Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
662 documentos
This teaching example describes a spot strategy that aims to keep the account’s balance currency and valuation currency equal in value. It calculates paired buy and sell limit orders around the current account holdings, using a configurable distance from the…
This overview sketches several automated crypto strategies. Its main examples are funding-rate arbitrage, which pairs a short perpetual futures position with a spot long to seek funding income, and spot grid trading, which places paired buy and sell levels…
This experimental crypto strategy combines short- and long-period exponential moving average crossovers with sentiment analysis of recent RSS news. It filters headlines to a recent time window, packages news, crossover direction, and current position…
This article outlines a way to use the TabFM tabular foundation model for short-horizon market prediction. It converts completed OHLCV candles into fixed-length lagged rows, scales prices relative to the latest close in each window, and scales volume against…
This overview describes FMZ Quant API changes intended to simplify strategies that handle multiple products. It introduces bulk ticker retrieval, explicit-symbol order placement, historical order queries, and position retrieval across a product or contract…
This tutorial shows how to build a multi-asset cryptocurrency strategy framework using exchange-wide ticker endpoints. It compares aggregated market data from Binance futures and Huobi spot, whose response schemas and field names differ, then normalizes…
This article presents FMZ's editor integration with ChatGPT as a way to help users design, explain, and refine quantitative trading code. Its worked example asks for a JavaScript function that aggregates one-minute market bars into bars of a chosen minute…
This guide explains how FMZ strategy interface parameters and live interactive controls can be configured for trading programs. It covers numeric, Boolean, string, dropdown, and encrypted string parameters, including component options such as time and color…
This tutorial ports a simple single-exchange cryptocurrency rebalancing strategy from JavaScript to Python for the FMZ platform. It describes a portfolio split between cash and a coin: when their relative values diverge beyond a threshold, the strategy buys…
This beginner-oriented article outlines a cross-sectional factor research workflow using hourly Binance USDT perpetual futures data. It describes collecting price, volume, trade-count, and taker-buy information across many contracts, then forming candidate…
The strategy combines a moving-average trend filter and a daily price band with staged profit-taking and fixed stop-loss rules. Long entries require the close to exceed the upper band while that band sits above the moving average; short entries use the…
This document presents a pivot-point framework for interpreting intraday price action. It calculates a central pivot from the prior session’s high, low, and close, then derives support and resistance levels around it, including intermediate levels. The…
The article translates a three-part investing framework—cash flow, core assets, and alpha—into a rules-based crypto system. It assigns a reserve floor to protect a cash buffer, dollar-cost averaging (DCA) to accumulate core holdings without selling, and a…
This article recounts using ClawdBot with the FMZ platform to turn a plain-language dual moving average idea into a strategy, run a backtest, debug an error, and document the development process. The initial example uses a fast and slow moving average…
The document argues that trading opposite positions across two exchanges cannot reliably move value from one account to another. Its central reasoning is that if a strategy can produce a stable loss at one venue and gain at another, the losing venue should…
This article presents a rolling framework for selecting crypto perpetual contracts and assigning each selected token its own dual moving average parameters. It first takes the highest-volume USDT perpetual symbols, then backtests multiple fast and slow…
The article explains how to build a new-pool monitor for Robinhood Chain using FMZ and the network’s EVM-compatible JSON-RPC interface. It describes querying the Uniswap V4 PoolManager for Initialize events with eth_getLogs, then decoding pool identifiers,…
The document presents a Python port of an iceberg execution strategy for gradually buying or selling a target amount. It splits a larger order into smaller orders near a configurable distance from the best bid or ask, varies each order's size randomly around…
This tutorial explains the Directional Movement Index (DMI), including its four lines: positive and negative directional indicators (DI+ and DI−), ADX, and ADXR. It describes an implementation assembled from directional indicator series, a smoothed…
The article outlines a crypto perpetual-futures strategy that combines short-term trend detection with market making. It first evaluates recent trade flow, order size and frequency, spread, and average transaction prices, then uses order-book depth to choose…
The document reviews six ways to manage exits in a crypto rotation strategy that selects liquid coins, assesses trends with moving averages, and combines technical and news signals. It covers a peak-based trailing stop, profit-tiered stops, a fixed loss…
This article describes a single-asset trading system that cycles through market sensing, decision-making, execution, trade review, and playbook updates. It structures technical indicators and cached news for an AI model, which returns a directional signal…
This article presents a modified high-frequency crypto strategy for a single-direction perpetual contract. It builds a short-term reference price from several levels of the order book, tracks recent trade volume, and compares the latest reference price with…
This article outlines a workflow for finding and trading funding-rate differences between perpetual futures on multiple crypto exchanges. It explains the basic hedge: short where the funding rate is higher and go long where it is lower, aiming to collect the…