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 article surveys Ethereum market indicators, including large exchange withdrawals, institutional interest, support and resistance levels, and futures open interest. It interprets a reported withdrawal of nearly $1 billion in ETH from Binance as…
The article surveys several lenses for assessing ETH: futures positioning relative to spot, technical support and resistance, fair value gaps, staking and validator economics, fee burns, and valuation models based on network activity or DeFi metrics. It also…
The guide explains that SOL futures provide price exposure through contracts rather than direct ownership of SOL. It distinguishes spot trading from futures, describes perpetual and dated contracts, and introduces margin, leverage, open interest, volume, and…
The release summarizes an institutional analysis of Bitcoin spot and derivatives markets during the first half of 2023. It reports that 98% of Bitcoin’s returns for the period occurred on eight of 180 trading days, illustrating how concentrated returns can…
The guide explains how spot Ethereum funds differ from futures-based products. Spot funds hold ETH and are intended to track its market price, while futures products hold contracts and may diverge more due to their structure. It also outlines factors for…
The document connects Ethereum’s Pectra upgrade with a reported increase in investment-product inflows. It describes changes intended to improve staking, wallet functionality, and network efficiency, highlighting EIP-7702’s account functionality and…
The document presents a bullish case for HBAR by combining chart patterns, market activity, ecosystem measures, and derivatives sentiment. It describes a rally through a descending wedge and double bottom, rising trading volume and market capitalization,…
The guide introduces crypto derivatives as contracts that provide exposure to an asset’s price without requiring ownership of the underlying coin. It explains long positions, which gain when prices rise, and short positions, which gain when prices fall. It…
The document surveys futures, options, and perpetual contracts as ways to gain exposure to crypto prices without directly holding the underlying asset. Futures have set expirations and may need to be closed or rolled; options provide a right rather than an…
The article reports a period when Ethereum derivatives activity exceeded Bitcoin’s, citing exchange-wide 24-hour volumes and liquidation totals. It attributes the activity to leveraged trading, institutional accumulation, and Ethereum’s DeFi ecosystem, and…
The document presents spot Bitcoin ETF flows as a gauge of institutional demand and compares them with futures open interest, options positioning, funding rates, and a short-term moving average. It reports a rebound in Bitcoin ETF inflows after two weeks of…
This strategy uses a higher-timeframe candle pattern to establish directional bias, then maps a swing on a lower timeframe and looks for an entry when price retraces to its 50% level. The documented model places a stop beyond the swing’s starting point and…
This intraday Nifty futures strategy builds an opening range from the 09:15–09:30 IST session window and considers entries after that range is locked. It allows a long when the close is above the range high or a short when it is below the range low, subject…
This short-term approach combines MACD and RSI information. Its explanation describes MACD line crossovers and histogram changes as signs of strengthening or weakening momentum, while RSI levels below 20 and above 80 mark oversold and overbought conditions.…
This strategy calculates the True Strength Index (TSI) by applying two exponential smoothing stages to price changes and to their absolute values. Dividing the smoothed signed changes by the smoothed absolute changes normalizes the result, so it reflects the…
This strategy combines ATR and RSI to select trades and manage exits. It treats ATR above its moving average as a high-volatility condition, then uses RSI thresholds to determine long or short direction. In the supplied parameters, an RSI entry offset is…
This trend strategy uses a Hull Moving Average (HMA) as its main entry indicator. The document describes long entries when price breaks above the HMA and short entries when it breaks below, with optional baseline and confirmation indicators intended to…
This partial strategy script seeks reversals around repeated highs or lows. It counts prior bars whose highs or lows fall within a configurable point tolerance of the current bar, then treats enough matches as equal-high or equal-low levels. Inputs control…
This strategy limits activity to the final 500 chart bars and uses internal position-state variables to alternate trade direction. With swing mode enabled, it opens a long or short position when flat, then switches to the opposite side after two bars in the…
This indicator identifies a possible consolidation range from recent highs and lows, then tracks whether the range persists. It uses a configurable lookback to locate candidate extremes and follows changes in direction to determine whether price remains…
The document presents a strategy that places a ladder of limit orders above and below a calculated baseline, with spacing determined by the average true range and a user multiplier. The source derives the baseline from recent price movement extremes, with a…
The script trades a spread between Dalian Commodity Exchange coke and coking coal futures. It estimates the spread from each contract's close, volume multiplier, and a fixed contract ratio, then calculates a z-score from a rolling set of daily observations.…
This BTC/USDT strategy uses a 20-period simple moving average with bands two standard deviations away. It opens long positions when price falls below the lower band by an adjustable point threshold and closes them after price rises above a separate threshold…
The narrative describes a trend-following method that enters long or short when price closes beyond a 20-day extreme, then filters entries unless price movement reaches a stated five-ATR threshold. It describes stops based on a two-N ATR distance from recent…