สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
เอกสาร 682 รายการ
This article explains the event layer of an event-driven trading backtester. It describes an in-memory queue that routes events between system components and defines four event types: market updates trigger strategy evaluation, signals convey a symbol,…
The article describes a discretionary system-building process and a trend-following approach intended to withstand prolonged sideways markets. Its central method uses a higher timeframe to define direction and manage the trailing stop, while a lower…
This installment of an event-driven backtesting series explains how to summarize portfolio performance from an equity curve. It describes three measures: annualized Sharpe ratio, maximum peak-to-trough drawdown, and drawdown duration, defined as the number…
This reflective essay argues that futures traders can reduce impulsive decisions by translating market beliefs into explicit rules. The author recounts repeatedly shorting during an apparent rise, then using a moving average as a directional filter: trade…
This evolving FAQ collects practical notes for building and operating trading strategies on the FMZ platform. It explains why ticker and order-book snapshots can differ, how order queries distinguish unfinished from completed orders, and how contract…
The article introduces cross-period hedging by pairing a short position in one contract with a long position in another. It derives how the difference between the opening and closing spreads determines the combined theoretical profit, assuming the stated…
This outline proposes ten short-term trading triggers, mainly for futures-style markets. It combines order-book behavior, trade flow, price action, volatility, and trader psychology. Suggested signals include abrupt volume and price moves, disappearing…
The study revisits Bitcoin strategies that buy when price reaches a recent high (MAX) or low (MIN), using daily data from late 2015 through August 2024. It examines lookback windows from 10 to 50 days, compares in-sample results with an out-of-sample period…
The document presents a shortened implementation of a grid trading strategy and explains that it condenses a much longer earlier version. The strategy tracks grid levels in a list. As price moves far enough in a chosen direction, it opens a position at the…
This research tests Chinese industry rotation signals based on cross-sectional momentum and valuation. It reports stronger industry momentum over a one-month lookback and compares industries grouped by the percentile of their current valuation relative to…
This note presents an equity selection rule that combines daily amplitude above 1, a MACD condition above zero, and a five-period moving average crossing above a ten-period moving average on weekly data. It frames amplitude as a way to focus on stocks with…
The document explains two ways to inspect HTTP requests sent from a trading bot’s Docker environment while debugging exchange API errors. One method runs a Python packet sniffer with Scapy on the container’s network interface and logs request data. The other…
This compilation introduces C++ storage duration and object lifetime, contrasting automatic local objects, dynamically allocated objects, and static objects. It discusses how copying by value can create temporary objects, why dynamic allocation requires…
The document explains triple tops as potential bearish reversals after three peaks near the same price area, and triple bottoms as potential bullish reversals after three tests of support. A pattern is considered complete when price breaks beyond the latest…
Automated trading systems translate explicit entry, exit, and money-management rules into orders monitored and executed by software. Rules can range from basic indicator conditions to custom strategies, and may specify order type and timing. The article…
The document presents a quantitative trading system as a combination of strategy modules and an overarching capital management layer. It separates trader psychology and the ability to adapt from the system’s operational design, then lays out a strategy…
The document outlines a stock grid strategy that places buy and sell orders at fixed percentage intervals. Its example divides the stock position into ten portions and uses a 5% grid: sell a portion after each rise and buy one after each decline. It…
This tutorial shows how to turn a KDJ indicator rule into a futures trading program using the FMZ Quant C++ framework. It explains the indicator’s RSV, K, D, and J components, then uses the relationship between K and D to generate directional signals: K…
This overview introduces Python libraries used across quantitative trading workflows. It groups tools by task: NumPy for numerical operations, Pandas for structured and time-series data, TA-Lib for technical indicators, and Matplotlib or Plotly for…
The document proposes a spot and futures hedge that places resting orders in separate order books when the spread is attractive. It monitors fills and compares the resulting spot and futures exposures, then opens or closes positions to correct imbalances. As…
This personal-finance article uses addition, subtraction, multiplication, and division as metaphors for managing money. Addition means steadily building savings and financial knowledge. Subtraction means limiting debt and high-risk investments.…
This tutorial explains how to use order retrieval and cancellation APIs to manage unfilled orders. It presents two helper routines: one repeatedly retrieves open orders and cancels all orders, optionally limited to buys or sells; the other cancels every open…
The document explains a high-frequency trading tactic that targets stale quotes left by slower market makers after a sharp price-moving announcement. It distinguishes passive limit orders, which rest in the book, from a market maker’s more aggressive prices…
This example shows a command-driven trading bot that accepts action strings and routes them to spot or futures exchange methods. For futures, it sets the contract type, fetches the ticker, and chooses order direction for opening long or short positions and…