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.
5 documents
This data exploration examines eight-hour premium-index observations for USDT-margined crypto perpetual contracts and explains how the premium relates to funding payments. The index uses executable impact bid and ask prices relative to the price index,…
This notebook explains how to interpret Kalshi’s federal funds rate contracts and prepare their prices for quantitative research. A binary contract price represents an implied event probability, but the feed contains the highest standing YES bid rather than…
This analysis explains how Binance’s perpetual-futures premium index relates to spot prices and how the exchange transforms that premium into periodic funding. The index uses executable impact bid and ask prices relative to an underlying price index,…
This notebook studies whether an extreme perpetual futures premium affects subsequent BTC returns or premium reversion. It defines treatment as a high-premium state and compares a broad market outcome, which may be influenced by many forces, with premium…
This document describes a dataset and workflow for studying cryptocurrency perpetual futures alongside their premium index. It outlines hourly OHLCV observations and eight-hour premium readings across a configured universe, with download, loading, filtering,…