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.
682 dokumentų
This short example describes a basic way to screen cryptocurrency listings using market data. It retrieves a listings dataset denominated in US dollars, then selects assets whose quoted price is below a very small threshold and whose reported 24-hour trading…
The article proposes a grid strategy intended to balance frequent trading with reduced risk of running out of funds during a sustained decline. It compares arithmetic grids, which use fixed price intervals and can exhaust their range, with geometric grids,…
This document is a broad C++ API example for an algorithmic trading platform. It demonstrates retrieving ticker, order book, account, position, and bar data; checking returned objects for validity; and making concurrent market data requests with optional…
This analysis examines Bitcoin’s role in a diversified portfolio before and after the market’s financialization, using 2013–2017 and 2018–2023 as separate periods. It compares historical returns, volatility, drawdowns, and correlations, then applies…
The document outlines a reusable plotting interface for strategy code that needs several charts at once. Its proposed functions create candlestick and line series, add horizontal levels and event flags, change chart titles, and return chart configurations. A…
The document presents a hand-written Average True Range calculation and asks for an equivalent implementation using pandas without a technical-analysis library. For the first record, true range is the high minus the low. For later records, it is the greatest…
The document describes an online workflow for backtesting a grid trading strategy through FMZ. Users set the simulation dates, currency, balances, and grid parameters, including price bounds, grid spacing, and order size. The workflow creates the backtest…
The document summarizes how to work with FTX’s spot, futures, and options interfaces. It advises keeping spot and futures as separate exchange objects even though they use a common API key. It describes futures as USD-denominated and settled, with deposited…
The document compares three ways to add to a winning stock position: increasing each successive addition, adding equal amounts, or reducing each addition. In its example, a trader buys at three progressively higher prices using a fixed total share…
The author describes a Binance perpetual futures strategy that used recent trades, order book depth, and current positions to infer short-term direction and place maker orders. In a rising market it opened longs and closed shorts; in a falling market it did…
This post outlines a long-term Bitcoin strategy based on the standard Ichimoku cloud. It scales position changes according to where price sits relative to the cloud when a crossover occurs: bullish crossovers lead to smaller, medium, or full purchases below,…
The document uses three gambling puzzles to explain probability and conditional reasoning. In the first, two fans each believe their team has a better-than-even chance of winning. The proposed wager can appear profitable to both sides and to the bookmaker,…
This article describes a data-engineering workflow for turning SEC XBRL companyfacts data into an auditable long-form table. Because a tag can have observations across units, periods, filings, accessions, and frames, the author advises preserving each…
The article reviews how a crypto perpetual-futures funding strategy changed as more traders adopted it. It describes lower positive premiums, less extreme negative premiums during declines, faster-moving entry opportunities that increase slippage, and…
The document explains how forex pairs are structured, distinguishing the base currency from the quote currency, and describes common currency groupings such as major, commodity-linked, perceived safe-haven, high-yield, and risk-sensitive currencies. It…
This tutorial introduces visual strategy construction through examples involving price changes, volume expansion, gaps, moving averages, MACD, and KDJ. Its main worked strategy applies threshold rebalancing between cash and Bitcoin: compare the market value…
The essay frames market price as an observable record of participants’ beliefs and actions, rather than a direct measure of intrinsic value. It distinguishes physical spot markets from financial markets and describes futures prices as the result of a…
The document outlines a Bill Williams style trading method built from Alligator lines and five-bar fractals. It describes the Alligator as several smoothed averages of the high-low midpoint, with the slow line used as a reference. A fractal marks a local…
The author describes paying to rent several crypto trading strategies and losing money on most of them. A platform strategy reportedly made money earlier, while a more recent funding rate approach stopped working as futures and spot prices converged. These…
This Chinese-language FAQ compiles practical guidance for building and operating strategies on FMZ. It covers exchange API behavior, order and position handling, market and limit orders, contract sizing, rate limits, timestamp synchronization, and common…
This post reports a data-quality question about one-minute BNB/USDT candles retrieved through a trading platform’s GetRecords interface. The author compares a candle for a specified minute in August 2018 with Binance’s displayed data. Open, high, low, and…
This article introduces algorithmic strategy backtesting as the application of trading rules to historical data to generate signals and estimate trade and portfolio profit and loss. It describes using backtests to screen candidate strategies, test models of…
This tutorial presents a two-way Bitcoin spot strategy using MACD crossovers for entries and exits, with a stop that adjusts as price moves favorably. It defines bullish and bearish signals using the relationship between MACD’s DIF and DEA lines, their…
This article explains why a strategy that performs smoothly on historical data can fail in live trading. It distinguishes rule discovery from quantitative implementation: researchers may mine historical market data to invent or combine rules, then add and…