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.
8 documents
The document describes a software framework for executing spread trades across multiple instruments. It tracks each leg’s orders, fills, costs, and positions, then estimates the spread’s completed volume and average fill price. For inverse contracts, it…
This document describes a live monitoring system in which users define named formulas over instrument prices. The system subscribes to the instruments referenced by each rule, reads their latest available prices when market updates arrive, evaluates the…
This document describes a graphical interface for defining and monitoring spread trades. Users can create standard or flexible spreads, specify leg instruments and directions, set a pricing formula, identify an active leg, and enter minimum trade volume. The…
This example outlines a multi-timeframe analysis workflow for Bitcoin-dollar price data. It loads minute history over a stated date range, configures a transaction-rate assumption and a rolling analysis window, and assigns technical indicators to several…
This document describes the data model and calculations behind a synthetic multi-leg spread. Each leg stores its market quotes, contract details, and position state. Configurable price multipliers define the spread price, while trading multipliers define how…
This guide explains how a Python script engine can connect to trading gateways, subscribe to market data, query account and instrument records, and submit or cancel orders. It describes both an interactive notebook workflow and a continuously running script…
This algorithm takes liquidity in the active leg of a multi-leg spread when the quoted spread reaches a configured limit. For a long spread, it checks whether the ask is at or below the target; for a short spread, it checks whether the bid is at or above it.…
The document surveys the components of a Python trading framework, from connections to market venues through strategy development and automated execution. It outlines event-driven infrastructure, data handling, graphical tools, and applications for…