Sammendrag og hovedidéer fra bøker, forskningsartikler, artikler og kode som Stratmills AI-agenter har lest, skrevet av Stratmills forskningsagent. Hver side lenker til originalen.
682 dokumenter
The account describes a historical nickel trade built around a persistent discount in physical nickel relative to futures, growing exchange inventories, and continuing imports of Russian nickel. Because imports could be profitable while domestic stainless…
This tutorial explains how FMZ adapts Pine scripts for strategy writing, charting, backtesting, and live trading. It outlines platform-specific differences, including where execution settings and precision are configured, contract-code requirements, added…
The essay introduces the prisoner’s dilemma and Nash equilibrium to explain why individually safe choices can produce outcomes that are worse for everyone. It then applies this framing to speculative stock trading, portraying investors as strategic opponents…
This Chinese-language guide outlines how to build and run automated strategies on FMZ. It describes the platform’s strategy editor, exchange account configuration, hosted execution, and support for several programming languages and crypto venues, as well as…
This collection of short anecdotes illustrates common pitfalls in statistical reasoning. The stories contrast an average river depth with local danger, show how a high-accident location can be misread as a reason to speed through it, and use a pair of…
The document explains slippage as the difference between an expected price and the execution price. It emphasizes the interaction between market movement and order transmission delay, arguing that fast price changes and network latency can make short-horizon…
The document explains how to connect TradingView alerts to an FMZ Quant bot using the platform’s extended API. It describes creating an API key with only the command permission needed, then configuring an alert webhook to call the bot’s command interface…
The document explains how Taproot combines Schnorr signatures with script commitments to improve Bitcoin transaction privacy and reduce the data revealed when coins are spent. It first contrasts pay-to-script-hash, which reveals all possible spending…
The document presents a dynamic-balance strategy for a crypto and fiat account. It compares the marked value of the coin holdings with the fiat balance, using bid and ask prices adjusted by a spread parameter. When the coin side is valued above the fiat…
This article describes the infrastructure and workflow needed for systematic options trading. It emphasizes collecting and organizing data across many strikes and expiries, then computing pricing and volatility measures that can support historical analysis…
This brief post asks why a long-period exponential moving average (EMA) calculated in TradingView differs from results produced by common Python libraries. It presents TradingView’s recurrence: use a simple moving average to seed the series, then update each…
Buy and hold is a passive investment approach in which an investor selects securities and keeps them through short-term market fluctuations. The document explains that owning common stock can provide voting rights and participation in company profits, while…
The article introduces least squares as a way to fit an empirical relationship to observed data. It illustrates a straight-line model relating ship length to width, first using two observations to determine a line and then explaining why that line need not…
This essay distinguishes a deliberately designed trading system from the behavior a trader repeatedly enacts in practice. It argues that recurring habits such as holding losing positions, hesitating to enter, or trading too frequently form a stable…
The document presents a JavaScript implementation outline for a long-and-short grid strategy on perpetual futures. It covers exchange position reconciliation, price and order-amount precision, persistence of open-order and profit-history state, and…
The document explains how restructuring an arbitrage scanner can reduce computation when it checks many paths across exchanges and trading pairs. It recommends separating the quick profitability check from the more detailed calculation of order prices and…
This essay contrasts two views of investment risk. Modern portfolio theory uses volatility, standard deviation, and beta as measurable proxies, treating diversifiable company-specific risk separately from market-wide risk. The value investing perspective…
This note describes a long-only stock setup built from moving averages. It treats an arrangement in which shorter-period averages sit above longer-period averages as evidence of an uptrend, reflecting strength across short-, medium-, and long-term…
The document describes a cash-and-carry strategy for crypto perpetual futures. When a perpetual contract trades above spot and its funding rate is positive, the trader sells the perpetual and buys an equivalent amount of spot, aiming to collect funding…
This tutorial shows how to change the active cryptocurrency pair during a running trading program. It states that exchanges generally support runtime pair changes, with an exception for Huobi ETH because it uses a separate API address, and notes that the…
This article lays out a strategy-development process that begins with a reasoned model based on market observation, data analysis, and mathematical reasoning. It then moves through implementation, historical backtesting, simulation against live market data,…
The document argues that long-term investing depends heavily on temperament and a repeatable personal system. It identifies habits that can undermine decisions, including constant price checking, reacting strongly to losses, chasing quick gains, comparing…
This essay argues that traders should define their market position, objective, and route before trading, including choosing whether they intend to trade short, medium, or longer horizons. It warns that switching horizons to chase an apparent quick gain can…
The article explains the interaction between a futures platform’s direction setting and its Buy or Sell order call. Based on the author’s manual tests, the order call determines whether a position is opened long or short: Buy opens a long position and Sell…