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 research summary reviews the 2021 commodity futures market and examines whether exchange increases in trading fees affect commodity prices and CTA strategies. It describes a year of broad price gains followed by sharp reversals amid market…
This market snapshot reviews crypto price performance, centralized exchange share, futures positioning, and activity in a Uniswap v2 USDC/WETH pool. It describes BTC and ETH gains over the month covered, while MATIC and SOL declined, and notes Binance’s…
The document records a Binance futures buy order rejected with an error stating that the submitted price did not increase by the required tick size. The accompanying function reads the latest traded price, applies a small upward adjustment, calculates a…
This educational system uses moving averages to define a trend filter and short term reference levels for long and short trades on the mini S&P 500. For a long entry, price must be above a rising 125 period average while remaining below a 14 period average;…
The document explains an indicator that applies Ehlers’ Fisher Transform to the Chaikin Oscillator, which tracks changes in accumulation and distribution using bar closes and volume. The transform normalizes the oscillator over a rolling range and expands…
This tutorial explains how to group trading instructions so positions opened by one setup are closed according to that setup’s exit conditions. It distinguishes filtered models, where groups pair distinct entry and exit signals, from unfiltered models, where…
This guide explains how to format TradingView alert messages so OctoBot can create or cancel exchange orders. A minimal order alert identifies the exchange and symbol and gives a buy or sell signal. Optional fields specify market, limit, or stop order…
The post describes a live-trading incident in which two instances of a spread-taking algorithm sent opposite orders in the same contract, and the broker executed them against each other. The author asks whether VeighNa has an in-process self-trade prevention…
This brief indicator description explains a simple way to display Fibonacci levels on a MetaTrader chart. The levels are calculated from the most recent bar on a user-selected timeframe, then redrawn whenever a new bar appears. User-configurable settings…
The Channel Balance indicator measures where the median price, defined as the average of the high and low, sits within the highest-to-lowest price range over a chosen period. It first normalizes that position: subtract the period low from the median price…
This document describes the first BigQuant strategy development interest group, scheduled for May through July 2024. Its purpose is to help learners build strategy templates and demonstrations, reproduce common methods, and improve their implementation…
This ProRealTime strategy targets an overnight rise in the FTSE MIB by entering long at 5:30 p.m. and exiting at 9:30 a.m. It adds two entry conditions: the 9:30 a.m. open must be below the previous daily close, and the 5:30 p.m. price must be at or below…
This research describes a systematic trend-following strategy for commodity futures. It first uses MACD crossings, filtered by cumulative distance relative to ATR, to classify rising and falling trends. It then revises those classifications when price…
This talk connects volatile Chinese markets with plentiful liquidity, scarce investment assets, and changing market structure. It contrasts China’s active market cycles with the speaker’s account of increasingly competitive US markets, and argues that…
This introduction defines an algorithm as a set of explicit, consistently followed rules for trade entry, exit, sizing, and risk management. It contrasts discretionary, rule-based, and hybrid trading, then describes two potential advantages: control over…
The document offers practical filters for deciding whether to carry a futures position overnight. It recommends aligning the position with the broad trend, checking agreement across timeframes, requiring some unrealized profit, and considering whether…
This guide compares privately negotiated crypto forwards with standardized futures traded on exchanges. Forwards allow counterparties to choose contract terms and typically settle at maturity, but depend on the other party to honor the agreement and can be…
This document presents a Python framework for applying MACD signals across multiple futures contracts. For each contract, it retrieves bar data, requires a minimum history, and compares the MACD difference and signal lines on the penultimate bar so that the…
This technical note demonstrates exchange operations for BitMEX perpetual contracts through FMZ's trading interface. Its example selects the XBTUSD contract, retrieves ticker, account, and position data, submits market and limit orders, checks order status,…
This Backtrader example shows how to include credit interest in a simple moving average crossover strategy. It computes fast and slow averages, uses their crossover as a signal, and lets the user choose long-short, long-only, or short-only trading. A fixed…
This newsletter considers whether crypto markets may have bottomed by combining macroeconomic developments with derivatives positioning and digital asset treasury (DAT) holdings. It argues that lower inflation and downward revisions to job creation could…
This podcast recap describes Lewis Fellas’s views on digital asset management and crypto derivatives, drawing on experience in traditional finance, proprietary trading, and hedge funds. It discusses segmenting investment products by whether clients seek…
This document presents two factor-based approaches to managed futures (CTA) investing. The first aims to time exposure to CTA strategies across changing market and macroeconomic conditions, using indicators from both technical and fundamental perspectives.…
A trader asks how to open two related futures spread positions only when both signals are valid: a forward arbitrage in one contract pair and a reverse arbitrage in another. If either condition is missing, neither position should be opened. The reply points…