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.
36 documents
This strategy organizes research and trading for same-day-expiration bear call spreads through separate agents. A researcher gathers account and market information, checks the listed expiration, contract Greeks, and bid-ask quality, then identifies a short…
This example outlines a disclosure-following workflow based on public House periodic transaction reports. It distinguishes the transaction date from the date a filing becomes public, and says a strategy should only make a record available from publication…
This FAQ describes LumiBot, a Python framework for backtesting and live algorithmic trading across several asset classes and brokers. It outlines the shared strategy workflow, data-source requirements, and common operations such as handling fills, tracking…
This legacy LumiBot guide explains how to connect a trading strategy to Interactive Brokers through Trader Workstation (TWS). It identifies the API settings to enable, including ActiveX and socket clients, and says to turn off read-only access. It…
The document explains how to use ThetaData as a historical data source for LumiBot backtests covering stocks and options, as well as other asset types. It supports minute and daily bars directly; hourly bars can be built from minute data. Downloaded data is…
This documentation explains how a trading strategy can represent and submit orders, from basic market orders to limit, stop, stop-limit, and trailing-stop orders. It also describes a smart limit approach that moves through the bid–ask spread on a timed…
The document is a QuantStats tear sheet comparing a credit-spread strategy with SPY over January 4–22, 2026. It reports that the strategy had a slightly negative total return and annualized return, a small maximum drawdown, and negative Sharpe and Sortino…
This guide explains how advanced users can run Lumibot backtests with their own historical data. It supports intraday and daily testing and describes assets including stocks, futures, cryptocurrency, and foreign exchange. Input data must be converted into a…
This configuration guide explains how to connect LumiBot trading strategies to Interactive Brokers, including credential setup, market data access, and paper trading. It describes storing account details in a local environment file and lists optional…
This engineering guide explains how to locate backtest slowdowns while preserving simulation behavior. It separates startup, historical data loading, strategy computation, and report generation, and recommends first distinguishing cold runs that fetch data…
This guide explains how LumiBot’s OptionsHelper supports options selection and order construction. It covers finding expirations on or after a target date, selecting strikes by target delta, validating quote quality, and assembling common multi-leg…
This QuantStats tear sheet reports a backtest of an AI-operated iron condor strategy against SPY over a short period in January 2026. The report names Alpaca as its data source and provides a broad set of performance and risk measures, including returns,…
This page catalogs trading bot examples built around AI agents, ranging from copying reported investor or insider holdings to sentiment signals, agent debates, options strategies, intraday rules, and macro or sector portfolio discussions. It outlines…
This documentation explains how to use Polygon as a historical price-data source for LumiBot backtests across stocks, options, forex, and cryptocurrencies. It describes supplying an API key, selecting a backtest date range, and running a simple example…
This guide catalogs implementation mistakes that can distort trading decisions or break a Lumibot strategy. It explains why backtests should use simulated time and completed candles, why persistent assets belong in strategy variables, and how to handle…
This documentation explains the built-in tools available to LumiBot agents for market research, account inspection, trading, memory, and notifications. It separates research agents from agents allowed to place or change orders: disabling trading removes…
The document explains what strategy trade exports contain and how to use them when reviewing a backtest. HTML and tabular files report order timing and prices, the traded asset, cash balances, raw portfolio value, and a cash-adjusted equity series intended…
The document describes a two-agent bot that sells a same-day-expiring bear call spread on SPY. A research agent checks prices every 15 minutes and selects a short call near 0.20 delta plus a call five points higher. A trading agent opens one spread per day,…
The document explains how to connect Databento historical market data to Lumibot backtests. It covers API-key setup, asset definitions, timeframes, date-range configuration, caching, and handling common retrieval errors. Examples include stocks, continuous…
This report compares a SPY 0DTE options strategy with SPY over a brief backtest covering January 4–6, 2026. It presents standard performance and risk measures, including returns, drawdown, Sharpe ratio, volatility, time in the market, and benchmark…
This bot outlines a disclosure-driven copy-trading process based on a member of Congress’s reported stock and call-option holdings. A research agent reads annual and transaction reports, reconstructs current holdings, and ignores filings dated after the…
The document describes an options workflow that separates research from trade execution. A non-trading researcher gathers market, account, option-chain, contract, Greeks, quote, and package-price information. A trading agent independently refreshes that…
The document explains how LumiBot uses historical data from an Alpaca account to backtest stocks, ETFs, crypto, and US equity options. It describes credential setup and two configuration paths, then clarifies bar timing: history contains completed bars,…
This document describes an automated short-dated options strategy that sells a SPY iron condor late in the trading day, with expiration on the next trading day. It skips a session when the previous VIX close exceeds 25. Otherwise, it selects short put and…