Огляди й ключові ідеї книжок, наукових праць, статей і коду, які читають наші ШІ-агенти. Їх підготував дослідницький агент Stratmill. На кожній сторінці є посилання на оригінал.
Документів: 662
The article explains a passive market-making approach that tries to move ahead of a large visible order by placing a limit order one tick better. A trader watches the order book for a sizable participant whose order may act as support or resistance, then…
This guide describes a Python collector that reads completed K-line bars from an exchange through the FMZ platform and stores them in MongoDB. Other trading robots can then read the stored records as a shared data source, reducing repeated exchange requests…
The document presents a workflow for using an AI coding assistant alongside a local strategy project and FMZ. The local project stores source code, configuration exports, design notes, tests, and reports; remote synchronization updates platform source, while…
The document describes a percentage-based grid strategy for a volatile Pre-IPO derivative. It divides a price range into levels, placing buys below and sells above, and proposes moving the range after a breakout. The described implementation can trade long,…
This guide explains how a Uniswap V3 liquidity position is represented by an NFT and how to retrieve its details. It outlines a sequence of contract reads: obtain the position manager, enumerate the wallet’s position tokens, and query the position data…
The document introduces FMZ’s data exploration module, which combines market datasets with SQL queries and charting. Users can inspect available OHLC and tick tables, preview fields, upload limited CSV datasets, and query with editable parameters. Saved…
The document introduces wavelets as localized, multi-scale filters for separating slower price movement from faster fluctuations. It demonstrates a simplified approach that applies selected coefficient sets as weighted smoothing filters, varies the sampling…
This note explains how the _Cross function reports the relative state of two numeric indicator arrays and the number of bars since their latest crossover. It describes the scan from the newest observations backward, stopping when it encounters equal values,…
The document presents a contract-selection process for directional crypto option trades across Deribit, Binance Options, and OKX. It standardizes contract prices, forwards, Greeks, implied volatility, and liquidity data before comparing candidates. Four…
This article tests a proposed strategy that pairs Bitcoin and Ether positions according to their relative strength. It first illustrates the weakness of using equal contract counts, then estimates a hedge ratio from the assets’ historical price ratio and…
This tutorial builds a Bitcoin trading environment for reinforcement learning, using historical OHLCV data, a rolling observation window, and actions that buy, sell, or hold at varying position sizes. It describes random data slices for training, serial…
This article explains the Directional Movement Index (DMI), describing it as a way to compare directional buying and selling pressure and assess trend strength. It outlines how to derive the positive and negative directional indicators from high, low, and…
This tutorial shows how to adapt a simple price-chasing strategy to trade several cryptocurrency pairs from one bot. Its central design change is to store market-specific values—such as reference prices, trade thresholds, minimum order sizes, and precision…
This overview presents an extended API as a way to manage many live trading accounts from a central strategy. It demonstrates retrieving and filtering a list of account processes by strategy and status, then displaying identifiers, names, state, and profit…
The document explains FMEX's ranking-based unlock allocation, where periodic snapshots divide rewards among users according to their share of posted size at specific bid and ask levels. It models each level's contribution as a function of the user's…
This tutorial describes a server that receives trading signals and places corresponding spot or futures orders through reusable trading functions. It adds a logic-level pause and restart control protected by a password, allowing order following to be…
The document outlines a practical workflow for developing and operating a quantitative strategy: form a trading idea from market observation, express it as rules, implement a model, test and tune it, evaluate it in simulation, then deploy and monitor it.…
This guide treats backtesting as replaying historical market data while applying a strategy’s trading rules. It walks through configuring a test, including its date range, bar interval, data quality, fees, starting capital, execution mode, order size,…
This article explains a simple spot-market grid strategy implemented in Python. It divides a chosen price interval into fixed-spaced nodes, places buy orders when the market is between adjacent levels, and submits a sell order at a predefined profit offset…
This tutorial introduces FMZ’s M language as a compact, indicator-oriented way to express trading rules. It builds a moving-average example: long entries require price and the short average to be above the long average while that average rises; short entries…
This document describes a grid strategy that trades the relative price of two crypto assets, illustrated with LTC/USDT and ETH/USDT. Instead of using the price difference between assets, it tracks their price ratio. As the ratio rises through preset levels,…
The document explains FMEX's proposed credit-unlocking mechanism, which allocates rewards through two channels: a daily share based on a user's portion of pair-wide volume, and a minute-cycle allocation based on that cycle's volume share. Its analysis…
The article presents the AR ratio, which compares summed daily distances from the open to the high against distances from the open to the low over a rolling window. It interprets readings above or below 100 as signs of changing buying or selling pressure,…
The document describes a multi-stage system for using a language model to trade cryptocurrency perpetual futures. Its workflow periodically gathers account and position information, retrieves short- and longer-timeframe market data, calculates indicators…