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 article explains how alternative internet and transaction data can supplement traditional equity factors. A typical fund process first defines a stock universe, filters it using industry and financial measures, scores candidates with financial and…
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 article uses gambling and trading stories to explain why survival and capital preservation come before pursuing returns. Roulette illustrates how a small house edge compounds with repeated play, while blackjack card counting shows how a positive edge can…
This Chinese-language forum post asks how to interpret floating profit and loss, period profit and loss, and capital utilization in a backtest chart. It supplies a dated sample table showing those fields alongside trade volume and long and short positions.…
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…
The post describes a trader rewriting a strategy from a simple domain language into JavaScript and encountering execution-state problems with limit orders. The trader asks whether the platform prices limit orders from the latest close or the best bid and…
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,…
The article explains grid trading as a rule-based method that places repeated buys as price falls and sells as it rises within a chosen range. Traders set grid spacing, boundaries, and position sizes, aiming to collect gains from repeated price oscillations…
This overview introduces machine learning as a way to learn patterns from data and use them to make predictions. It outlines a typical workflow: divide data into training, validation, and test sets, fit a model, evaluate it, then tune it before applying it…
The article uses simulations to argue that a strategy with a modest standalone Sharpe ratio may still add value when its returns have low correlation with an existing portfolio. It models twenty daily signals with an annualized Sharpe ratio of 0.6, varies…
This document presents a polling monitor for checking whether exchange account and ticker endpoints respond. For each configured exchange, it requests a ticker and account snapshot, records whether each result is present, measures elapsed time, and displays…
The article describes a simple crypto triangular arbitrage method: compare the outcome of converting between three currencies in different orders, then take a route that returns more of the starting asset after trading costs. It illustrates the idea with…
The essay presents technical analysis as a way to measure price behavior and respond to market change, rather than predict the future. It advocates a structural approach that classifies price movement, seeks entry and exit points, and treats conclusions as…
This short-term strategy selects stocks whose five-day average price is above their ten-day average, optionally applying market-index and company-size screens and excluding illiquid names. It buys the qualifying names, sells them the following day regardless…
The article explains how time affects option value and describes calendar, or horizontal, spreads as a way to trade that effect. A calendar spread pairs options on the same underlying with the same strike and type but different expirations, typically selling…
The document demonstrates a routine for combining shorter-period market records into four-hour OHLCV bars. It first examines timestamps and discards records until it encounters a bar whose hour matches a four-hour boundary. It then processes records in…
The article examines a daily long and short trading setup in the CSI 300 index futures. Each side enters at the open, uses a 30-point stop, and closes any remaining position before the session ends. It reports that both standalone directions were profitable…
The article describes a trend-following approach that enters on a smaller timeframe while using a larger timeframe to decide whether the trend remains valid and when to exit. After an entry, it recommends moving the stop toward break-even as the trade gains,…
The document explains how to use the _N function to limit a numeric value to a chosen number of decimal places in a trading program. It presents examples for formatting a sell price and a buy price in both JavaScript and Python, with six decimal places used…
This overview explains how FMZ’s backtests advance through historical data and compares bar-based testing with two tick-oriented modes. In a traditional on-bar setup, each candle creates one decision point, typically using its open, high, low, close, and…
This implementation note shows how to submit BitMEX orders through an exchange API interface. It demonstrates setting an order instruction that prevents a buy or sell from immediately taking liquidity, then submitting multiple pending orders together in one…
The document argues that grid trading works best in assets that fluctuate actively within a range, while persistent declines can leave a strategy holding losing positions with few ways to recover. It proposes screening for business or asset stability,…
This document reports an attempt to submit a Gate.io futures order through an exchange API wrapper. The example first sets the contract currency, then sends a POST request with a contract identifier, size, price, time-in-force, and text fields. The author…