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.
19,452 documents
This strategy describes frequent, small-target long trades on a one-minute chart, using a five-minute moving average as a broad trend filter. Entry conditions combine a fast stochastic crossover with configurable low readings in money flow and stochastic…
This interview summary reports Shawn Douglass’s views on institutional participation in digital assets and DeFi, including how U.S. regulation may affect adoption. It says institutions continued building crypto capabilities after the FTX collapse and points…
This market snapshot connects crypto news and on-chain activity with spot-market, decentralized exchange, lending, and network indicators. It notes that BTC and ETH pairs remained prominent in centralized exchange dollar volume, while Binance’s share of…
This guide explains a dollar-cost averaging trading mode for placing repeat entries and managing the resulting positions. Entries can be triggered on a schedule or when an evaluator produces a new maximum signal, defined as a value of -1 or 1. The guide says…
The document introduces derivatives data views for examining options on IBIT and MSTR. It describes using long-dated at-the-money implied volatility and term structures with forward volatility to inspect how option pricing changes across maturities. It also…
Hummingbot 1.27 introduces Strategy V2 templates for funding rate arbitrage and cross-exchange market making (XEMM). The funding strategy compares current perpetual futures funding rates across configured exchanges for selected tokens, then evaluates whether…
This midweek market note reviews Bitcoin and Ether options conditions as of January 24, 2023. It highlights resilient realized volatility, with Bitcoin rising again late the prior week, and term structures that were flat to slightly inverted and had edged…
This overview explains how a crypto derivatives portfolio can combine instruments with positive and negative delta to keep net directional exposure near zero. Traders may then focus on changes in implied volatility, time decay, or other option effects rather…
This FAQ describes LumiBot, a Python framework for backtesting and live algorithmic trading across several asset classes and brokers. It outlines the shared strategy workflow, data-source requirements, and common operations such as handling fills, tracking…
This beginner tutorial introduces how to write automated trading strategies on the FMZ Quant platform. It explains the difference between REST requests and WebSocket subscriptions, describes the platform’s unified exchange API, and compares supported…
The article describes how historical crypto options data can support market research, algorithm development, and portfolio management. It identifies implied volatility, realized volatility, open interest, put/call ratios, price and volume records, and order…
This document describes an adapter for collecting DeFi data from EVM blockchains and making it available through a trading system’s data model. It covers historical and live block feeds, DEX pool discovery, pool event replay, snapshots, and an experimental…
The document explains how authorized participants create and redeem crypto ETF shares in response to demand, producing net flows that can be monitored as a proxy for institutional activity. It presents inflows as a possible sign of rising demand and outflows…
The document describes an institutional data product for analyzing stablecoins across blockchains, decentralized finance, and centralized exchange venues. Its stated analytics include transfers, minting and burning, wallet activity, supply changes,…
This strategy uses hourly candles and technical indicators to identify directional momentum. It calculates ADX, positive and negative directional indicators, Parabolic SAR, and momentum. Long entries are signaled when ADX exceeds a threshold, momentum is…
The document explains how spot market orders consume the best available liquidity until the requested quantity is filled or the order book runs out. It describes two different outcomes: insufficient account balance causes rejection, while insufficient market…
This derivatives newsletter argues that Bitcoin may remain in consolidation despite bullish headlines, while stronger equities and lower equity volatility point to a different near-term backdrop. Its macro discussion cites the upcoming Federal Reserve…
Dollar cost averaging (DCA) invests a fixed amount at regular intervals regardless of the current price. Because each contribution is the same size, it buys more units when prices are lower and fewer when they are higher. The article presents this schedule…
This tutorial describes a grid market-making strategy for dYdX v4. It places buy and sell limit orders at geometrically spaced prices around the mid, then shifts the full grid according to net inventory: a long position moves quotes lower, while a short…
This guide describes connecting TradingView alerts to OctoBot so alerts can trigger orders on a chosen exchange. It covers alerts based on price thresholds, indicator values, and Pine Script strategies. The setup involves adding the TradingView interface to…
Chiliz is described as a blockchain-based sports fan engagement platform. Its native CHZ token is used to acquire team-specific Fan Tokens, which participating clubs can configure to provide perks such as events, memorabilia, or voting on selected team…
This podcast recap follows quant Artur Sepp’s move from traditional finance into crypto derivatives. It describes his work on delta-neutral options strategies, volatility modeling, and market making in illiquid options, where one-sided order flow and…
This brief trading-platform example shows how to use an IO function to submit a BitMEX post-only limit order, submit several such orders together through the bulk endpoint, and cancel all orders for a specified symbol. The examples use XBTUSD and set an…
The document describes two risks institutions may encounter in decentralized finance: scam tokens, especially liquidity-draining rug pulls, and crypto assets connected to illicit activity. It argues that blockchain data can support token due diligence by…