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
The article describes three ways strategy research can produce misleading backtests: look-ahead bias, excessive parameter optimization, and curve fitting. Its examples show how using a bar’s eventual close to trigger an earlier trade, or assuming a breakout…
This article argues that trading volume cannot be interpreted through a fixed rule that rising prices must come with rising volume. It recommends judging volume relative to the prior price and volume trend, market setting, and position within a move, with…
This document describes a multi-coin spot strategy for Binance and OK accounts, with configurable entry sizes, add-on signals, take-profit signals, and order execution. It distinguishes market-style tracking from limit orders: tracking can respond to…
This essay argues that simulated trading can test whether a strategy is viable before risking real capital, while acknowledging that success in simulation does not guarantee live profits. It presents practice as a way to learn execution details and reduce…
This brief VeighNa forum exchange discusses how to calculate indicators that need multiple days of history, such as 30-day and 60-day moving averages. One participant considers storing daily OHLCV data in a database or CSV file and loading it before the…
This brief example describes a short-selling strategy that opens an initial position, then responds to price movement with either a cover or an added short. It closes the position when the buy price falls below the entry price by a specified profit…
The article argues that traders can be misled by intuitive, familiar interpretations of price action and market narratives. Examples include buying a presumed leader after a technical pullback, expecting small caps to rise when large caps lead, or chasing a…
The document compares six programming-language options for building quantitative trading strategies: visual programming, EasyLanguage, Python, MATLAB/R, C++, and Java/C#. It evaluates them by capability, speed, extensibility, and learning difficulty, then…
The author recounts moving from manual trading to automated strategies. An early setup sent TradingView entry signals to FMZ for take-profit and stop-loss handling; the author reports that unreliable signals, unstable profits, platform rental, and trading…
The article explains a box spread formed from four options at two strike prices: a lower-strike call is bought, a higher-strike call is bought, and puts at the two strikes are sold and bought in the corresponding legs. It presents the position as the…
The essay argues that a strategy’s statistical edge depends on applying its rules consistently. It distinguishes knowledge of a method’s behavior and risks from knowledge of one’s own ability to follow it under pressure. A hypothetical stock entry missed…
This glossary introduces twelve finance concepts spanning central-bank policy, corporate transactions, securities, valuation, and financial risk. It explains rediscounting and open-market operations as channels through which central banks influence liquidity…
This personal account reflects on years of involvement in cryptocurrency markets, including altcoins, leveraged trading, decentralized finance schemes, and token mining promotions. Its main lesson is caution: the author describes a market where inexperienced…
This overview compares execution strategies that split orders over time or respond to market conditions. TWAP distributes an order evenly across intervals, making it simple to use when intraday volume is hard to estimate, though large slices can still move…
The document explains grid trading as repeated buying during declines and selling during advances, with portfolio rebalancing used to harvest price fluctuations. Its central example, attributed to Shannon’s Demon, splits capital equally between shares and…
The document defines swing trading as a holding period between day trading and longer-term trend trading, typically lasting several days to a few weeks. It presents the style as trading shorter oscillations in liquid stocks, especially when broad markets…
This introductory programming note describes several Python mistakes that can make code behave unexpectedly or become harder to maintain. It recommends checking which Python version a program targets, favoring clear code over compressed one-liners, and…
This reading note distills three rules attributed to the book The Ghosts of Wall Street. First, treat a new position as unproven: reduce or exit if the market does not confirm the trade within a reasonable period, with survival and small losses taking…
The article explains event-based tick data through changes to a limit order book: orders arrive, are canceled, or trade against resting quotes. With this event stream, a researcher can reconstruct the visible book, subject to venue rules and the depth…
This article explains how to make the lookback length in a range-breakout strategy vary with volatility. A fixed N-day breakout may enter quickly during strong trends but can produce repeated signals in sideways markets. The proposed adjustment compares a…
This article argues that grid trading can move beyond small gains by improving how the strategy handles falling markets. It describes combining suitable instrument selection, portfolio construction, dynamic grid placement, and position management to address…
This post presents a Pine strategy example built around three exponential moving averages. It defines a bullish condition when the shortest average is above the middle average and the middle is above the longest, and a bearish condition when that ordering is…
The document describes a backtesting feature for BitMEX’s XBTUSD perpetual contract that simulates periodic funding payments using historical funding-rate data. It says the feature is available across JavaScript, C++, and Python, and that event logging can…
This tutorial introduces the M Language used in a trading platform to write indicators and trading logic for commodity futures and cryptocurrency contracts. It explains scalar and sequence data, numeric, string, and Boolean values, variable naming, and…