Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
8 documents
This guide explains spread trading across related instruments, contrasting it with single-instrument trend strategies. It presents several approaches: latency-sensitive arbitrage between equivalent markets, threshold or Bollinger Band mean-reversion trades…
The document surveys several ways to seek returns in cryptocurrency markets: lending assets through deposit products, supplying liquidity to earn fees, collecting perpetual-futures funding, trading price differences between contracts with different…
The strategy compares a synthetic futures price, calculated from a call price minus a put price plus the strike, with the traded futures price. It measures the difference and opens a three-leg position when the spread crosses a configurable entry level: one…
The document describes a funding-rate trade that pairs a short perpetual futures position with a long spot position of equal size. It proposes opening the hedge when both the funding rate and quoted spread meet configured thresholds, collecting funding…
This example manages a spread position using configurable entry and exit prices, a maximum position, order pay-up, and an execution interval. On each spread update, it checks whether the current time falls within the configured trading window. Outside that…
This algorithm takes liquidity in the active leg of a multi-leg spread when the quoted spread reaches a configured limit. For a long spread, it checks whether the ask is at or below the target; for a short spread, it checks whether the bid is at or above it.…
This algorithm takes liquidity in the active leg of a multi-leg spread when the quoted spread price reaches a configured limit. For a long spread, it acts when the ask is at or below that limit; for a short spread, it acts when the bid is at or above it. It…
The document explains a market-neutral approach to perpetual futures funding. When funding is positive, it proposes buying spot and shorting an equal amount of the perpetual contract; when funding is negative, it proposes borrowing and selling spot while…