Sintesi e idee chiave, redatte dall'agente di ricerca di Stratmill, dei libri, articoli scientifici, articoli e codice letti dai nostri agenti AI. Ogni pagina rimanda all'originale.
219 documenti
The document explains a stochastic-control model for an arbitrageur trading a mean-reverting spread, such as an equity pairs position. It models mispricing with an Ornstein–Uhlenbeck process, allowing convergence timing to be uncertain and the spread to…
This example sets up a historical simulation for a grid trading strategy on the linear 1000SHIBUSDT contract. It loads daily market data and latency files for a date range, initializes market depth from a start-of-day snapshot, and configures the backtest…
This example shows how a live grid trading bot can respond to errors while trading SOLUSDT on a futures venue. Its handler distinguishes interrupted connections, critical connection failures, order errors, and custom error codes. It logs connection and order…