Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.
Dokumentu skaits: 662
This article outlines a way to screen cryptocurrencies for grid trading, which seeks to trade repeated price swings rather than rely on a sustained directional move. It proposes looking for assets with substantial price ranges and restrained cumulative…
This installment analyzes the structure and selected mechanics of the LeeksReaper cryptocurrency trading strategy. It describes a polling loop that repeatedly updates recent trades, order-book data, account balances, and a short series of prices. The…
This introductory article describes a backtesting setup for European Bitcoin options on Deribit and explains how option contracts are identified by underlying asset, expiry, strike, and call or put type. It presents a short call combined first with a long…
This document explains cross-exchange arbitrage that seeks to profit when the same cryptocurrency has different prices on two exchanges. The basic method compares one venue’s ask with another’s bid, buys on the cheaper venue, and sells on the dearer one. It…
This guide extends a market data collector so FMZ’s backtest system can request historical bars from a custom source. The collector stores exchange K-line data in MongoDB while a small HTTP service runs alongside it. When the backtester requests data for a…
This installment proposes a two-part system for copying futures position changes from a leader account to follower accounts. A template library is embedded in the leader’s existing strategy to monitor long and short position amounts; when it detects a…
This guide explains how to route TradingView alerts to an FMZ trading bot through FMZ’s extended API. The proposed flow uses the CommandRobot interface to send a command string to a running bot, which checks for new commands and places spot or futures…
The article introduces volume-weighted indices and contrasts them with value-weighted and equally weighted approaches. It then presents a digital-asset futures strategy expressed in a trading language, combining a moving-average direction filter with…
This article demonstrates two simple strategies on the WOOFi and EdgeX decentralized exchanges. The WOOFi prototype refreshes order book and position data, uses ATR to set order spacing, and places layered orders on both sides of the market. Its order logic…
This article describes a workflow for finding tokens held across wallets associated with early holders of a successful BSC project. It automates the manual process of collecting top holders, excluding labeled institutions and large project wallets, querying…
This tutorial outlines a JavaScript monitor for recent transfers between Binance account wallets. It queries the exchange's transfer-history endpoint for each defined transfer direction, compares returned timestamps with the most recently recorded timestamp…
The document introduces option sensitivities—delta, gamma, theta, and vega—and describes a delta-neutral options strategy using futures to hedge Deribit option exposure. A long call, for example, is initially offset with a short futures position. As the…
This introduction contrasts subjective trading, where a trader interprets signals and may change methods after losses, with quantitative trading, where rules are applied consistently and strategies are evaluated with historical data. It presents…
The document explains how to combine existing candles into a larger target interval when an exchange or data source does not provide that interval. Its example infers the source interval from the final two records, checks that the requested interval is an…
This tutorial explains how to configure parameters for My Language strategies and how the platform presents backtests and live runs. Using a Dual Thrust example, it notes that editor parameters are available directly to the strategy and describes setting a…
The article outlines a crypto investing assistant that combines periodic market-data collection, AI-generated analysis, human approval, and exchange execution. Its example applies dollar-cost averaging to spot purchases, adjusting the baseline contribution…
This introductory course explains quantitative trading as the use of rules, data, and computation to research and execute investment decisions. It contrasts systematic execution with discretionary judgment, while emphasizing that automation is a tool and…
This article describes a crypto market-making strategy that places buy and sell limit orders on opposite sides of a calculated mid-price. It explains how a price range and minimum step determine quote offsets, how the strategy submits paired orders, and how…
This article outlines a market-neutral funding-rate strategy: hold spot while shorting a perpetual futures contract, aiming to collect funding when the rate is positive. It explains how funding payments are intended to keep perpetual prices near spot and…
This article describes a quantitative prediction workflow that turns each recent candlestick window into a tabular sample for TabFM, a foundation model for tabular data. Each row contains OHLCV values from completed bars, arranged as lagged fields, and the…
This document presents a strategy that combines exponential moving averages with the relative strength index (RSI) for commodity futures and digital assets. Its premise is that moving averages can help identify trend direction, while RSI can contribute…
This tutorial describes FMZ support for interacting with the Tron blockchain, including wallet and node setup, balance queries, account and transaction lookups, TRC20 token checks, and smart contract calls. It explains how Tron addresses and token amounts…
The document compares China’s commodity futures CTP interface with cryptocurrency exchange APIs. It covers historical data availability, communication patterns, market depth and trade reporting, request limits, and operational reliability. CTP generally…
The document explains a daily RangeBreak method that sets upper and lower entry thresholds around the day’s opening price using the previous session’s high-to-low range multiplied by a tunable factor. A move above the upper boundary triggers a long entry,…