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 brief forum thread describes a connection problem when using SimNow’s CTP test environment with VeighNa Trader. The poster reports entering a six-digit SimNow account, password, and the listed trading and market data server addresses, but seeing no…
This article describes modifying OpenFE’s automated feature engineering workflow for futures research. It adds rolling mean, standard deviation, and sum operators across instrument groups, with preset window lengths, and explains how these operators are…
This documentation describes two related tools for calculating technical signals from K-line data. The technical-indicator module provides named indicator functions that take a pandas DataFrame of bars and return a DataFrame of calculated series. MACD is…
This podcast description introduces a conversation with a European proprietary trader about his career and trading experience. Topics include early lessons in trading, experiences at now-defunct foreign exchange bucket shops, and the guest’s views on crypto…
This brief description presents a modified display of the standard stochastic oscillator. Instead of appearing only on the chart's own timeframe, the indicator can be configured to use a different timeframe and is rendered as a cloud. This allows the…
A user reports that a VeighNa spread backtest loads no data after changing an example notebook from bar mode to tick mode. The database’s tick overview shows records for both futures legs, but debugging finds no rows when the SQLite query filters by a leg’s…
The document introduces stationarity and cointegration as the basis for pairs trading. It describes a stationary series as having a stable mean and variance, and presents a pair as cointegrated when the difference between their prices is stationary. Under…
This Chinese-language announcement outlines an advanced course on developing machine learning cross-sectional multi-factor strategies with VeighNa. Its subject matter includes factor data preparation, feature cleaning, target selection, model training and…
This forum exchange explains a mismatch that can occur when a trader closes a futures position manually through a broker app while a VeighNa CTA strategy is running. The strategy’s position variable represents its own logical position, updated through…
The article examines three futures strategies in China’s oilseed complex: soybean crush spreads, soybean oil versus palm oil substitution spreads, and soybean oil versus soybean meal companion spreads. It outlines the production and consumption logic behind…
This Chinese-language tutorial section explains two ways to request exchange API data. For endpoints that do not require authentication, such as market data unrelated to account details, it describes using an HTTP query function and gives examples for…
This reference summarizes Kraken futures contract conventions and integration details for automated trading. It distinguishes inverse crypto-margined contracts from a forward contract margined in BTC, describes perpetual and fixed-maturity listings, and…
Across a series of personal essays, the author argues that futures traders should prioritize survival over rapid gains. The main practices are keeping positions small, capping losses with predefined stops, following the prevailing trend, simplifying analysis…
The indicator defines an opening range over a user-selected intraday window, then projects three target levels above and below its high and low. Targets can use range multiples or Fibonacci ratios. It records whether each target was reached in each completed…
The document explains ways traders might use live stock index quotes: to gauge broad market direction, compare sector conditions, assess a portfolio against a benchmark, adjust asset allocation, and inform stop levels or futures hedges. These are general…
These release notes describe changes to Hummingbot’s client, Gateway, and related trading tools. Client updates include a Kalshi perpetual futures connector, a Gateway client aligned with unified trading routes, configurable slippage widening for order and…
The document explains calendar spread arbitrage: taking opposite positions in different delivery months of the same futures contract when their price relationship departs from its usual range. It describes bull spreads, which buy the nearer month and sell…
This DAX strategy uses one-minute bars and the overnight high-low range to place conditional orders around the opening period. It records the overnight extremes shortly before 08:00 GMT+2, then places entries just beyond and inside each boundary, with the…
This newsletter links Bitcoin’s move to new highs with macro uncertainty, institutional ETF flows, and crypto derivatives positioning. It discusses inflation data, divided Federal Reserve views on rate cuts, tariff tensions, Treasury yields, and the…
A user running two VeighNa instances under one SimNow account notices that the positions shown in each instance do not match. The discussion asks whether the main-window positions are received from SimNow or calculated locally. A reply first clarifies that…
This short description covers a script that automatically draws the high and low levels of the intraday FORTS trading session. An optional setting adds high and low levels from the night session when those levels extend beyond the intraday range. The display…
This reflective essay argues that futures traders can reduce impulsive decisions by translating market beliefs into explicit rules. The author recounts repeatedly shorting during an apparent rise, then using a moving average as a directional filter: trade…
This evolving FAQ collects practical notes for building and operating trading strategies on the FMZ platform. It explains why ticker and order-book snapshots can differ, how order queries distinguish unfinished from completed orders, and how contract…
The article introduces cross-period hedging by pairing a short position in one contract with a long position in another. It derives how the difference between the opening and closing spreads determines the combined theoretical profit, assuming the stated…