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 essay presents a framework for improving investment judgment through varied mental models rather than relying on one familiar way of thinking. It recommends learning core ideas from several disciplines, using an investor-specific checklist, and applying…
This support post describes a reported failure in an automated XRP withdrawal after a Binance maintenance update. The user received an error indicating an unauthorized IP address, although they said the IP remained on the exchange’s allowlist. The original…
This guide describes operational details for trading Gate.io perpetual futures through the FMZ platform. It explains that contracts are USD-denominated, BTC-settled, and represented as swaps, and notes the platform’s stated contract value. It also covers…
The article discusses a leveraged Martingale approach to trading LTC/USDT perpetual contracts. It proposes changing the traditional doubling rule to a smaller add-on multiplier so the strategy can withstand more adverse price movement, then withdrawing…
The document contrasts applying for CXMT shares in a Chinese A-share IPO with trading a pre-listing perpetual contract on Hyperliquid. It outlines the stated eligibility requirements and estimated allotment odds for the IPO, then explains that the contract…
The document explains how double tops and double bottoms can signal a possible change in trend. A double top forms after an uptrend when price revisits a prior high, then confirms the pattern by falling below the intervening pullback low. A double bottom…
This note introduces the Easley, Kiefer, O’Hara, and Paperman (EKOP) model to explain how informed and uninformed trading can shape a stock’s bid-ask spread. It describes a discrete-day, continuous-within-day setting in which information events may be good…
The post asks why a five-minute technical indicator in live trading appears to update three to four seconds after a period ends, even though historical testing updates it at the period boundary. The author reports connecting to OKEX futures from a rented…
The document describes a multi-asset cryptocurrency strategy that allocates capital across selected USDT pairs and places staged buy orders as prices fall through preset levels. Each level uses a specified share of the amount assigned to that asset.…
This overview explains the main components of a hosted quantitative trading platform: a control center, strategy library, public live-trading pages, simulated trading environment, community, and API documentation. It describes how users can store strategies,…
The document explains the behavioral challenges of trend following: traders must tolerate repeated small losses, fluctuations in open profits, and periods of waiting for a large move. It recommends evaluating a strategy over many trades rather than judging…
The author reflects on losses in leveraged forex trading and explains two staking approaches using a fair coin game. A martingale raises stakes after losses and depends on effectively unlimited capital; a reverse martingale risks a fixed fraction of current…
The document presents a workaround for trading across exchanges that do not expose a consistent function for retrieving order precision. It proposes reading ask-side depth and inferring price and amount decimal precision from the values shown there,…
This post asks how to obtain moving averages covering seven, fifteen, and thirty days through a trading platform’s data and technical-analysis functions. It shows sample calls that request records at several candle intervals and then apply moving-average…
This article describes a way to send alerts when a strategy’s position changes, using FMZ Mylanguage together with its JavaScript enhancement feature. The example strategy uses Williams %R and a moving average to generate long and short signals. The article…
The document presents reusable M-language modules for quantitative trading, including percentage price change, new highs, price and volume surges, narrow ranges, moving-average alignment, prior-high locations, and price gaps. It also outlines moving…
The speaker outlines a systematic trend-following approach that uses historical testing to support a rules-based process for entries, exits, profit taking, and position sizing. The strategy seeks to capture medium-term moves across a broad set of…
This personal account follows the author’s early crypto trading and quantitative strategy development, with examples from volatile market episodes involving leveraged contracts, meme tokens, and failed projects. The main practical lesson is that strategies…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
This article argues that technical analysis should be treated as a probabilistic aid rather than a dependable forecast. It warns against trusting a single signal, applying one method in every market, and holding a position after price action invalidates the…
The document proposes a research data model for representing a limited, conditional SEC exemption related to eligible trading venues and tokenized NMS stocks. It argues against reducing regulatory status to a single approval flag and instead recommends…
This tutorial describes flags and pennants as consolidation patterns that can follow a sharp price move. A flag is a small rectangle and a pennant a small triangle; both are framed by trendlines around the pause, while the preceding impulse forms the…
The document outlines a cryptocurrency grid strategy designed to run across several exchanges and spot, futures, and perpetual markets. It describes a grid that can operate in both directions or only one direction, with one side disabled by setting its order…
This document is a dated overview of trading-fee arrangements at cryptocurrency exchanges, grouped into domestic and international sections. It distinguishes fixed-rate charges from maker-taker schedules and includes spot and futures fee references. For some…