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.
7 documents
This document describes data access and alignment conventions for crypto perpetual futures and related on-chain series. It explains that premium-index bars are timestamped at their opening time: an eight-hour bar records the premium leading into the funding…
This notebook assesses whether total value locked can serve as an alternative-data signal for ether returns. TVL aggregates the dollar value of crypto assets deposited in decentralized finance protocols. Because it is a price-valued stock rather than a…
This notebook treats total value locked as alternative data and evaluates the hypothesis that DeFi capital conditions can help predict ether returns. It defines TVL as the dollar value of crypto assets deposited in protocols, then emphasizes that it is a…
This notebook evaluates a DeFi total value locked series as alternative data for trading ether. It organizes the review around four questions: whether the series relates to forward returns, whether the data is sound and reconstructible, whether its use is…
This case study assesses DeFi Llama total value locked data as a possible input to an Ether trading research pipeline. It separates signal strength, data quality, legal suitability, and commercial value, with legal issues and the lack of reconstructible…
The chapter argues that repeatable research discipline is a more durable source of trading advantage than any individual strategy. It presents a workflow built around falsifiable hypotheses, out-of-sample evaluation, and corrections for multiple testing to…
This chapter outlines how to build time-consistent fundamentals and alternative-data research across equities, macroeconomic series, futures, crypto, and prediction markets. Its central methods are bitemporal storage and as-of queries, source-aware…