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
This article explains the design of a C++ strategy for hedging the calendar spread between near and deferred cryptocurrency futures contracts. It outlines the basic position logic: when the spread is positive, it sells the deferred contract and buys the…
The article compares two ways of selecting cryptocurrencies for a weekly basket: the 20 lowest unit prices and the 10 lowest market values. For the market-value calculation, it estimates value using total supply and price, and limits the analysis to coins…
This article outlines an automated workflow for turning a written trading hypothesis into a preliminary factor test. A user submits an idea through messaging; an AI model translates it into JavaScript, the workflow retrieves cryptocurrency data, checks data…
This tutorial explains how to retrieve a specified number of historical bars when an exchange API limits the amount returned by a single request. Its example targets Binance futures: map supported bar durations to exchange intervals, request successive time…
This article describes two simulated workflows connecting AI-Trader, a cloud agent runtime, and FMZ. In one direction, an agent reads a live FMZ strategy’s output through MCP and publishes a corresponding signal to the signal platform. In the other, it…
This article demonstrates how to use ChatGPT inside FMZ’s strategy editor to help design, explain, and refine trading code. Its worked example combines one-minute bars into longer minute-based bars by grouping records into time intervals and aggregating…
This article argues that a trading strategy should explain both the source of its expected return and the risks that could prevent it from earning that return. It uses a hypothetical short-horizon crypto signal based on reconstructing how one exchange…
The author describes a daily-oriented ETH spot strategy that combines three chart horizons: a larger interval for market direction, a middle interval for the active trading regime, and a smaller interval for stop signals. Suggested horizons vary with trading…
This tutorial shows how FMZ’s JavaScript thread functions can run user-defined tasks concurrently with a strategy’s main loop. Its examples cover a worker that repeatedly requests ticker data and passes updates to the main thread, as well as workers launched…
This article explains box theory as a way to identify support and resistance from recent price ranges. It defines support as the lowest closing price over a lookback period and resistance as the highest, then treats a break above or below the range as a…
This platform tutorial describes ways to build customized trading strategies beyond a platform’s standard exchange interface. It covers reading raw REST responses, querying public endpoints, and using authenticated API calls for operations that are not…
This tutorial outlines a monitor for a Curve stablecoin pool that compares a token’s implied exchange value with an assumed acquisition cost. It reads token metadata and wallet balances from the pool and token contracts, estimates the output for a proposed…
This article explains two signals derived from limit order books: volume imbalance at the best bid and ask, and order flow imbalance based on changes in displayed size and quote prices. The first compares the quantities resting at the best buy and sell…
The article describes adapting an older high-frequency futures strategy for Lighter, a decentralized exchange that the author says offered zero trading fees to ordinary users at the time. It explains account setup at a high level, including signing-key and…
This tutorial outlines the design of a simple crypto spot grid with a fixed price gap between adjacent levels, market orders, and levels extending above and below a starting price. It first frames requirements, then represents each grid level as a price…
The document introduces a trading terminal designed to manage several exchange accounts and markets from one customizable screen. Users can bind exchange and trading-pair modules into groups, arrange market data, order books, account and position information…
This platform guide describes a visual, node-based workflow for connecting market data, external information, analysis, decision logic, and trade execution. It outlines node categories for AI analysis and agents, data transformation, flow control, custom…
This research prototype separates a long-only grid’s entry and exit rules from its total capital budget. A trend filter permits new buys only in a bullish regime; ATR and transaction-cost estimates set grid spacing, and each filled batch keeps a target based…
This beginner guide surveys six crypto approaches: long-term holding, intraday trading, scalping, swing trading, RSI-based trading, and avoiding pump-and-dump groups. It presents dollar-cost averaging as a way to spread purchases over time, and describes…
The article explains crypto execution through three layers: a macro trader schedules child orders over time, a micro trader chooses order type and price, and a smart router distributes orders across exchanges. It describes market impact, thin liquidity,…
This article surveys execution algorithms, market making, and crypto market microstructure. It divides execution into scheduling parent orders over time, choosing market or limit orders for each child order, and routing orders across venues. VWAP, TWAP, and…
The article explains how to translate a SuperTrend indicator into a rule-based trading system. It first derives true range from the current high and low and the previous close, then smooths true range into ATR. The midpoint of each bar, adjusted by a…
This article studies whether crypto assets that move more closely with Bitcoin perform differently from less correlated coins. It explains Pearson correlation as a measure of linear co-movement, then describes collecting four-hour Binance futures prices for…
The article presents a dashboard approach to assessing Bitcoin and broader crypto market conditions. It groups indicators into macro supply and market capitalization, capital flows, exchange balances, derivatives positioning, and on-chain or miner measures.…