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.
682 documents
This article introduces Bayesian reasoning as a way to estimate an unknown probability from limited observations and revise that estimate when new evidence arrives. It distinguishes a prior probability, based on information available beforehand, from a…
This overview presents ten intraday breakout concepts. They use reference levels drawn from prior-session highs and lows, the opening price, an initial post-open range, recent consolidation, average price, or measures of historical and intraday ATR. In each…
The document introduces stationarity as a time series property in which statistical characteristics remain stable over time, then contrasts it with nonstationary series whose means can drift. It explains that a stationary series may tend to return toward its…
Fundamental analysis estimates a security’s intrinsic value by examining economic conditions, industry trends, company finances, and qualitative factors such as management. Analysts use public information to form a value estimate and compare it with the…
The article explains grid trading combined with Martingale position sizing and distinguishes traditional, hedged, and trend-oriented variants. Traditional grids place multiple pending orders with fixed, multiplied, or percentage-based sizing. Hedged grids…
This essay argues that a trading system only helps when a trader can follow it and its demands fit the trader’s goals, temperament, and market. It outlines four recurring price structures—triangular consolidations, directional channels, ranges, and expanding…
The article compares eight forex expert advisers built around Martingale or grid trading. It describes their entry filters, position sizing, grid spacing, and exit methods. Examples include trend or oscillator filters for initial trades, ATR-based spacing,…
This beginner tutorial introduces how to write automated trading strategies on the FMZ Quant platform. It explains the difference between REST requests and WebSocket subscriptions, describes the platform’s unified exchange API, and compares supported…
This translated discussion distinguishes the apparent simplicity of a trading rule from the difficulty of implementing and validating it. A basic buy-low, sell-high idea may be easy to state, but high-frequency firms must receive market data, calculate, and…
The document outlines three broad stages in the development of commodity trading adviser strategies. It attributes early CTA success in the 1960s and 1970s to persistent commodity trends associated with economic growth, inflation, and oil-market shocks.…
This brief trading-platform example shows how to use an IO function to submit a BitMEX post-only limit order, submit several such orders together through the bulk endpoint, and cancel all orders for a specified symbol. The examples use XBTUSD and set an…
This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…
This essay argues that systematic traders should separate the quality of a signal from the trader’s execution of it. A trader following a defined process should execute each signal consistently rather than deciding whether to take a trade based on recent…
This tutorial shows how to use a strategy interface to modify and inspect a running JavaScript trading program. The strategy polls an API for a command, extracts the text after a delimiter, logs the submitted expression, and passes it to JavaScript’s eval…
This article recounts ten episodes it labels currency wars, moving from early paper money and metallic standards through sterling and dollar dominance, the breakdown of Bretton Woods, Latin American debt, Japan's Plaza Accord, European exchange-rate turmoil,…
The document explains a high-frequency tactic called penny jumping through a limit-order-book example. A large visible bid may signal that an institutional buyer is willing to trade at a particular price. A faster trader can step one tick ahead of that bid,…
The document presents two chart-based trading setups. In the 1-2-3 method, price breaks a prior trend line, retraces, and turns back in the opposite direction; a qualifying retracement must meet a stated fraction of the first move. The proposed entry follows…
This tutorial explains how the OKCoin spot API’s market orders interpret the amount parameter. It describes a backtest example that estimates a buy quantity from the latest price, then submits a market buy with a cash-denominated amount. The author contrasts…
This introductory explanation presents support vector machines as supervised classification models. In a simple two-class example, many lines can separate the data, but SVM selects a boundary that maximizes the margin between the two classes. The closest…
The article presents a stock grid method that divides a chosen price interval into a finite number of levels. As price falls, the trader divides remaining cash among lower grid levels; as price rises, remaining shares are divided among upper levels. It…
This tutorial explains how a JavaScript template on the FMZ platform can add custom modules to a visual Blockly strategy editor. It describes the module definition fields, including the block type, displayed label, input arguments, generated code, output…
The article develops a relative-value framework for Chinese rebar and iron ore futures. Because iron ore is a major steelmaking input, their prices are linked, but the author argues that simple steel-margin formulas can be distorted by coke prices,…
This document outlines a basic program structure for a long-only spot cryptocurrency strategy. It separates the trading signal from the operational framework: the example has manual commands to open or close a position, while the user is expected to add the…
The article distinguishes following a visible trend from trying to anticipate how large participants may use crowded positioning. It argues that traders should first assess the broader trend, while recognizing that directions can differ across chart time…