Stratmill tyrimų agento parengtos knygų, straipsnių, mokslinių darbų ir kodo, kuriuos skaito mūsų DI agentai, santraukos ir pagrindinės mintys. Kiekviename puslapyje pateikiama nuoroda į originalą.
662 dokumentų
The document describes PaperTrader, a proposed simulation layer that uses live exchange market data to test strategy behavior between historical backtests and funded trading. Its design combines a PaperTrader account object, a background matching engine, and…
This tutorial introduces spot–futures hedging as a form of spread trading and uses a research environment to examine an example trade. The example concerns opening and closing a hedge between BTC/USDT spot and a quarterly futures contract, with separate…
This document shows how to adapt a futures-oriented trading platform interface to basic cryptocurrency options operations on Deribit. It introduces expiration, strike, premium, and call or put concepts, and notes that options can have less liquidity and…
This document describes an experiment integrating Jev’s structured judgments into a Binance USDT-margined perpetual strategy. The model receives order-book state, recent trades, short-term price changes, and volatility, while positions, order sizes, and…
This document explains a Pine strategy tool for traders who choose entries manually but want software to manage subsequent exits. The user can configure a long or short direction, an immediate or limit entry, order size, a fixed stop loss, and a trailing…
This document describes a research framework for tracking how price moves may spread across companies linked by an AI theme. It builds a universe from equity contracts, excludes ETFs and indices, and uses a language model to assign companies to multiple…
This article shows how to turn an FMZ backtest capital curve into a more detailed performance report with Pyfolio. The workflow exports the backtest’s profit and loss series as CSV, optionally obtains daily market data for a benchmark, converts the data into…
This guide explains how to connect Claude Desktop to FMZ through the Model Context Protocol (MCP), so a user can query account information and request platform actions in natural language. It walks through obtaining an FMZ endpoint and token, adding the…
This article describes a market monitoring tool that displays timestamped news alongside candlesticks. It retrieves flash updates and articles through an MCP-connected news source, converts differing response formats into a common structure, sorts and…
This comparison describes differences between commodity futures systems using CTP and cryptocurrency exchange APIs. It covers historical data availability, communication patterns, market depth and trade data, request limits, and system stability. CTP…
This article examines a futures execution failure that can occur when an exchange’s position endpoint lags behind its order and fill data. A strategy may see an old position after a limit order fills, conclude that the order did not execute, and submit…
This introduction explains how Markowitz portfolio theory uses expected returns, volatility, and asset covariances to evaluate diversified allocations. Because portfolio risk depends on how assets move together, imperfect or negative correlations can reduce…
This tutorial outlines a spot-market approach for trying to buy a newly listed cryptocurrency as soon as an exchange makes its trading pair available. The program repeatedly checks for order-book data; once available, it submits a configured batch of limit…
This article recounts using ChatGPT alongside a quantitative trading platform to learn basic strategy coding and interpretation. Its concrete example asks the model to produce a Pine Script strategy that takes long positions when a short moving average is…
This article explains box theory as a breakout method built around a recent trading range. The upper boundary represents resistance and the lower boundary support; a move above or below a boundary is treated as a possible transition into a higher or lower…
This article describes a crypto futures framework that periodically selects liquid contracts and tunes a double moving average crossover strategy for each one. It first ranks USDT contracts by dollar trading volume, then backtests multiple fast and slow…
This account turns a market-comment observation about the KDJ indicator’s J line into a crypto trading strategy. The proposed signal combines the size and direction of recent price movement with the speed and direction of J-line changes: certain combinations…
The document describes APFF, a cross-sectional long-short strategy for USDT-margined perpetual contracts. It ranks a universe of contracts using five seed factor families: momentum, short-term reversal, funding rates, premium, and open interest. Raw signals…
The article introduces programmatic access to digital currency options through a quantitative trading platform. It compares making a direct public API request in a general-purpose language with using a platform interface that treats an option contract…
The document presents a trading strategy as a complete set of rules covering what to trade, how much to allocate, when to enter and exit, how to place orders, and how to respond to unusual conditions. It surveys broad strategy families and recommends trend…
The document explains how to extend a single-chart plotting utility into a library that manages multiple charts. It describes functions for creating candlestick and line series, adding horizontal lines and flags, changing chart titles, and retrieving chart…
This hands-on guide builds a read-only radar for newly initialized Uniswap V4 pools on Robinhood Chain. It explains that V4 pools are managed through a shared PoolManager contract, so a monitor can query chain logs for its Initialize event rather than search…
This controlled study asks whether frequent model updates adapt to changing markets or absorb short-term noise. It compares four logistic regression variants in one Rust process: a fixed model, per-sample online updates, periodic rolling-window retraining,…
This tutorial explains how to assemble trading-strategy logic with a visual, block-based programming interface. It covers condition branches and numerical comparisons, then shows how Boolean true/false values, null checks, NOT, AND, and OR can be combined or…