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.
14 documents
The document explains how a trading system can represent a tokenized asset that tracks an external security, such as a stock or fund traded on a crypto venue. It defines the instrument’s identity, currencies, asset classification, price and quantity…
This reference explains how the Nautilus trading framework models a listed share or ETF as an equity instrument. It describes required identifiers, venue symbol, quote currency, price precision and increment, timestamps, and optional metadata such as lot…
This tutorial explains a two-input market-making setup for a Lighter perpetual linked to Nvidia shares. The Lighter order book supplies the price anchor, while Databento US equity top-of-book quotes provide a normalized signal: the equity mid is compared…
This Chinese-language post describes a stock screen combining three filters: RSI below 65, exclusion of the STAR Market, and a positive return over ten days that remains below 35%. It also gives an illustrative implementation outline using historical prices…
This technical guide explains how NautilusTrader’s Interactive Brokers adapter connects to Trader Workstation or IB Gateway for market data, order execution, instrument discovery, and historical requests. It covers socket access, paper and live connection…
This example configures a composite market-making strategy that uses NVDA equity quotes as its signal and quotes an NVDA perpetual contract on Lighter. The settings specify a maximum position and trade size, a half-spread, inventory and signal skew factors,…
This example configures a live market-making strategy for an NVDA perpetual contract on Lighter, using NVDA equity quotes from Databento as an external signal. The strategy combines a configured half-spread with inventory and signal skew, limits position…
This guide shows how to retrieve historical market data from Databento, save it locally in compressed DBN files, convert it into Nautilus data objects, and store those objects in a Parquet catalog. Its examples cover an E-mini S&P futures order book depth…
This Chinese equity screen looks for stocks with daily price amplitude above 1%, at least one year since listing, and large-order net volume above 0.05 for more than three consecutive days. The rationale is that a minimum level of movement indicates market…
The document proposes screening Chinese stocks in the metaverse theme by recent trading activity and company size, then adds a net-profit growth condition. Its final stated rules require the prior day’s turnover to exceed 8%, market capitalization to be at…
This plotting script illustrates a composite quoting framework for NVDA equity-linked perpetual trading. It uses an external equity mid-price as a directional signal and the perpetual market mid-price as the quote anchor. The quote center shifts with the…
This Chinese-language post outlines a stock screen for companies in the metaverse theme whose prior-day price is above the 250-day moving average and whose price-to-earnings ratio is positive. The stated rationale combines a thematic category, a long-term…
This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, a main-board listing, and first-level bid volume greater than ask volume. Its stated aim is to combine a technical condition and positive price movement with an…
This article argues that traders should generally follow the prevailing stock trend instead of automatically taking the opposite side of popular sentiment. It says countertrend buying during a decline can mean facing persistent selling, while selling into an…