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 documentation explains how to manage a TargetPosTask instance in a futures trading application, focusing on cancelling a task and checking when it has finished. It states that an account may have only one such instance per contract at a time, and that…
This tutorial explains how to build a basic Donchian channel breakout system in Python on a quantitative trading platform. It defines the channel using the highest high and lowest low over a lookback window, with a midpoint between the boundaries. A close…
The article explains how stablecoins seek to hold a reference value and distinguishes supply-adjusting algorithmic designs from coins backed by fiat, commodities, or crypto assets. It describes several routes to a depeg: insufficient or illiquid reserves,…
The document describes a chart indicator that displays candles from a larger timeframe as filled rectangles. It uses the direction change of the BlauTSStochastic histogram to color the candle body and shadows: bodies are green or red, while shadows are lime…
The article contrasts discretionary investing and technical analysis with rule-based trading, arguing that systematic methods are more consistent but are not automatically durable. It proposes that enduring strategies should be grounded in observable market…
This overview explains beta as an asset’s estimated sensitivity to one or more return factors, usually a market index, using linear regression. It describes hedging as taking offsetting positions to reduce an identified risk exposure, then outlines…
This forum exchange discusses how to use a continuous main-contract series for backtesting while placing live orders in the currently active futures contract. One participant asks whether live use requires building a module to stitch together the continuous…
This market commentary links a hotter-than-expected inflation reading and weak Treasury auction demand to reduced expectations for near-term rate cuts, pressure on bonds, and higher geopolitical risk around Iran. It reports a sharp risk-off move in…
This market commentary reviews Bitcoin, Ether, and other crypto assets after a hawkish Federal Reserve decision. It connects the cross-market decline to higher inflation expectations and fewer anticipated rate cuts, then discusses how falling spot prices…
This article recounts the 2022 nickel market crisis involving Tsingshan, Glencore, and the London Metal Exchange. It uses a simplified commodity-delivery analogy to explain how a seller with a large short futures position may face stress when prices surge…
This live-robot snapshot scans perpetual futures across Binance, GateIO, and OKX for differences in funding rates. It pairs a short position on the venue with the higher funding rate and a long position on the venue with the lower rate, then reports…
This support thread discusses errors during futures penetration testing with VeighNa, including error codes 4097 and 4040 and a missing CTPTEST gateway message. The user asks whether the CTPTEST interface must match the futures broker’s CTP API version and…
This forum exchange investigates a VeighNa futures order rejected with error 1007 for an invalid quantity. The logged requests show a one-contract close-today order alongside an open order with zero volume, even though the user expected to submit only a…
This document describes a chart indicator that displays directional signals generated by a separate HighsLowsSignal indicator. It can show an arrow for a continuing trend or an arrow whose color and direction indicate a changed trend and trade direction. The…
This market commentary reviews early 2025 conditions across Bitcoin, Ethereum, and Solana. It links macro events and labor data to volatility expectations, and describes Bitcoin positioning around the $100,000 strike, including dealer short gamma and demand…
This beginner-level example describes a daily-bar futures strategy that combines two moving averages with the close’s position inside recent candle ranges. It opens a long position when price is above both averages and the prior two candles show a shift from…
This daily futures strategy uses Bollinger Bands to signal directional trades when the close reaches or crosses an outer band. The middle band is an N-period simple moving average of closing prices, with upper and lower bands set by adding or subtracting K…
This documentation explains the production workflow for pysystemtrade, from obtaining market prices and generating desired positions to sending orders and reconciling accounting information. It covers the production system’s components and data flow, broker…
This guide explains how to run separate market-making configurations for multiple futures pairs through one generic Hummingbot script. Each pair receives its own controller configuration, including its trading pair, spreads, order allocation, leverage, and…
This forum post asks why a tick-to-bar utility removed a check that discarded ticks timestamped earlier than the most recently processed tick. The author reports seeing this ordering issue in GFEX data for two silver contracts, with incoming tick timestamps…
This document explains a pentuple exponential moving average, also called a quintuple exponential moving average, and gives its weighted-sum construction. It computes eight successive moving-average stages from a chosen price series, then combines them with…
This stock-selection proposal combines a daily price amplitude threshold, a recent three-session limit-up streak, and a ranking based on net large-order volume. Its rationale is that amplitude may identify active names, the streak may reflect strong buying…
This support discussion covers login and quote-subscription problems with a simulated market-data connection through a futures broker interface. Participants distinguish market-data login from trading-server login and suggest checking interface versions,…
This tutorial explains how to configure and assess a quantitative strategy backtest, using a platform example and a regime-switching futures strategy. It covers selecting a historical period and bar interval, choosing simulated or closer-to-market data,…