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.
456 documents
The document examines Bitcoin return distributions and volatility, then outlines a modeling workflow using ARMA for returns and EGARCH for conditional volatility. It calculates log returns from closing prices and discusses descriptive statistics, quantile…
The article explains Kaufman’s Adaptive Moving Average (KAMA), which adjusts its responsiveness according to an efficiency ratio derived from net price direction relative to total price movement. The ratio is intended to be low in choppy markets and high in…
This tutorial shows how to adapt FMZ’s futures-oriented interface for basic cryptocurrency options operations on Deribit. It introduces expiration, strike, premium, and call versus put concepts, and notes that options may have wider bid–ask spreads and…
The document presents a trend-following strategy that combines two exponential moving averages with an RSI oscillator. It frames the moving averages as a way to identify direction and uses RSI threshold crossovers to time entries, aiming to avoid relying on…
This account of an automated liquidity provision strategy focuses on the practical risks that emerged while moving from simulation to live trading on V3 and V4 pools. Early trades encountered tokens that could not be sold or pools whose liquidity disappeared…
This guide describes the FMZ mobile trading terminal, which connects to exchange APIs through a deployed Docker process. It covers exchange and market selection, order controls, depth and asset views, and compact or expanded candlestick charts. Developers…
This implementation guide describes connecting FMZ’s Web3 Tron exchange object to SunSwap V3. It outlines address format conversion, batching contract reads, enumerating pools, querying pool prices and token balances, estimating swap output through routing,…
The document presents a channel strategy for crypto futures that combines a moving average with average true range. An upper band is formed by adding a multiple of ATR to the moving average, while a lower band subtracts it. The strategy enters positions when…
The document distinguishes conventional market making, which seeks spread income by quoting different bid and ask prices, from a volume-boosting self-matching approach. In the latter, buy and sell orders are posted at the same price to generate trading…
This article describes an AI-assisted crypto trading workflow that combines scheduled market analysis with human approval before routine purchases. Its demonstration strategy is dollar-cost averaging: a base amount is adjusted between zero and twice that…
The article maps a three-part wealth-building concept—cash flow, core assets, and alpha—to a set of automated crypto trading components. It proposes a reserve floor to help avoid selling core holdings, scheduled dollar-cost averaging to accumulate those…
This guide walks through programmatic access to Hyperliquid spot and perpetual markets through the FMZ platform. It covers connecting a wallet, configuring a proxy wallet, distinguishing mainnet from testnet settings, and querying market metadata, order…
This brief note examines how trading fees affect the spread available to a triangular hedging strategy. It points readers to two research notebooks: one using the default fee setting and another adjusted for a different fee rate. Its central lesson is that…
This strategy switches between range and trend rules using the Choppiness Measurement Index (CMI). When CMI is below 20, it treats the market as oscillating and uses stochastic K and D conditions to open or reverse positions. When CMI is at least 20, it…
This note presents a rudimentary BTC futures strategy prototype that monitors order books on two exchanges. When the bid on one venue exceeds the ask on the other by a specified spread, the example opens a short on the first exchange and a long on the…
The article explains On Balance Volume (OBV), which cumulatively adds volume when a bar closes above the prior close, subtracts it when the close is lower, and leaves the value unchanged on a tie. It interprets OBV as a way to view volume direction and…
This beginner tutorial outlines how to build a simple spot grid strategy for a cryptocurrency pair. It begins by defining the intended behavior: use equally spaced price levels around a starting point, allow the grid to extend in both directions, and place…
The article describes using a grid strategy to trade crypto products linked to private companies ahead of public listings. It distinguishes perpetual contracts, tokenized claims, and synthetic subscription tokens, and emphasizes that these products do not…
The article describes a taker-style spot arbitrage method for capturing temporary price gaps across crypto exchanges. It proposes fetching order books concurrently, combining eligible ask and bid levels, and ranking them after adjusting prices for exchange…
This annotated strategy explanation describes a crypto futures system that opens an initial position, places a take-profit order, and monitors for either a profitable exit or a stop-loss trigger. When the stop is reached, it cancels outstanding orders,…
The document outlines a Python framework for running a strategy across several crypto perpetual contracts. It organizes account, position, order, precision, timing, and ticker data in shared structures, then describes functions for retrieving exchange…
The article describes a workflow for finding tokens held across wallets associated with holders of a successful project. It automates collection of leading BSC token holders, filters out likely institutions and large project wallets, queries remaining…
This article discusses how to structure instructions for AI-assisted crypto trading. It argues that prompts should provide current market inputs, account constraints, trading history, and a required output format, then describes a two-layer setup separating…
The article modifies the spot-oriented LeeksReaper design for Binance USDT perpetual contracts, where positions use a one-way mode. It retains a short-term price breakout signal: a weighted order-book price series is compared with recent highs and lows, and…