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.
100 documents
This notebook builds features for a cross-sectional hypothesis: unusually costly long positioning in perpetual futures may precede relative weakness as crowded trades unwind. It transforms funding rates and premium-index data into levels, historical…
This notebook implements a long-only RSI mean-reversion rule for BTC/USDT perpetual bars using an event-driven backtesting engine. It aggregates intraday observations into UTC daily bars, calculates a simple rolling gain-and-loss RSI, enters when the…
This document develops features for studying whether crowded positioning in crypto perpetual futures predicts relative returns. It explains the funding payment’s direction, the role of the premium index, and why raw funding or premium values may need…
This exploratory analysis profiles hourly OHLCV data for Binance perpetual contracts alongside an eight-hour premium index. It checks dataset coverage, changing contract membership, units, missing values, and raw-bar OHLC consistency. The premium is stored…