A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 682
This product description outlines a multi-exchange hedging system intended to capture price differences across venues. It lists implementation features including parallel order-book retrieval and order placement, simulated account updates, retrying exchanges…
This article presents a checklist for judging whether a quantitative strategy is understandable and whether its reported performance reveals its risks. It recommends examining the strategy’s economic or behavioral rationale, the explanation for position…
The article examines price differences between a domestic Bitcoin exchange and a foreign exchange. Its initial strategy is to buy Bitcoin abroad, transfer it to the domestic venue, and sell at the higher local price. The author accounts for purchase,…
The article investigates why MACD values from TradingView and FMZ differ despite matching results across several FMZ indicator implementations. To isolate the discrepancy, the author compares EMA values and writes a manual EMA calculation, which agrees with…
The document surveys systematic fund approaches and the markets where they are commonly used. It distinguishes trend following, countertrend trading, statistical arbitrage, convertible arbitrage, fixed income trades, commodity spreads, and global macro or…
This Chinese allegory presents three approaches through hunters facing animals that move within ranges, trend in one direction, or wander unpredictably. The range trader waits near perceived boundaries and considers fading an extended move only after it has…
This Chinese-language tutorial builds a simple automated moving average crossover strategy and explains its main loop, account queries, trade actions, logging, and polling interval. It uses separate fast and slow period settings for entries and exits, with…
The article compares retail algorithmic traders with institutional quantitative funds across trading capacity, market impact, strategy crowding, leverage, liquidity, information access, risk oversight, investor obligations, and technology. It argues that…
This overview introduces seven sorting methods that may be useful when strategy code needs to order data: quicksort, merge sort, heapsort, selection sort, bubble sort, insertion sort, and Shell sort. It describes the central steps of most methods, including…
This analysis describes the Profit Harvester as a crypto trading strategy built around short-term price bursts, inventory balancing, and order-book-aware execution. It estimates a smoothed market price from the top three bid and ask levels and sets buy and…
The essay contrasts left-side trading, which anticipates turns such as bottoms or tops, with right-side trading, which waits for evidence that a move is underway before acting. It uses a mahjong analogy: entering early is like playing with only one’s own…
The note warns that exceptionally high win rates and smooth profit curves can conceal risks, especially in strategies that add to losing positions. It argues that evaluating a strategy requires tracking total account value against a relevant baseline. For a…
This Chinese stock-screening example combines three short-term filters: a daily high-low range above one percent, a large-order net-flow measure above a stated threshold, and an auction-related price change between negative two and positive five percent. It…
This teaching example outlines a basic arbitrage strategy for digital-asset spot markets across multiple exchanges. It gathers account balances and quotes, adjusts buy and sell prices for exchange fees, and compares venues to find opportunities to buy on a…
The document shows a sell-order function that calls an exchange API inside a try/except block. The reported order is rejected because its limit price is below the stated minimum. The author expects the rejection to enter the exception handler, which cancels…
This tutorial introduces the FMZ quantitative trading platform’s core workflow for writing automated strategies. It explains how REST requests differ from WebSocket subscriptions, how platform APIs are wrapped into a common interface, and how to choose among…
This forum post asks how to monitor whether exchange limit orders have filled in a JavaScript trading loop. The example repeatedly requests the open and closed order list, checks for closed orders, logs fill details, and also processes webhook commands and…
This tutorial explains ways to extend FMZ trading strategies beyond the platform’s standard exchange wrappers. It covers retrieving raw REST responses, calling public endpoints and authenticated exchange APIs, and using WebSockets for market data and account…
The document presents exchange limit order data as a way to monitor large crypto traders. It distinguishes resting limit orders from market orders, then describes tracking unusually large orders by price, size, direction, and duration. Its central premise is…
This article explains why a strategy with a positive arithmetic average return can still lose money when returns compound. It illustrates the point with alternating gains and losses, showing that the geometric return better reflects long-run account growth.…
This primer explains how electronic trading and venue fragmentation changed stock order execution. It distinguishes high-frequency trading as a way to implement strategies, such as market making or arbitrage, rather than a strategy in itself. It describes…
This introductory overview explains ten practical principles of machine learning. It emphasizes that data quality and representativeness matter more than algorithmic complexity, and recommends simpler models when data is limited to reduce overfitting. It…
This forum post reports a data collection problem when repeatedly switching the selected currency on an exchange and requesting five-minute candle records. The example cycles through ETH, LTC, and BTC, logs the active currency and returned records, then…
This article describes a monitoring upgrade for a cryptocurrency futures Martingale strategy used with Binance Futures and dYdX bots. The first version showed limited position information and plotted realized profit and loss without accounting for floating…