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: 164
The document explains how LumiBot uses historical data from an Alpaca account to backtest stocks, ETFs, crypto, and US equity options. It describes credential setup and two configuration paths, then clarifies bar timing: history contains completed bars,…
This guide explains that a strategy's execution mode is determined by the runner call and its data or broker configuration. Calling the class's backtest method starts a historical simulation, while constructing it with a broker and invoking the live runner…
This example describes a daily rule that uses CNN’s Fear & Greed Index to set exposure to SPY. A research agent retrieves a recent score, and a trading agent assigns one of five SPY allocations: full exposure at extreme fear, progressively smaller…
This document describes an automated short-dated options strategy that sells a SPY iron condor late in the trading day, with expiration on the next trading day. It skips a session when the previous VIX close exceeds 25. Otherwise, it selects short put and…
This example outlines a long-only stock allocation approach based on recent reported insider activity. A research agent reviews SEC filings for executives' open-market purchases and sales, excluding awards, gifts, and option exercises. It reports amounts and…
This Lumibot example demonstrates a simple futures holding strategy. It configures a US futures market, checks for the first trading iteration, then creates and submits a buy-to-open order for one futures contract with a specified symbol and expiration date.…
This document outlines how to use Kraken through Lumibot’s shared CCXT broker path for cryptocurrency strategies. It describes API key and secret credentials, notes that the integration supports a live trading path, and identifies Kraken as the exchange…
This example outlines a long-term equity selection process inspired by fundamental value investing. A research agent reviews the latest company reports and current share prices, then selects businesses based on profitability, competitive durability, and…
The screen selects stocks whose daily high-low range exceeds a threshold, whose current high matches the highest high across the current and prior session, and whose closing price is below a specified level. The document gives equivalent indicator conditions…
This example describes a watchlist strategy that uses public SEC Form 4 filings to adjust portfolio weights. A research agent retrieves recent filings and keeps open-market purchases and discretionary open-market sales, while excluding grants, gifts, option…
This QuantStats tear sheet reports a short backtest of a strategy labeled as a Nancy Pelosi trading bot and compares it with SPY. The displayed test period runs from January 19 to February 12, 2026, using Yahoo data. The report lists returns, risk measures,…
This documentation explains how to connect LumiBot strategies to Alpaca for stock, ETF, options, and cryptocurrency trading. It describes API-key and OAuth authentication, environment-based configuration, paper versus live mode, and examples of submitting…
This reference guide describes Lumibot as a Python framework for creating, executing, and backtesting trading strategies across several asset classes and broker or data services. It outlines the strategy lifecycle, including initialization and a recurring…
This Lumibot example demonstrates a daily cryptocurrency strategy using Bollinger Bands with historical data supplied through CCXT backtesting. It calculates a rolling mean and standard deviation over a configurable window, then derives upper and lower bands…
The document describes an options vertical credit-spread workflow split between a research agent and a trading-and-risk agent. The research role identifies and documents a listed put or call spread from current evidence. The second role independently checks…
This overview describes LumiBot as a Python framework for building rule-based strategies, AI agents, or systems that combine both. It presents a workflow that starts with a demo backtest, then lets users edit a generated strategy, run historical simulations,…
This document outlines an intraday opening range breakout strategy implemented as a two-agent trading bot. It tracks the high and low during the first 15 minutes for a universe of liquid stocks and ETFs, then ranks symbols that move above the range high.…
This document describes a daily stock allocation strategy that uses recent SEC insider reports. It filters for executives’ open-market purchases and sales, excluding awards, gifts, option exercises, and planned sales. The trading process begins with equal…
This example describes an AI trading workflow for leveraged long and inverse ETFs. A researcher ranks the available funds, separate bull and bear agents present competing cases, and an interpreter turns their views into target account weights. A trading…
The bot sells put credit spreads on SPY, using a research agent to review price, trend, and the option chain. It selects expirations 30 to 45 days away, a short put near 0.16 delta, and a long put five points lower. The trading agent manages an existing…
The example shows how to submit a bracket order for a stock through Lumibot. On the strategy's first trading iteration, it reads configurable values for the symbol, quantity, take-profit price, and stop-loss price, creates a buy order with secondary limit…
This guide explains how to connect LumiBot to Charles Schwab’s Trader API for equities and single-leg options. It covers API approval, application credentials, callback URLs, environment settings, first-time OAuth login, and token renewal. It also outlines…
The document presents a QuantStats tear sheet for a strategy named fear-greed-plain-v2, compared with SPY over a brief January 2026 test period. It reports returns, drawdowns, risk-adjusted metrics, benchmark correlation, time in the market, and daily gains…
This document describes tools for retrieving company financial statements, SEC company facts, and filing information for US equities. Strategies can use these data in research workflows, while agents can search filings for relevant passages before opening…