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.
10,263 documents
This overview introduces Python libraries used across quantitative trading workflows. It groups tools by task: NumPy for numerical operations, Pandas for structured and time-series data, TA-Lib for technical indicators, and Matplotlib or Plotly for…
The report argues that Bitcoin’s price drivers have shifted from the four-year halving cycle toward institutional flows, especially ETF activity, alongside monetary policy, regulation, and broader risk appetite. It describes a post-correction market with…
This midweek derivatives recap summarizes Bitcoin and Ether conditions during a period when spot prices were testing familiar levels. It discusses realized volatility, the shape of the volatility term structure, skew, options flows, and dealer gamma. Bitcoin…
This weekly market note links Bitcoin’s rally to macro developments including rising bond yields, war-related spending concerns, gold strength, and optimism about a Bitcoin ETF and the Ripple lawsuit. It reviews Bitcoin options term structure, put skew,…
This Chinese-language summary presents a 2021 survey of reinforcement learning in financial decision-making. It introduces Markov decision processes as a foundation, then identifies value-based and policy-based learning approaches, including extensions that…
The document describes a chart for comparing two historical derivatives term structures. Users choose two dates and times, with minute-level precision, to inspect how the curve changed between those points. This can help examine market responses around…
The document introduces a metric comparing Deribit’s DVOL Index with constant 30-day at-the-money volatility. It can be displayed as either a ratio or a spread, offering a way to examine how the volatility represented across strikes differs from the…
This weekly review combines a market outlook with BTC and ETH options observations. It links BTC’s consolidation to lower implied volatility and describes the term structure as flat, while noting that contango is the more common state. The author uses that…
This digital asset market update reviews regulatory developments involving Binance and Kraken, a planned Ethereum layer 2 network from OKX, and activity across centralized exchanges, decentralized exchanges, and DeFi lending. It reports declining Binance…
This market newsletter reviews crypto options positioning ahead of a U.S. election and a dense schedule of economic releases. It compares Bitcoin implied and realized volatility, noting a stated premium in short-dated options and a rise in implied volatility…
This documentation page indexes a sequence of option-use examples for a trading SDK. The topics move from retrieving live option quotes and screening contracts to classifying options as in the money, at the money, or out of the money. Further examples cover…
These notes introduce derivatives as contracts whose value depends on an underlying asset or other variable, then distinguish exchange-traded markets from over-the-counter trading. They outline forwards, options, futures, and swaps, explaining basic contract…
This podcast listing introduces Rysk Finance as a decentralized options vault protocol that extends beyond simple options strategies by offering delta-hedged volatility exposure. It also frames a discussion with the protocol’s founders about Rysk’s approach…
This market commentary discusses Bitcoin’s approach to prior highs and argues that near-term direction is uncertain. It favors holding existing long-delta exposure for longer horizons while considering delta-neutral structures for short-term positioning. The…
This numerical methods note explains an explicit finite-difference scheme for the one-dimensional heat equation. It approximates the time derivative with a forward difference and the spatial diffusion term with a centered second difference, then advances the…
This reference explains how a crypto perpetual futures instrument is represented in a trading system. A perpetual swap has no expiration and tracks a crypto asset, while its metadata records identifiers, base, quote, and settlement currencies, inverse…
This market recap reviews a historical snapshot of Bitcoin and Ether options. It discusses realized and implied volatility, term structure, skew, option flows, and dealer gamma positioning. The commentary links changes in short-dated volatility and skew to a…
The document introduces financial trading as buying and selling assets for investment, hedging, or gains from price changes. It surveys equities, bonds, derivatives, foreign exchange, physical commodities, and cryptocurrencies, noting that each market has…
This report introduces over-the-counter options as privately negotiated, nonstandard contracts and describes spread strategies built from multiple options on the same underlying. It names bull, bear, and butterfly spreads as examples. The central pricing…
This market recap explains how an approaching Bitcoin ETF decision shaped BTC and ETH volatility, term structure, skew, options flows, and dealer gamma. It describes front-end implied volatility rising ahead of the event, backwardation in both markets, and…
This forum exchange reports a suspected error in an options-chain method that selects the at-the-money strike. The user says that when the underlying 50ETF price exactly matches a listed strike, the method returns a different strike instead. Two historical…
This weekly market commentary reviews Bitcoin and Ether options activity around a large quarterly expiration in late June 2023. It describes negative gamma exposure rolling off, gamma returning toward neutral, and spot moves affecting the options term…
This event outline introduces a planned series on quantitative options research and development, with later sessions covering ETF, gold, and iron ore options. The first session focuses on index options, contrasting options strategies with CTA strategies and…
The newsletter connects US economic releases and Federal Reserve commentary with crypto market conditions in June 2024. It discusses inflation, labor data, political uncertainty, the Ethereum spot ETF decision, and the veto of a rule affecting bank crypto…