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.
42 documents
The article presents a notebook-based workflow for quantitative research: obtain exchange candlestick history through an API, store and inspect it with pandas, plot price and trade-flow measures, and build a Python backtest for multiple spot or perpetual…
This recap of an Amberdata and Blockworks webinar discusses institutional participation in Bitcoin markets, with attention to derivatives, market structure, and the possible effects of a spot exchange-traded fund. It frames Bitcoin's 2023 performance and…
This documentation explains how Hummingbot’s history command summarizes trading activity, asset inventory, pair prices, fees, and performance. It defines average execution price as total quote volume divided by total base volume, then compares the current…
This market snapshot discusses a volatile week for digital assets alongside several developments: Sui validators’ proposed recovery of funds from a DeFi exploit, Kraken’s launch of tokenized U.S. equities for eligible users outside the United States, and…
This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…
This overview compares four crypto trading styles by holding period, activity, and typical analytical focus. Scalping seeks frequent small moves within a day and demands close monitoring; day trading holds positions for hours but generally closes them before…
The document explains impermanent loss for decentralized exchange liquidity providers. AMMs maintain pool balances through pricing formulas; when an asset’s market price moves relative to its pool partner, arbitrage trades restore alignment and change the…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…
This example shows a live data actor subscribing to a slice of Bitcoin options on Deribit. At startup, it filters cached instruments to find unexpired options, selects the nearest expiry, prefers BTC settlement when available, and constructs a series…
The article explains that Ethereum’s mempool holds transactions awaiting inclusion in a block, and that fees and maximal extractable value can influence transaction priority. It distinguishes real-time pending-transaction data from historical records and…
The article explains cloud mining as renting hashpower or leasing mining equipment from a remote operator in return for a share of potential mining proceeds. It contrasts this arrangement with owning and operating hardware, outlining the lower technical and…
This draft presents a research framework for estimating short-horizon crypto prices from fixed-interval data. It resamples futures and spot mid-prices at 100-millisecond intervals, derives returns, and preprocesses order-book imbalance features. The proposed…
This article examines stop-loss decisions in frequently trading strategies, especially market making. It describes a method that adjusts order submission probabilities when market direction appears unfavorable, cancels resting orders, and tracks the…
This overview explains why financial institutions may consider digital assets and surveys market structure, asset categories, trading venues, and regulatory developments. It contrasts crypto markets with traditional finance, emphasizing continuous global…
The document introduces network value to transactions (NVT) as a crypto-market analogue to the price-to-earnings ratio. It defines NVT as market capitalization divided by transaction volume, treating on-chain transfer activity as a rough measure of network…
This guide explains Bitcoin mining as the process that validates transactions, adds blocks, and issues new bitcoin. Miners use specialized computers to repeatedly hash block data while changing a nonce, seeking an output that meets the network's target.…
This beginner overview explains Chainlink as a decentralized oracle network that connects smart contracts with external data and computation. It describes data feeds, lower-latency data streams, cross-chain messaging, developer functions, automation, and…
The document outlines a framework for monitoring stablecoin risk through price deviation from the peg, trading volume, liquidity, and transfer velocity. It explains that there is no single universal price threshold for declaring a depeg, and recommends…
The article outlines buy-and-hold, day-trading, and swing-trading approaches for volatile altcoins, and describes stablecoins mainly as trading-pair assets, temporary havens, or inputs to yield farming. It distinguishes fundamental research, such as…
This guide outlines common ways cryptocurrency users may be defrauded: phishing messages that imitate exchanges or wallet providers, investment schemes promising unusually high returns, fake social media giveaways, and counterfeit wallet apps or exchanges.…
This documentation explains how to connect OctoBot to Telegram's API so it can listen to public groups for trading signals. It distinguishes this setup from the simpler Telegram configuration used to control OctoBot or listen to private groups. To use the…
This documentation overview maps backtesting data sources to asset classes, bar intervals, and setup requirements in LumiBot. It suggests Yahoo for uncomplicated daily stock and ETF tests, ThetaData for intraday stock or options history, Polygon for several…
This introductory guide groups technical indicators into trend, momentum, volatility, and volume categories for cryptocurrency trading. It explains that trend tools such as simple and exponential moving averages smooth prices, while MACD compares moving…