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 indicator screens two directions of a three-asset conversion cycle, using BTC, ETH, and a stablecoin as its example. It estimates gross returns from the prices of three trading pairs, then compares each route with an assumed transaction-cost allowance…
This document describes a crypto arbitrage system that monitors spot and futures markets across exchanges, seeking temporary price differences for offsetting trades. It also discusses funding-rate capture and contract hedging. The system claims to balance…
This strategy maps Gregorian timestamps to lunar calendar dates using year-specific lunar new year dates and month lengths. It enters a long position on lunar day five when flat and closes the position on lunar day twenty-six when holding. Position quantity…
This tutorial describes a bot that receives TradingView-style webhook commands through the FMZ platform and translates them into spot or futures orders. Signals carry fields for an exchange index, trading pair, contract type, price, action, and amount. The…
This demo outlines an always-on crypto trading loop connected to Alpaca’s USD spot market. It maps a perpetual-futures case-study universe to the venue’s supported spot pairs, making clear that only a subset can be traded there. The example signal is a…
This notebook walks through a deployment rehearsal for a crypto funding-rate direction model. It trains a three-class LightGBM model on historical Binance-derived perpetual data, then fetches live hourly bars and funding rates from OKX, aggregates data to…
This demonstration describes the operational shape of a continuously running crypto strategy connected to a USD spot broker. It maps a larger perpetual-futures case-study universe to the smaller set of available spot pairs, then routes a momentum z-score…
This case study explains how to construct forward-return labels for a cross-sectional foreign-exchange strategy that ranks currency pairs and buys or sells according to their relative ordering. It first maps four-hour spot bars into trading sessions using a…
This qualitative study examines how cryptocurrency exchange users experience trading and assess exchange security. Its central observation is that all 15 Chinese participants mainly used centralized exchanges, despite the decentralized nature of the assets…
This study models Bitcoin realized volatility with a parameterized quantum circuit and examines whether the generated series reflects statistical features observed in market data. From five-minute Bitcoin prices, the authors calculate daily realized…
This paper studies the behavior of premiums and discounts in spot Bitcoin exchange-traded funds during their first four months of trading, from January 11 through May 17, 2024. It focuses on how the funds’ creation and redemption process, managed by…
The study examines whether better probabilistic day-ahead electricity price forecasts translate into better battery trading outcomes. It identifies two limitations of quantile-based trading strategies: they do not reward honest probabilistic forecasts, and…
The study applies diffusion entropy analysis to Nordic spot electricity prices, a market shaped by varied influences but also exhibiting familiar speculative-market behavior such as clustering and mean reversion. It examines the waiting times between…
This paper adapts an agent-based limit order book model to study perpetual futures, where long and short traders can follow positional or basis-trading behaviors. The simulated market includes a central limit order book and extends a model originally…
This study characterizes scams that impersonate cryptocurrency exchanges through deceptive websites and mobile apps. The researchers gathered reported scams and generated likely typosquatted domains to identify more examples, then grouped related sites and…
This paper introduces a class of asset-trading rules called double linear policies and studies their robustness when transactions incur costs. It uses consistently positive expected trading gain across market directions as a robustness criterion. The central…
The study compares two machine-learning models, LightGBM and LSTM, with two indicator-based strategies for Bitcoin: an exponential moving-average crossover and a combination of MACD with ADX. It presents the comparison in the context of the first spot…
The paper examines prediction-market contracts whose settlement depends on an asset price that traders can influence through activity in the underlying market. Its model predicts that such contracts can shift wealth from prediction-market liquidity providers…
This study presents a method for identifying likely one-way arbitrage (OWA) sequences in spot trade records from centralized cryptocurrency exchanges, where public data lacks trader identities or wallet addresses. The approach infers linked trading sequences…
The paper examines statistical properties of Bitcoin returns, compares their dynamics with those of conventional currencies, and considers behavior across time scales. Its empirical sample consists of transaction data from a single Bitcoin platform over the…
The document examines hourly Bitcoin returns and reports that the distribution is uneven, with the strongest economically meaningful positive returns occurring at 22:00 and 23:00 UTC. It proposes a simple seasonality rule: buy Bitcoin at 22:00 UTC and close…
This guide outlines Dogecoin’s stated uses, including peer-to-peer payments, social media tipping, charitable fundraising, merchant purchases, gaming, and small online transactions. It links those use cases to the network’s relatively quick confirmations and…
The article surveys factors shaping Litecoin’s market profile: institutional products, large transfers, its relationship with Bitcoin, the 2023 block reward reduction, payment uses, and technical levels. It describes how lower mining rewards may constrain…
This market commentary argues that Bitcoin's rally from 25,000 to 38,000 was largely driven by expectations of US spot ETF approval. The author expected another attempt to break above 38,000, but suggested using strength to prepare for sideways or mildly…