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.
3,101 documents
The document explains how hourly and daily crypto reference rates are constructed and where traders and institutions may use them. The described process selects eligible transactions from multiple exchanges within a lookback window, converts prices to U.S.…
The document describes a Hummingbot strategy for providing bids and asks across several spot markets from one instance. Users choose the markets, the asset used to supply liquidity, order size, spread, and target base inventory. Optional inventory skew…
This document reports a backtest of an IFR2 strategy on Binance NEO-USDT one-hour candles, covering January 2019 through April 2021. The simulation records 279 closed trades, a reported net profit of 17,204.8247 from a starting balance of 10,000, maximum…
This Hyperliquid support note explains why small residual spot balances may not be sellable through the order book: each spot deployer sets a minimum trading lot. It gives examples for JEFF, RUB, and XAUT, including the minimum trade increments stated for…
Hummingbot 1.26 reorganizes its Strategy V2 framework around a unified market data provider. The provider gives multiple controllers access to historical candles, trades, and live order book data, which they can share while coordinating sub-strategies and…
The document explains how liquidity provision differs across Uniswap versions and pool types. It contrasts the constant-product approach associated with v2 with v3’s concentrated liquidity, in which providers choose price ranges for their capital. It also…
The announcement describes a crypto spot analytics suite covering order books and trades across major exchanges and trading pairs. Its stated tools include order-book pressure and depth for monitoring liquidity and bid-ask balance, liquidity-weighted average…
Hummingbot 2.13.0 release notes describe exchange integrations and changes to strategy infrastructure. New connectors add spot and perpetual trading on Backpack, and perpetual futures access on Pacifica and Aevo. The XRPL connector replaces WebSocket user…
The document describes an OctoBot trading mode that turns alerts from TradingView indicators or Pine Script strategies into orders on connected exchanges. It outlines supported order actions, including market and limit orders, creating or cancelling buy and…
This market snapshot reviews changes in centralized exchange spot trading, decentralized exchange activity, DeFi lending, and Bitcoin network transactions. It compares recent activity with earlier periods and interprets the measures as possible signs of…
Grid Trading Mode maintains buy and sell orders at configured price intervals, aiming to capture repeated small price movements in sideways markets. The guide describes it as a simplified form of staggered-order trading and says the mode can be set up…
The article surveys financial institutions’ involvement in crypto during 2021 and frames institutional participation as a driver of broader adoption. It cites moves by Visa, Citi, Goldman Sachs, European and Australian banks, and Cboe. Examples include…
This guide explains how to configure an OctoBot trading profile. It covers selecting trading modes and evaluators, choosing cryptocurrencies and pairs, enabling exchanges, and setting spot or futures trading. Users can edit supported strategy settings…
This personal guide compares several overseas cryptocurrency exchanges available at the time of writing, grouping them by major coins, futures, and altcoins. It discusses reported strengths and drawbacks such as liquidity, supported assets, fees, shorting,…
This guide explains how to access Hyperliquid through an email login or a connected wallet, enable trading, and fund an account. It describes depositing USDC or supported assets from several networks, notes that some deposits require a source-chain gas…
This guide explains how to download and maintain historical market data for strategy backtesting and hyperparameter optimization. It covers choosing pairs, timeframes, exchanges, and date ranges; refreshing existing datasets incrementally; and adding earlier…
This article explains how a spot Bitcoin exchange-traded fund differs from a futures-based fund: it holds Bitcoin while its shares give investors indirect exposure to the asset’s price. It argues that an exchange-traded product could make Bitcoin easier for…
The document examines 2025 spot Bitcoin ETF flows and stablecoin supply as measures of institutional positioning and potential crypto market liquidity. It reports cumulative ETF inflows and accumulation, the distribution of flows across issuers and market…
The article explains wrapped tokens as blockchain-specific representations backed by an underlying asset, used to move exposure across networks that cannot directly communicate. It describes a mint-and-redeem arrangement: an equivalent quantity of the…
The document explains how an ETH holder can borrow against Ethereum without selling it, retaining price exposure while the asset is pledged as collateral. It outlines loan-to-value and loan-to-margin concepts, using a hypothetical collateral and loan…
This market snapshot combines news about payments, DeFi policy, and a network project with observations on crypto trading and on-chain conditions. It reports a shift toward major stablecoins and leading centralized exchanges during a period of weaker spot…
The document describes a spot trading scheme that opens a position with a fixed profit target, then adds to the position as price moves against it in an attempt to lower the average entry price. If losses or available capital prevent further additions, an…
The article explains a spot-and-futures spread trade: buy the cheaper leg and sell the more expensive one, then close as the price gap narrows. Its examples start with spot priced at 10 and futures at 15, and show the combined position retaining a five-unit…
This market snapshot interprets late 2023 digital asset activity using spot volumes, Bitcoin on-chain profit measures, a price valuation indicator, decentralized exchange volumes, lending data, and network transactions and fees. It reports rising trading…