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.
9,797 documents
This strategy proposes shorting the DAX on a four-hour chart when price is above the 50-period exponential moving average but the most recent close is below the preceding close. It applies calendar and session filters: it excludes specified months, restricts…
The article introduces OKX Nitro Spreads as a way to trade the price difference between futures and perpetual swap contracts through a single instrument. It describes spread trading as useful for hedging exposure or responding to price differences, with the…
The newsletter links crypto markets to broader risk assets and discusses how macroeconomic uncertainty, Federal Reserve messaging, tariff concerns, and upcoming data releases may affect prices. It interprets falling VIX and VVIX as evidence that near-term…
The document shows how to send a phone notification through a DingTalk custom robot when a TqSdk strategy starts or a market condition is met. Its example watches a futures quote, checks whether the last price crosses a threshold, sends a text alert, and…
The document explains a futures workflow that separates continuous, adjusted data used to generate signals from actual contract prices used for trading. Adjusted front-month continuous prices can make historical trends and indicators more consistent across…
This article explains a cross-sectional futures strategy that ranks commodity contracts by roll yield, going long markets in backwardation and short markets in contango. It distinguishes weekly signal-based direction changes from contract rolls: the former…
This forum exchange addresses a VeighNa startup message saying that a data service module cannot be loaded, despite the user having installed VeighNa Station and the CTP package. A respondent attributes the message to an incorrect data feed name, then…
This guide explains how to deploy Hummingbot with Docker Compose, navigate its command-line interface, configure a script, and connect exchange API credentials. It walks through launching a directional futures script that uses the Relative Strength Index…
This forum post describes a trader who can open a Binance perpetual futures position but cannot sell to close it. The reported error says the order direction is invalid, even though the poster believes the decimal precision and close-long setting are…
This code defines two pivot-point indicators that calculate a central pivot, two support levels, and two resistance levels from high, low, and close prices. The first uses the previous bar’s prices, a common way to derive levels for the next period without…
This tutorial compares a high-frequency grid market-making strategy across cryptocurrency exchanges, emphasizing that different order flows can change results even for the same trading pair and parameters. The strategy places layered limit bids and offers…
The document explains an open-range breakout indicator that tracks the highest and lowest prices during the first hour of a trading session. In its default example, the measurement window runs from 9:00 to 10:00 in a European time zone. Those extremes define…
This post presents a daily DAX spread-bet strategy adapted from Larry Connors-style rules. It buys when the close is above its 200-day average, below its 5-day average, and the 2-period RSI is below 13. The long position exits when the close crosses above…
This exchange asks how to make a deep-learning model produce two predictions for futures trading, one for a long view and one for a short view. The response explains that producing multiple outputs for a regression or classification model may require a…
The document introduces quantitative trading as the use of computers, mathematics, statistics, and a systematic process to develop signals for buying and selling. It briefly describes the field’s history, including Jules Regnault’s work on price variation,…
This guide explains how to use Fusion’s data center to download domestic futures one-minute history into a local database, inspect existing records, update them, and build continuous contracts. Users first load the available instruments, choose an exchange,…
The post explains how a vn.py strategy can retrieve account positions and active orders through the main engine. It identifies the returned objects as position and order records, with fields such as instrument, direction, quantity, average price, profit and…
This live robot page describes an aggressive martingale approach on OKX USDT futures. It shows both long and short positions across many contracts, adding to positions in layers as prices move against them. The displayed settings specify an initial order…
This overview characterizes quantitative futures trading through four themes: execution speed, short holding periods, flexible intraday exposure, and trading both long and short. It emphasizes that activity may cluster around the open and close, when…
This tutorial describes a high-frequency grid strategy that places passive limit orders at regular intervals around the mid-price. It maintains a fixed number of buy and sell levels, refreshes orders as the market moves, and limits new orders based on the…
The document explains why closing a perpetual futures position may increase Available Balance by less than the margin shown for that position. It focuses on cross margin, where open positions share a common pool of collateral. If other positions have losses…
This essay presents futures trading as identifying a trend within a chosen time frame and trading in its direction. It suggests using longer charts to establish context and shorter charts to judge the trend or choose entries, with the specific chart…
This document is a partial directory linking futures symbols to exchange product pages. It covers contracts across energy, metals, equity indexes, currencies, interest rates, and volatility. The stated use is practical: consult exchange data to investigate…
This market snapshot surveys digital-asset developments around geopolitical attacks, U.S. stablecoin legislation, macroeconomic pressure, an Ethereum chart pattern, and a DeFi exploit. Its market analysis interprets Bitcoin ETF creations and redemptions as…