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.
682 documentos
The document explains a short-horizon market-making tactic that seeks exchange rebates when quoting in a stock with a narrow bid–ask spread. A market maker first sells at the ask, then moves its quotes up by one price increment and waits for a buy at the…
This essay presents general principles for trading and investing: research the economy and business conditions, wait for suitable market opportunities, protect capital, and keep expectations realistic. It stresses that sound fundamentals do not by themselves…
The document explains how Gate.io’s peer-to-peer lending market can support borrowing stablecoins or other cryptocurrencies against collateral. Borrowed coins can fund a leveraged long position or be sold to create a spot short; the text also contrasts this…
This FMZ Pine Script reference describes script structure, declarations, indentation, comments, and time-series behavior. It explains how historical values are accessed, illustrates calculations over bars, and discusses limits on historical references. It…
This essay challenges common claims about government money creation, bank reserves, public debt, quantitative easing, inflation, interest rates, and the Federal Reserve. It argues that commercial bank lending creates much of the money supply, reserves remain…
The document describes a way to retain Ether exposure for a possible fork token distribution while reducing exposure to changes in Ether’s market price. The proposed position pairs a spot Ether purchase with a sale of an Ether futures contract. It suggests…
The document presents a discretionary framework that combines broad market assessment with decisions about individual positions. Before trading, a trader reviews trend direction and maturity across daily, weekly, and monthly charts, possible reversal or…
The post describes a crypto strategy that combines signals from the SSL Hybrid indicator with Stochastic RSI. It uses SSL Hybrid’s exit-line crossovers as directional triggers: an upward crossover can initiate a long trade when both Stochastic RSI lines are…
This post raises a troubleshooting question about discrepancies between Bollinger Bands calculated with a platform’s TA.BOLL function and bands displayed on a chart. The example uses 20-period bands with a multiplier of two on one-minute data. Logged…
The document describes a reproducible process for building a U.S. equity symbol master from Nasdaq Trader’s listed-symbol directory. It parses the pipe-delimited file, checks for expected fields, removes rows marked as test issues, and saves the cleaned…
This example applies a linear support vector machine to classify each new bar’s next close-to-close movement as upward, downward, or relatively flat. It builds training examples from historical bar open and close prices, labels each example according to…
This example describes a futures strategy that tracks the highest high and lowest low over 50 bars. When flat, it enters long above the range high or short below the range low. It closes a long if price falls below the range midpoint, and closes a short if…
The document explains funding payments as a mechanism used by perpetual futures to help keep contract prices anchored to spot when there is no expiry and settlement. It describes the usual payment direction: when funding is positive, longs pay shorts; when…
This platform note lists operating details for Bybit futures bots, including the API environments, contract denomination, minimum order size, settlement and quote currencies, margin rates, and supported coins. It also describes how leverage settings interact…
The document explains why a strategy’s maximum capital capacity cannot be calculated from backtest returns and volatility alone. Capacity depends on the strategy’s logic and trading frequency, the liquidity and order book depth of its instruments, the size…
The document records a Binance futures buy order rejected with an error stating that the submitted price did not increase by the required tick size. The accompanying function reads the latest traded price, applies a small upward adjustment, calculates a…
The article explains how to inspect market-order results from a simulated BTC/USDT account using an exchange debugging tool and the Wex order history. In its examples, the standard average-price field is zero, while the first fill detail contains the…
The article uses binomial price paths to explain how adding to positions changes the distribution of trade outcomes. In a fair random walk with zero expected return, it shows that both adding in the direction of the move and adding against it leave expected…
The post describes a user’s issue with a simulated cryptocurrency spot backtest: its performance overview appears to classify buys as idle periods and does not record sells. The sample strategy uses a moving-average crossover, tracks position state with a…
The author argues that strategies depend on market behaviors that are not stable over time. Arbitrage is presented as relying on price differences between venues tending to converge; trend following, grid trading, martingale approaches, and news trading each…
This tutorial explains how to group trading instructions so positions opened by one setup are closed according to that setup’s exit conditions. It distinguishes filtered models, where groups pair distinct entry and exit signals, from unfiltered models, where…
This overview catalogs FMZ platform tools for operating and developing trading bots. It describes bulk starting and stopping, log alerts, persistent bot identifiers, parameter import and export, strategy grouping, editor options, and remote editing. For…
This introductory explanation asks why variance squares deviations from the mean and whether raising deviations to another power would work instead. It uses small sets of shooting scores to show that equal averages can conceal different levels of…
This talk connects volatile Chinese markets with plentiful liquidity, scarce investment assets, and changing market structure. It contrasts China’s active market cycles with the speaker’s account of increasingly competitive US markets, and argues that…