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.
549 documents
This tutorial outlines the design of a simple crypto spot grid with a fixed price gap between adjacent levels, market orders, and levels extending above and below a starting price. It first frames requirements, then represents each grid level as a price…
This research prototype separates a long-only grid’s entry and exit rules from its total capital budget. A trend filter permits new buys only in a bullish regime; ATR and transaction-cost estimates set grid spacing, and each filled batch keeps a target based…
This article outlines a way to screen cryptocurrencies for grid trading, which seeks to trade repeated price swings rather than rely on a sustained directional move. It proposes looking for assets with substantial price ranges and restrained cumulative…
The document describes a two-sided BTC grid strategy managed by a workflow that checks market volatility before initialization and runs the grid on a recurring candle trigger. When configured position or price conditions suggest the market has moved beyond…
The article presents a Python workflow for evaluating a perpetual futures grid strategy: collect historical candles, model account balances, fees, positions and unrealized profit, then simulate grid orders. Its example uses DYDX data and examines how the…
This strategy description adapts grid trading to perpetual contracts tracking traditional assets such as equity indexes, commodities, and currencies. It periodically ranks eligible markets by average daily high–low range over a lookback window, excludes…
The article describes a spot-style cross-currency hedge using two crypto assets, such as LTC and ETH quoted in USDT. Instead of trading an absolute price spread, it tracks one asset's price relative to the other. As the ratio rises through preset grid…
This overview introduces grid trading as a way to trade price fluctuations without forecasting a single market direction. It explains the basic approach of placing buy and sell orders at price levels across a range, then compares this with rebalancing, which…
The article surveys four cryptocurrency strategies. A funding rate trade pairs a short perpetual futures position with a long spot holding to seek positive funding while hedging directional exposure. The discussion covers negative funding, premium changes,…
This article explains two approaches to trading repeated price swings: equilibrium rebalancing and fixed-level grids. Equilibrium trading maintains a target split between cash and coin, selling when the coin allocation rises above its target and buying when…
This article presents a long-only dynamic grid framework for linear perpetual contracts that separates trade timing from total capital allocation. The grid sets entry and batch exit levels, with spacing constrained by minimum and maximum bounds, recent ATR…
This tutorial proposes pairing a rule-based bidirectional grid with an AI-assisted workflow. The grid handles routine entries and exits, while workflow nodes monitor market data and positions, check trigger and cooldown conditions, gather sentiment…
The article explains a rule-based dollar-cost averaging approach in which a trader opens an initial position, adds to it when price reaches specified decline thresholds, and exits at a profit target or stop loss. The order size may stay constant or grow by a…
The article redesigns a leveraged grid strategy after identifying low activity in quiet markets, accumulating exposure during sustained declines, profit giveback, and stubborn high-priced inventory. It frames grids as short volatility strategies whose…
The document extends a multi-contract spread monitor into a grid-based hedging strategy for cryptocurrency futures. It compares near- and far-dated contracts for the same underlying, calculates positive and negative spreads from bid and ask prices, and…
This overview introduces grid trading as a way to trade repeated price movement by placing orders at defined price levels. It distinguishes grid nodes, spacing, and range, then contrasts a bounded grid with a rebalancing approach that maintains a target…
The document explains two approaches that seek to trade price fluctuations: a balance strategy that restores a target share of portfolio value in crypto, and a grid strategy that places buys and sells at preset price levels. It distinguishes their inventory…
This tutorial presents a two-sided, staged position strategy using ATR to set price thresholds around a reference level. As price crosses successive upper or lower levels, the system adds short or long exposure, with trade size increasing by level. It exits…
This tutorial develops a crypto grid strategy that extends its price levels as the market moves beyond the initial range. It detects when the latest price crosses a grid line by comparing current and prior quotes, then uses per-level buy and sell flags to…
This article describes an event-driven strategy for Binance USDT perpetual contracts marked for delisting. It monitors the exchange’s contract information for a delivery-date change, then opens a short base position and deploys a short grid intended to…
This article examines how the number of price levels in a crypto grid strategy affects trading frequency, per-grid allocation, fee burden, and returns. It describes logarithmically spaced grid levels across a chosen price range, divides starting capital…
The article presents a Python workflow for collecting perpetual-futures candlesticks, simulating a grid strategy, and examining how its parameters affect results. The grid logic buys after price falls below a calculated level and sells after it rises above…
This article examines how the number of price levels affects a grid strategy. Fewer grids create wider spacing and larger allocations per trade, but may miss smaller price swings. More grids create more trading opportunities while shrinking each allocation…
This article expands a single-pair spot grid into a system that can trade several crypto pairs with distinct settings. It explains practical design choices: collecting aggregated market prices and account balances, tracking assets by pair, and encoding…