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.
1,116 documents
The document describes DoubleZero as a proposed decentralized fiber network intended to improve blockchain communication by reducing reliance on the public internet. It outlines a model in which independent contributors supply unused bandwidth, with an…
This strategy combines a 50-period EMA on a three-minute chart with a 50-period EMA from the one-hour timeframe. A long signal requires price to be above both averages and current volume to exceed 1.5 times its 20-period average. The described exit is…
This short-term strategy uses a 20-period simple moving average and a 21-period exponential moving average to generate directional signals. It buys when the EMA crosses above the SMA and sells when the SMA crosses above the EMA, treating the crosses as…
This scalping approach calculates a linear regression estimate and places upper and lower trigger levels around it using a configurable price gap. It buys when the close falls below the lower level and sells short when the close rises above the upper level,…
This short-term breakout strategy combines price breaks of recent highs or lows with trend and momentum filters. It uses fast and slow exponential moving averages for trend direction, a simple moving average as a price filter, and RSI to avoid entries at…
This intraday strategy enters long when one EMA crosses above another and short when it crosses below. The document lists periods of 110 and 40 for the inputs named fast and slow, respectively; those labels and values are unusual because the longer period…
This high-frequency Bitcoin strategy pairs short-term burst trading with portfolio rebalancing. It estimates a reference price from several order book levels, tracks recent trades and volume, and enters in the direction of a sharp move when price clears a…
This short-term countertrend approach uses the upper and lower shadows of candlesticks to identify possible price rejection. A large upper shadow is interpreted as fading buying pressure, while a large lower shadow suggests selling pressure may have been…
The article compares conventional candlestick backtests with more detailed approaches for high-frequency and multi-instrument strategies. It explains that bars omit the timing of intrabar extremes, bid and ask quotes, and queue priority, which can distort…
The article modifies the spot-oriented LeeksReaper design for Binance USDT perpetual contracts, where positions use a one-way mode. It retains a short-term price breakout signal: a weighted order-book price series is compared with recent highs and lows, and…
This article argues that a trading strategy should explain both the source of its expected return and the risks that could prevent it from earning that return. It uses a hypothetical short-horizon crypto signal based on reconstructing how one exchange…
This tutorial shows how FMZ’s JavaScript thread functions can run user-defined tasks concurrently with a strategy’s main loop. Its examples cover a worker that repeatedly requests ticker data and passes updates to the main thread, as well as workers launched…
This platform tutorial describes ways to build customized trading strategies beyond a platform’s standard exchange interface. It covers reading raw REST responses, querying public endpoints, and using authenticated API calls for operations that are not…
This article explains two signals derived from limit order books: volume imbalance at the best bid and ask, and order flow imbalance based on changes in displayed size and quote prices. The first compares the quantities resting at the best buy and sell…
The article describes adapting an older high-frequency futures strategy for Lighter, a decentralized exchange that the author says offered zero trading fees to ordinary users at the time. It explains account setup at a high level, including signing-key and…
The paper develops a framework for assessing high-frequency trading returns by separating four contributors: available price opportunity, the fraction captured by a strategy, effective spread paid or earned, and liquidity-provider rebates. It compares three…
The document explains system-level thread support for JavaScript strategies on the FMZ platform. It distinguishes creating a separate thread to run a function from the platform’s existing asynchronous exchange calls. The examples demonstrate launching…
This article develops adjusted mid-price estimates from high-frequency order book and transaction data. Using top-of-book bid and ask quantities, it starts with the standard midpoint and tests volume-weighted and nonlinear imbalance adjustments. It then…
This article examines whether top-of-book bid and ask quantities can improve estimates of short-term price movement. Using Binance YGG book ticker data from a volatile day, it defines quote imbalance from the relative sizes of the best bid and ask queues,…
The article explains Penny Jump as a high-frequency tactic that looks for unusually large displayed orders in the book. A trader may step ahead of a large bid by one price increment, hoping to benefit if the bid supports the market and prices rise, or to…
The document outlines a high-frequency strategy that treats price movements at several large crypto exchanges as leading signals for a target exchange. It compares synchronized order book mid-prices with their prior values, assigns upward, downward, or…
This article introduces the modeling questions behind high-frequency maker strategies, focusing on where to place limit orders and how to control inventory. It argues that maker returns in oscillating markets may combine spread capture and exchange rebates,…
The article explains why persistent WebSocket connections can improve market-data handling compared with repeated REST polling, especially when a strategy watches many trading pairs or needs faster updates. It describes a platform template that connects to…
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,…