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
This market snapshot examines trading and DeFi activity after the SEC brought cases against Binance and Coinbase, including tokens named in the allegations. It compares centralized exchange market share and volumes, selected token activity, decentralized…
This teaching example implements a dual exponential moving average crossover strategy across multiple cryptocurrency spot pairs quoted in USDT. Each symbol can have its own fast and slow EMA periods and order amount, supplied through comma-separated…
One Pays the Other (OPO) is an order-list behavior in which proceeds from a working order determine the quantity of pending order or orders. The pending quantity is not specified at placement; it is set after the working buy fully fills, using the quantity…
This overview explains how Ethereum liquid staking converts staked ETH into a tradable or lendable liquid staking token. A staking provider holds or routes the ETH for validation, while the token represents the staked position and allows the holder to use it…
This market snapshot connects Bitcoin’s price swings between $60,000 and $70,000 with policy headlines, spot demand, ETF holdings, and Mt. Gox repayments. It cautions that a large change in reported ETF holdings can reflect a transfer between investment…
This market snapshot reviews crypto developments heading into 2024, including regulatory disputes, proposed legislation, accounting changes, and security incidents. It then examines spot Bitcoin trading, decentralized exchange liquidity and volumes, DeFi…
The document explains Runes, a protocol for creating fungible tokens on Bitcoin. Rather than relying on inscription data attached to individual satoshis in the manner described for BRC-20 tokens, Runes uses Bitcoin’s UTXO transaction model. Transaction…
This report reviews stablecoin market developments from January through mid-April 2025, combining Ethereum-network market capitalization figures with regulatory and industry events. It describes changes in the reported supplies of USDT, USDC, DAI, PYUSD,…
This beginner overview outlines practical considerations for entering cryptocurrency markets. It recommends comparing exchanges by transparency, trading and funding fees, liquidity, volume, and asset selection, and explains the difference between maker and…
This post describes support in VeighNa for trading ETH and ETC spot pairs on Huobi’s exchange services, including its Pro venue. It outlines two ways to specify a pair when creating a trading bot: enter the currency in a custom control or select it from a…
The author recounts early experiments in Bitcoin trading, beginning with a simple automated trend strategy that used candlesticks and moving averages to time entries and exits. The account says the bot earned money during a rising market, but later…
The document considers how an industrial electricity buyer might manage purchase-price variability using spot and futures markets. The problem includes electricity’s limited storability and resulting spot-price spikes, futures with monthly, quarterly, or…
The document explains the role of a fixed interest component in perpetual futures funding. Funding combines a premium component with an interest-rate component, and its broader purpose is to encourage perpetual prices to track spot prices. The premium…
The document answers whether a crypto exchange supports one-cancels-the-other orders for spot positions. It reports that Binance offers an OCO order, which pairs a stop-limit order with a limit order for the same quantity. When one order is filled fully or…
The document examines why GBTC shares could trade at a premium or discount to the value of the bitcoin held by the trust. It focuses on the creation and redemption mechanism: according to the answer’s reading of the prospectus, only designated Authorized…
The document discusses why gold funds such as GLD, IAU, and PHYS can show different short-term returns even when they are all linked to gold. The response emphasizes that market prices can diverge from underlying value when financial or physical constraints…
The document explains which correlation information to use when simulating one-day spot and futures price paths with a Cholesky decomposition. It frames the simulation in terms of changes in the risk factors, specifically the log returns of spot and futures,…
The document asks how to set leverage separately for a short-only crypto strategy that trades many coins, holds positions from hours to days, and uses signal-based exits without fixed stops or profit targets. Its central risk is that sharp upward price…
The document explains why buyers with resting limit orders may pay different prices when a large market sell arrives. In an order book, the seller’s market order consumes available bids from the highest price downward. Each resting buyer is filled at the…
The document explains how to interpret currency pairs and why the written order matters. Under the standard pair convention, the first currency is the base and the quote gives units of the second currency needed to buy one unit of the first. Thus, EUR/USD at…
The document explains the main elements of a Bitcoin price chart. Each candlestick summarizes an interval with its open, high, low, and close: the body spans the open and close, while the wicks mark the interval’s highest and lowest prices. A separate volume…
The document explains why futures and spot prices tend to converge at expiry through replication and arbitrage. If a futures contract is mispriced relative to the cost of holding the underlying, traders can buy the cheaper exposure and sell the more…
The document explains how a daily close can be assigned to a continuously traded crypto market. It reports that the Yahoo historical price series in question uses CoinMarketCap data, whose daily interval runs from midnight through 23:59 UTC. Historical…
The document describes a timestamp problem in cryptocurrency spot market data: some level 2 order book updates have provider receipt times but no exchange event times. The data also includes trade messages, for which the author expects event identifiers may…