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.
29 documents
This weekly market note links macro conditions, Bitcoin exchange-traded fund flows, spot momentum, and options positioning. It reports that diminishing outflows from one fund and inflows to other funds accompanied a rise in Bitcoin, and discusses the…
This BigQuant forum post describes a custom Python module that runs successfully in AIStudio 3.0 but fails when submitted as a scheduled data task. The example reads the latest stored date, loads a local CSV of Bitfinex symbols, requests newer daily market…
The document describes a daily classification approach for detecting positive momentum, negative momentum, or normal conditions in Bitcoin, Ethereum, and Litecoin. It uses historical prices and technical indicators as features, then compares classifiers…
This podcast summary discusses crypto market structure, decentralized finance, governance, and emerging chain ecosystems. Its trading content centers on automated arbitrage between centralized exchanges: bots use exchange APIs to act on price differences,…
This article presents the 1-2-3 rule as a practical interpretation of Dow Theory’s trend-reversal logic, associated with Victor Sperandeo rather than a term used by Charles Dow himself. For an uptrend, it describes three signs: a trendline break, a rally…
A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…
This review summarizes research spanning equity market microstructure, institutional holdings, crypto momentum, dynamic-graph forecasting, and reinforcement learning for limit-order-book trading. In equities, one study groups trades by their timing relative…
The paper constructs a monthly measure of fear of missing out from three weighted components: a short-term versus long-term moving-average spread, Google search activity for FOMO-related terms, and investor margin-account use. It examines the index over 2004…
This educational article explains a crypto bubble as a rapid price rise driven by investment enthusiasm and expectations of quick gains, followed by the possibility of a sharp decline. It attributes bubble formation to new investors, fear of missing out,…
This research note introduces time-series stationarity as preparation for studying pairs trading in cryptocurrency futures. It explains weak stationarity through stable mean and variance and covariance that depends on the time gap rather than the observation…
The study describes a machine-learning approach for classifying the optimal rebalance frequency of a two-asset portfolio strategy. It uses minute-level prices for 50 Binance crypto assets from 2022 and 2023, forms asset pairs, and groups them by correlation.…
The document describes Panoptic, a decentralized protocol that offers perpetual options linked to Uniswap liquidity pools. It explains how concentrated liquidity ranges can serve as strike selection and how liquidity provision can create option-like…
This description explains a limit-order market-making strategy based on the Avellaneda–Stoikov framework. It sets a reservation price and optimal bid-ask spread using estimated volatility, order-book liquidity, inventory relative to a target allocation, the…
This meetup summary collects questions and answers on quantitative research, strategy development, and live trading. It points readers toward factor analysis, information coefficient interpretation, portfolio performance assessment, and resampling data to…
This article introduces Algorand as a smart-contract blockchain and explains its pure proof-of-stake consensus. Block creation uses a proposer-selection stage followed by a vote from randomly selected token holders; the article argues that stake-weighted…
This Chinese-language guide compares three configurations for a trading bot called “Wind Following”: a classic two-sided mode, a custom-multiple long-only mode, and a fast-entry, fast-exit long-only mode. It gives suggested account sizes, per-coin…
The study applies machine learning to estimate an optimal rebalancing frequency for pairs trading. It uses minute-level prices for 50 large cryptocurrencies from Binance during 2022 and 2023. For each asset pair, a simulated pairs-trading algorithm…
This guide surveys data services that researchers and developers might use for market quotes and historical bars. It discusses Google Finance, Finnhub, iTick, and Bloomberg, describing their stated coverage across assets such as stocks, currencies, indices,…
This guide walks through preparing an XRP Ledger account for use with Hummingbot, importing the account into a wallet app, connecting the connector, and checking balances. It also describes editing connector settings to use custom markets or node endpoints.…
This quarterly review surveys crypto market developments in early 2024, including Bitcoin spot ETF flows, Ethereum’s EIP-4844 upgrade, memecoin activity, real-world asset tokens, and regulatory changes. It combines token performance and exchange volume…
The article describes a research workflow that pairs a language model’s reading of crypto news with live exchange data. The agent identifies token mentions, retrieves current prices and four-hour candles, and can consult order books when warranted. It then…
This document explains a reverse-doubling strategy designed for an older crypto-margined futures venue. It focuses on the strategy’s control flow: open a position, place take-profit orders, monitor both profit-taking and reverse stop triggers, cancel…
This study examines Bitcoin risk using high-frequency returns and realized variance, with particular attention to jumps and their role in forecasting. It finds that conventional jump measures can be biased by frequent, extended price moves. Threshold-based…
This podcast recap explains how Pyth Network supplies blockchain applications with financial market prices. Its publisher-driven design obtains first-party data from exchanges, market makers, and trading firms, then aggregates publisher updates for use by…