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.
79 documents
This article describes an AI-assisted crypto trading workflow that combines scheduled market analysis with human approval before routine purchases. Its demonstration strategy is dollar-cost averaging: a base amount is adjusted between zero and twice that…
This guide walks through programmatic access to Hyperliquid spot and perpetual markets through the FMZ platform. It covers connecting a wallet, configuring a proxy wallet, distinguishing mainnet from testnet settings, and querying market metadata, order…
This strategy switches between range and trend rules using the Choppiness Measurement Index (CMI). When CMI is below 20, it treats the market as oscillating and uses stochastic K and D conditions to open or reverse positions. When CMI is at least 20, it…
This beginner tutorial outlines how to build a simple spot grid strategy for a cryptocurrency pair. It begins by defining the intended behavior: use equally spaced price levels around a starting point, allow the grid to extend in both directions, and place…
The article describes a taker-style spot arbitrage method for capturing temporary price gaps across crypto exchanges. It proposes fetching order books concurrently, combining eligible ask and bid levels, and ranking them after adjusting prices for exchange…
This introduction explains how block-based visual programming can express trading logic without requiring the user to write conventional code. It demonstrates building a basic output action, then describes a digital-asset rebalancing example based on current…
The author describes a daily-oriented ETH spot strategy that combines three chart horizons: a larger interval for market direction, a middle interval for the active trading regime, and a smaller interval for stop signals. Suggested horizons vary with trading…
This tutorial outlines the design of a simple crypto spot grid with a fixed price gap between adjacent levels, market orders, and levels extending above and below a starting price. It first frames requirements, then represents each grid level as a price…
This article outlines a way to screen cryptocurrencies for grid trading, which seeks to trade repeated price swings rather than rely on a sustained directional move. It proposes looking for assets with substantial price ranges and restrained cumulative…
This introductory article describes a backtesting setup for European Bitcoin options on Deribit and explains how option contracts are identified by underlying asset, expiry, strike, and call or put type. It presents a short call combined first with a long…
This guide explains how to route TradingView alerts to an FMZ trading bot through FMZ’s extended API. The proposed flow uses the CommandRobot interface to send a command string to a running bot, which checks for new commands and places spot or futures…
The article outlines a crypto investing assistant that combines periodic market-data collection, AI-generated analysis, human approval, and exchange execution. Its example applies dollar-cost averaging to spot purchases, adjusting the baseline contribution…
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 document describes a spot arbitrage method that compares order books across exchanges to identify temporary price gaps. It proposes collecting market data concurrently, combining asks and bids, and adjusting prices for exchange fees before ranking…
This document explains how a strategy provider can use metadata attached to a platform registration code to apply different operating limits to different renters. Metadata is a string set when creating a code, and the strategy reads it at runtime to select a…
This tutorial describes a library for connecting FMZ strategies to Uniswap V3 through Web3 functions. It introduces registering token addresses, retrieving token-pair prices and wallet balances, and swapping between tokens. The examples include an…
This document describes a monitoring system for price differences between decentralized and centralized exchanges. It groups configured venues by exchange type, normalizes symbol names that vary across platforms, loads market precision, and requests order…
The document outlines a maker-style hedge between spot and futures markets for the same asset. It monitors both order books, places a buy on one venue and a sell on the other when the quoted spread meets a target, then checks fills and adjusts the hedge as…
This tutorial ports a simple dynamic balance strategy from JavaScript to Python on the FMZ platform. The strategy compares account cash with the market value of the cryptocurrency holding, calculates half their difference, and places a buy or sell when the…
This article adapts a fixed-allocation rebalancing idea to Bitcoin and cash. It begins from equal market values, calculates half the gap between cash and the Bitcoin position, and trades when the imbalance exceeds a threshold. When Bitcoin’s value rises…
This guide explains how FMZ trading terminal plugins can run short, task-specific scripts for manual trading. It distinguishes immediate execution, intended for brief tasks, from background execution, which runs like a bot and is suited to longer strategies.…
The document describes short-running plugins that add manual trading helpers to a trading terminal. Immediate plugins execute code through a debugging process, can return a chart or table, and have a stated runtime limit; longer-running tasks use background…
The document describes a semi-automated workflow for manually hedging cryptocurrency futures against spot positions across multiple exchange pairs. A manager collects futures and spot quotes, displays price differences, and provides controls to open or close…
The document uses a backtest walkthrough to explain a cash-and-carry style hedge: short a quarterly Bitcoin futures contract while buying spot BTC, then close both legs after the futures premium narrows. It compares executable futures and spot quotes at…