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 market recap reviews Bitcoin and Ethereum options after approval of an Ethereum exchange-traded fund. It discusses realized and implied volatility, term structure, relative volatility, and option skew. The account says implied volatility fell as event…
The article explains why implied volatility is an option price input solved from a pricing model, rather than a direct forecast of future realized volatility. It recommends assessing current IV against its own history and reading it alongside the shape of…
This weekly market note connects Federal Reserve expectations and US economic releases with crypto and equity volatility. It argues that rates and inflation data could influence risk assets, then compares Bitcoin and gold implied volatility as a way to frame…
This overview compares four crypto trading styles by holding period, activity, and typical analytical focus. Scalping seeks frequent small moves within a day and demands close monitoring; day trading holds positions for hours but generally closes them before…
This tutorial explains how a JavaScript template on the FMZ platform can add custom modules to a visual Blockly strategy editor. It describes the module definition fields, including the block type, displayed label, input arguments, generated code, output…
This documentation explains platform support for listed, crypto, spread, and binary options, including differences in their metadata and identifiers. It describes subscribing to venue-provided Greeks either for an individual contract or for a series-level…
The guide explains how impermanent loss arises when the relative prices of two tokens change while they are held in an automated market maker (AMM) liquidity pool. It contrasts a liquidity position with simply holding the deposited assets, describes how…
This document outlines a basic program structure for a long-only spot cryptocurrency strategy. It separates the trading signal from the operational framework: the example has manual commands to open or close a position, while the user is expected to add the…
This review summarizes research spanning equity market microstructure, institutional holdings, crypto momentum, dynamic-graph forecasting, and reinforcement learning for limit-order-book trading. In equities, one study groups trades by their timing relative…
This research roundup describes several quantitative finance studies. One classifies equity trades by their short-term co-occurrence with other trades and standardizes associated order imbalances into conditional order imbalance measures. These measures…
The document introduces blockchain oracles as software that retrieves off-chain information and makes it available to smart contracts. Because a blockchain cannot directly query external APIs or data feeds, an oracle provides a link between on-chain…
The article compares custodial wallets, where a provider controls private keys, with non-custodial wallets, where users control and protect them. Custody by a platform can simplify setup, account recovery, and internal transfers. It also exposes users to…
This guide explains how to connect Hummingbot to Injective Helix for spot or perpetual trading, with a focus on delegated accounts. It describes separating a portfolio wallet that holds funds from a trading wallet that receives authority to trade those…
This guide explains how FreqAI trains and deploys adaptive machine-learning models in live or dry trading and in historical backtests. Live operation can retrain models as capacity permits, use the latest trained model for predictions, and apply limits on…
This article explains how to combine centralized exchange market data with blockchain data through multiple Model Context Protocol servers. Exchange tools provide prices, candles, and order books; on-chain tools can reveal transfers, holders, decentralized…
This weekly crypto options analysis links macroeconomic events, including US debt ceiling negotiations, inflation data, Fed minutes, and upcoming employment figures, to Bitcoin and Ethereum volatility. It argues that the market may remain in a wait-and-see…
This market snapshot examines the February 2024 crypto rally through spot-market activity, ETF flows, decentralized exchange volumes, lending deposits, miner supply behavior, and Bitcoin net unrealized profit and loss (NUPL). It presents the view that ETF…
This overview explains a set of Ethereum indicators grouped around market tops and bottoms, sentiment, and user activity. Price measures include the 50-day and 200-day moving averages, a 200-week average, and the Pi Cycle comparison between the 111-day…
This report examines BTC options and futures behavior in Q1 2023, then introduces Lyra as an automated market maker for on-chain options. It contrasts AMM and order-book models and frames DeFi options as an evolving market without an established analytical…
This controller monitors liquidation activity for a selected Binance perpetual futures pair and initiates a dollar-cost averaging trade when liquidations on the chosen side exceed a configured quote-currency threshold within a time window. It treats forced…
This study builds separate XGBoost models to predict next-day Ethereum volatility from activity in the USDC, USDT, and DAI lending ecosystems. Features include lagged borrowing, repayment, and flash-loan measures, plus seven-day averages. It uses time-series…
This document explains OctoBot’s evaluator layer, which computes trading signals and routes them to strategies and trading modes. It distinguishes evaluators triggered by closed candles, forming candles, external social feeds, user scripts, and strategy…
The document explains how to use spot market volume data to assess activity, liquidity, exchange concentration, and trading interest across tokens and quote currencies. It describes comparing dollar volume over time, reviewing each exchange’s share, tracking…
This support post describes a reported failure in an automated XRP withdrawal after a Binance maintenance update. The user received an error indicating an unauthorized IP address, although they said the IP remained on the exchange’s allowlist. The original…