Knowledge library

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.

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20,364 documents

SuperMind

Machine Learning for Trading

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Systematic trading blog (Rob Carver)

Awesome Systematic Trading

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2 documents

ArticleEstimating Bitcoin Portfolio Weights with Bootstrapped Return Distributions

Systematic trading blog (Rob Carver)

The author questions whether Bitcoin’s positive skew alone justifies very large portfolio allocations, using a published allocation claim as a starting point. The post compares the intuition behind holding Bitcoin with the appeal of lottery-like payoffs,…

CryptoPortfolio constructionBacktestingStatistics

ArticleBitcoin as an Investment and a Tradable Asset

Systematic trading blog (Rob Carver)

The document assesses Bitcoin’s usefulness as payment, store of value, and investment, then considers whether it belongs in a portfolio or trading strategy. It highlights practical concerns including transaction expense, energy use, slow and variable…

CryptoSpot marketsFuturesRisk management