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RSI

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Symbol
Symbol
Auto-fetches 1 year of daily history. If rate-limited, wait 30s and retry.
Capital
Starting Capital ($)
Position Size (%)
Commission (%)
Strategy
Oversold
Overbought
Entry: waits for RSI to drop below the Oversold level, then enters a long trade once RSI turns back up and crosses above Oversold + 3.
Exit: holds the position while momentum stays strong; once RSI pushes above the Overbought level and then rolls over below Overbought − 3, it exits the trade.
Intent: mean‑reversion swings after oversold/overbought extremes rather than every tiny RSI wiggle.
MACD setup: standard 12/26 EMAs with a 9‑period signal line on the MACD spread.
Entry: when MACD was below its signal line and then crosses up through it, the strategy enters a long trade on that bar (bullish crossover).
Exit: while in a trade, if MACD was above its signal line and then crosses down through it, the position is closed on that bar (bearish crossover).
Intent: ride medium‑term trends, only flipping when the MACD/signal relationship actually reverses.
Custom Signal Function
Access data[i] (OHLCV) and ind[i] (sma5, sma10, rsi14, macd, macdSignal). Return 'buy', 'sell', or null.
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Configure parameters and click Run

Study Materials

Curated references for PMT traders: coding foundations, asset classes, valuation, tools, and past PMT Trading modules.

Asset ClassesUniverse

  • Fixed income — rates, duration, credit, term structure.
    Fixed income primer
  • Equities — single-name stocks, factors, index products.
    Equity overview
  • Crypto — market microstructure, funding, basis trades.
    Binance Academy
  • Real estate & alts — REITs, private markets, and alt risk premia.
    REIT basics

UIC ResearchFaculty · Papers · Books

  • Prof. Oleg Bondarenko — derivatives, options pricing, market microstructure.
    UIC ProfileSSRN Papers
  • Prof. Lan Zhang — high-frequency data, statistical arbitrage, econometrics.
    UIC ProfileGoogle Scholar
  • Prof. Gib Bassett — quantile regression, risk analysis.
    UIC Profile
  • Prof. Lingjie Ma — Quantitative Investing: From Theory to Industry (Springer). Quant finance from a UIC perspective.
    Springer

Essential BooksLibrary

  • Quantitative Trading by Ernest P. Chan. The bible for retail quants and basic stat-arb.
    GoodreadsExcerpt (PDF)
  • Algorithmic Trading by Ernest P. Chan. Systematic strategies, execution, and risk management.
    Goodreads
  • Machine Learning for Algorithmic Trading by Stefan Jansen. Predictive models, NLP, feature engineering.
    GitHub Repo
  • Options, Futures, and Other Derivatives by John C. Hull. The industry standard text for pricing.
    Goodreads
  • Option Volatility & Pricing by Sheldon Natenberg. The definitive guide to options pricing and volatility.
    Goodreads
  • The Volatility Edge in Options Trading by Jeff Augen. Exploiting pricing anomalies and volatility dynamics.
    Goodreads
  • A Practical Guide to Quantitative Finance Interviews by Xinfeng Zhou. The "green book" — probability, brainteasers, and quant prep.
    Goodreads
  • Volatility Trading by Euan Sinclair. Practical vol surface modeling, Greeks, and trade structuring.
    Goodreads
  • Option Trading by Euan Sinclair. Pricing and volatility strategies and techniques.
    Goodreads
  • The Laws of Trading by Agustin Lebron. Decision-making frameworks from a quant trading veteran.
    Goodreads
  • Introduction to Econometrics by Stock & Watson. Core econometrics: regression, causal inference, time series.
    Goodreads
  • Advances in Active Portfolio Management by Grinold & Kahn. Factor investing and portfolio construction.
    Goodreads
  • The Elements of Statistical Learning by Hastie, Tibshirani & Friedman. The top reference on statistical learning methods.
    Free PDFGoodreads
  • Stochastic Calculus for Finance I & II by Steven Shreve. Rigorous stochastic calculus for derivatives pricing.
    Vol IVol II

Online MaterialsPMT · Courses · Video