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.
662 documents
The document describes FMEX’s five-minute sorting-unlock cycles, which distribute credits among users according to the size of their resting orders at selected book levels. It frames order placement as an allocation problem: divide a fixed amount among price…
The paper develops a framework for assessing high-frequency trading returns by separating four contributors: available price opportunity, the fraction captured by a strategy, effective spread paid or earned, and liquidity-provider rebates. It compares three…
The article describes a Polymarket strategy for 15-minute ETH up-or-down contracts. Chainlink supplies the round’s official reference and settlement price, Binance provides supporting short-term market information, and Polymarket’s order book determines…
The article presents a trend-following system built around three shifted simple moving averages, named the jaw, teeth, and lips. When the lines are tangled, the approach treats the market as directionless and waits; when they separate in order, it interprets…
The document explains a basket strategy that ranks assets by an expected-return signal, buys the highest-ranked group, and shorts the lowest-ranked group with equal dollar exposure. The intended market neutrality reduces sensitivity to broad market moves,…
The document describes a prototype that turns crypto traders’ stated methods into a computable consensus process. It first converts BTC daily market data and macro inputs into structured states, including trend, momentum, volatility, recent price ranges,…
The document shows how to add interactive buttons to an FMZ strategy’s status bar by rendering button objects through the status display function. A button’s command value can be read by the strategy’s command polling function, allowing an operator to…
The document compares commodity futures CTP connectivity with cryptocurrency exchange APIs across historical data, protocols, market depth, update frequency, request limits, and stability. It explains that CTP generally relies on externally sourced…
The document explains how FMZ’s JavaScript thread functions can run custom work concurrently with a strategy’s main loop. Its examples show a worker polling ticker data and sharing updates with the main thread, launching several order-placement tasks in…
This document explains a statistical arbitrage approach that trades two correlated cryptocurrencies when their price ratio moves away from a reference level. It describes taking opposite positions in the two assets and closing or adjusting them as the ratio…
The document argues that trading offsetting contracts on two exchanges cannot reliably move assets from one venue to another. Its reasoning is that the proposed transfer depends on one account’s losses creating a corresponding benefit for the other. That…
This document presents a JavaScript implementation of a two-asset cryptocurrency pair strategy on FMZ, along with platform features needed to run it. The strategy estimates a reference price ratio from hourly candles, compares the live ratio with that…
The document describes a mean-reversion DCA strategy that uses Bollinger Bands both to identify extreme closes and to scale entry spacing with recent volatility. It generates signals only when a closed candle crosses beyond a band, then anchors up to four…
The article presents a single-instrument trading system that cycles through market perception, decision, execution, trade review, and playbook updates. It structures technical indicators covering trend, momentum, volatility, and volume, and combines that…
The document explains system-level thread support for JavaScript strategies on the FMZ platform. It distinguishes creating a separate thread to run a function from the platform’s existing asynchronous exchange calls. The examples demonstrate launching…
The document describes a two-sided BTC grid strategy managed by a workflow that checks market volatility before initialization and runs the grid on a recurring candle trigger. When configured position or price conditions suggest the market has moved beyond…
This tutorial describes a workflow for sizing perpetual futures orders from available account balance and automating exits with take-profit and stop-loss conditional orders. It obtains market metadata, including contract value, quantity limits and precision,…
The document explains why a profitable historical backtest may fail in live markets, especially when a strategy is tuned and judged on the same limited sample. It recommends splitting chronological price history into an earlier training segment for parameter…
The article presents a Python workflow for evaluating a perpetual futures grid strategy: collect historical candles, model account balances, fees, positions and unrealized profit, then simulate grid orders. Its example uses DYDX data and examines how the…
The document explains how to retrieve more candlestick bars than an exchange returns in one request. Its JavaScript template divides a requested history into time segments, queries Binance futures K-line endpoints from the present toward the past, and…
The article outlines an automated workflow for trading tokenized US stock contracts through a crypto platform. A scheduled process gathers account positions, news sentiment, and daily stock candles; calculates MACD, RSI, ATR, and OBV; asks a language model…
The article distinguishes futures–spot arbitrage from calendar and cross-market spread trades. In a futures–spot position, a trader buys the commodity in the spot market and sells futures when the futures premium is considered unusually wide, expecting…
The article describes how to combine smaller interval candlesticks into a larger interval. The synthesized bar takes its opening price and timestamp from the first source bar, its close from the last, its high and low from the maximum and minimum across the…
The article explains a backtest performance function that turns starting capital, cumulative profit observations, timestamps, and annual trading days into total and annualized returns, Sharpe ratio, volatility, maximum drawdown, and win rate. It walks…