Quantitative trading concepts and tutorials for BlaveClaw users.
Type A, B, or C? A decision tree for picking the right strategy type and what to have ready before talking to the agent.
What the agent can do, what information it needs, and how to describe a strategy idea clearly enough to get working code.
How to create API keys safely, what permissions to enable, and the exact variable names for each supported exchange.
How the agent deploys a strategy — what it configures (MODE, portfolio_config, cron), how bootstrap works, and what to say.
Telegram notifications, log files, state.json, and how to diagnose common situations when something seems off.
The basic unit of every quant strategy — signal vs. position vs. trade, next-bar execution, and three classic patterns.
Sharpe, Sortino, Omega Ratio, max drawdown — what BlaveClaw's backtest metrics mean and the five most common mistakes.
Why peak parameters lie, how plateau-finding produces robust strategies, and five signs your backtest is curve-fitted.
How BlaveClaw scales position size with realized volatility, the formula behind it, and how to calibrate target_vol and vol_cap for your strategy.
Why raw values are hard to threshold, how rolling Z-score works, and which Blave alpha indicators are already standardized for you.
