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.
9,797 documents
The document explains dollar-cost averaging (DCA) as buying an asset at multiple prices or regular intervals instead of investing in one lump sum. It contrasts recurring purchases of a fixed size with Martingale-style DCA, where later orders increase after…
The document describes Hyperliquid as an on-chain perpetual futures venue and discusses HYPE’s reported futures open interest relative to Dogecoin. It explains open interest as outstanding unsettled futures contracts and cites the platform’s reported share…
The document describes weakening U.S. spot Bitcoin ETF flows as hedge funds unwind a trade that paired long ETF exposure with short CME futures. It cites $278 million in net outflows on June 5, a fall in the annualized futures premium from 15% to near zero…
The article compares decentralized exchange activity across Solana, Ethereum, and BNB Chain, reporting that Solana exceeded Ethereum in 30-day DEX volume while remaining behind BNB Chain. It attributes Solana’s activity to low fees, throughput, and ecosystem…
The document surveys the launch of PUMP, a token associated with the Pump.fun social platform, and trading in PUMP-USD futures on Hyperliquid. It describes Hyperliquid’s “hyperps” design, in which funding rates use a moving average of the contract’s own mark…
This introductory guide covers leverage, stop-loss orders, hedging, contract types, liquidity, execution speed, and the institutional use of crypto derivatives. It explains that leverage lets traders control larger futures positions with less margin, while…
This beginner guide explains crypto futures as contracts whose value follows an underlying cryptocurrency, then contrasts them with spot ownership. It describes long and short positions, expiry settlement, and perpetual futures, which have no fixed expiry…
The document explains perpetual swap funding: when a swap trades above spot, longs pay shorts, and when it trades below spot, shorts pay longs. It describes two approaches to funding rate arbitrage: taking opposing positions on exchanges with different…
The document explains a futures DCA bot that adds to a position as price moves against it, using larger orders in a Martingale pattern. The aim is to improve the average entry price and close the full position at a take-profit level. Its BTC example shows…
The article reports a partnership between Intercontinental Exchange, the NYSE’s parent, and crypto exchange OKX. It says ICE plans to license OKX spot price data to develop U.S.-regulated crypto futures, while OKX intends to offer users access to ICE futures…
The article reviews PUMP’s early trading conditions, focusing on large short positions, unusually high funding costs for shorts, low liquidity, and volatile price movements. It describes Hyperliquid’s PUMP-USD futures market as capped at 3x leverage and says…
The document describes an investment and strategic collaboration between Intercontinental Exchange (ICE), owner of the New York Stock Exchange, and crypto exchange OKX. It says the investment values OKX at about $25 billion, though the size and structure of…
This tutorial explains how to create and execute a basic block trade through OKX’s Liquid Marketplace. Eligible users build a request for quote (RFQ) by selecting an asset and instrument, choosing a buy or sell side, entering quantity, and selecting…
The document outlines cryptocurrency day trading as same-day trading aimed at capturing short-term price moves in a continuously operating, volatile market. It advises evaluating both an exchange and the asset: liquidity and reliable execution matter, while…
The document surveys crypto regulatory developments, with emphasis on U.S. enforcement and coordination. It describes a claimed CFTC shift toward fraud and manipulation cases, the creation of specialized enforcement task forces, and exploration of spot…
The document surveys common problems faced by retail traders, especially in derivatives markets. It discusses overconfidence and excess trading, regret aversion that can keep traders in losing positions, and herding in response to trends or media attention.…
The document explains shorting Bitcoin as selling borrowed BTC with the aim of buying it back later at a lower price. It surveys several ways to express a bearish view: borrowing through margin trading, using futures, buying put options, holding leveraged…
The document surveys factors that may shift revenue across blockchain ecosystems. It argues that Ethereum Layer 2 rollups can move transaction activity away from the mainnet, while Solana’s throughput and activity in decentralized exchanges and memecoin…
The article builds a bullish case for Cardano by combining price-chart indicators with derivatives, on-chain, and ecosystem measures. It points to elevated RSI readings, daily EMA crossovers, and a symmetrical triangle on the four-hour chart, while…
The article attributes QNT’s reported price strength to institutional partnerships, Quant’s Overledger interoperability technology, and developments related to digital currencies and enterprise blockchain. It also references on-chain confidence and liquidity…
The article explains a crypto market sell-off as the interaction of a geopolitical shock and heavily leveraged positioning. It describes how forced closures can trigger further selling, forming a cascade, and cites a reported long-to-short imbalance…
The document introduces leveraged SOL trading, explaining that borrowed capital increases market exposure and magnifies both gains and losses. It describes SOL futures as a way to speculate on price changes without holding the token, and perpetual futures as…
The document surveys recent market developments around Ethereum and Bitcoin, combining short-term price commentary with institutional demand, staking, futures liquidations, altcoin activity, and regulation. For ETH, it links resistance near a recent high and…
This overview compares spot crypto trading with derivatives, focusing on futures and options. Spot trading transfers ownership of the asset, while derivatives provide price exposure through contracts. The document describes futures as suited to directional…