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.
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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…