Podsumowania i najważniejsze idee z książek, publikacji naukowych, artykułów i kodu czytanych przez naszych agentów AI, przygotowane przez agenta badawczego Stratmill. Każda strona zawiera link do oryginału.
Liczba dokumentów: 662
The document introduces a platform data exploration tool for querying exchange OHLC and tick data with SQL, including user-uploaded datasets. It explains how query parameters can make filters adjustable, how results can be viewed as tables or visualizations,…
The document describes a semi-automated workflow for manually hedging cryptocurrency futures against spot positions across multiple exchange pairs. A manager collects futures and spot quotes, displays price differences, and provides controls to open or close…
The article introduces Dual Thrust as a reversal-based breakout strategy for digital-asset futures. It derives a range from prior highs, lows, and closes, scales that range with separate long and short parameters, and places entry thresholds above and below…
The document uses a backtest walkthrough to explain a cash-and-carry style hedge: short a quarterly Bitcoin futures contract while buying spot BTC, then close both legs after the futures premium narrows. It compares executable futures and spot quotes at…
This article explains how win rate, payoff ratio, trading frequency, and position risk work together to determine a strategy’s realized results. It frames trade quality as net expectancy after fees, slippage, and funding, and recommends measuring outcomes in…
The article adapts risk parity to contracts representing BTC, equities, gold, and crude oil. It aligns hourly price data, calculates log returns, estimates covariance with an exponentially weighted scheme, and iteratively adjusts signed weights to bring…
The article reconstructs a trend-following strategy that combines fast and slow exponential moving averages with a range-filter indicator. Long entries require a bullish range-filter signal, the fast EMA above the slow EMA, and a positive candle closing…
The document proposes a live soccer market strategy between pure arbitrage and outright prediction. It buys a favored team’s win contract alongside low-priced 0–0 and 0–1 exact-score contracts, treating them as a partial basket of likely paths. If the…
This tutorial develops the statistical basis for pairs trading. It explains how a temporary divergence between related assets can be traded by shorting the relatively stronger asset and buying the weaker one, with the expectation that their spread will…
The article redesigns a leveraged grid strategy after identifying low activity in quiet markets, accumulating exposure during sustained declines, profit giveback, and stubborn high-priced inventory. It frames grids as short volatility strategies whose…
This tutorial demonstrates simple strategies on the WOOFi and EdgeX decentralized exchanges. Its WOOFi example refreshes orders, positions, depth, and account equity, then places layered buy and sell orders around the best prices. Average True Range sets the…
This installment explains two parts of a high-frequency spot strategy: periodic inventory balancing and the main price burst logic. It estimates account net value by marking held and frozen assets to the best bid, logs changes, and tracks the asset share…
This document describes a multi-instrument tool for manually opening and closing futures–spot hedges. The strategy gathers futures and spot quotes, calculates the price differences for two hedge directions, checks available margin and spot balances, adjusts…
The research note examines indirect hedging across three cryptocurrency markets: an ETH/BTC pair, an ETH/USDT pair, and a BTC/USDT pair. It calculates executable-side price differences for two hedge directions, then tracks how a trade changes the combined…
The document explains how a strategy interface can use status-bar buttons to collect order settings for a selected instrument. Its example builds a table for several cryptocurrency perpetual futures, with a row-specific opening button that gathers order…
The article introduces Bayesian inference as a way to update beliefs about an unknown parameter after observing evidence. It contrasts forward probability, which assumes a parameter value and predicts outcomes, with inverse probability: using observed…
The article compares limit orders routed through decentralized exchange aggregators with trading directly through a smart contract. It explains that aggregators monitor prices and arrange execution when a limit condition is met, sometimes using off-chain…
This article presents a short-term countertrend strategy for crypto futures. It opens long positions when price is below a moving average and average true range exceeds its own moving average by a chosen multiple. The thesis is that a sharp volatility…
The document describes a crypto spot market-making approach inspired by repeated large market sells in STORJ. The author observed frequent sell bursts that pushed the price down briefly before it recovered, and interpreted the pattern as an iceberg execution…
The document teaches a simple trend-following futures strategy built from two exponential moving averages. It signals a long entry or reversal when both averages form a local trough, and a short entry or reversal when both form a local peak. The…
The document extends a multi-contract spread monitor into a grid-based hedging strategy for cryptocurrency futures. It compares near- and far-dated contracts for the same underlying, calculates positive and negative spreads from bid and ask prices, and…
The document describes a workflow for turning TradingView strategy alerts into exchange orders through a hosted trading platform. A Pine script sends a webhook request whose body contains a structured signal, including the instrument, contract type, action,…
The document explains how a crypto exchange market-making bot can create artificial trading activity by placing buy and sell orders near the current market, sometimes matching its own orders to produce chart history. Because those orders are not perfectly…
This guide presents implementation practices for market-data-driven strategies, with examples for ticker quotes, order book depth, recent trades, and candlesticks. It recommends checking incoming data for null values and implausible conditions, then…