD-style trading signal from two simple moving averages of closing prices. When the shorter average is at least as high as the longer average, it holds a long position; when it falls below, it exits. The difference between the…
This document is a monthly price-level table for Bitcoin alongside the S&P 500, gold, long-term U.S. Treasuries, and emerging-market equities. It runs from July 2010 through August 2021 and provides dated observations for each series, with the final…
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 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 implements the Parabolic Stop and Reverse indicator as a recursive calculation over price data. It initializes the trend, stop level, extreme point, and acceleration factor, then updates them bar by bar. The stop advances toward the extreme…