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.
8,116 documents
The analysis argues that falling oil prices could ease inflation and support Bitcoin if the Federal Reserve begins cutting rates, while tariffs may further restrain consumer demand. It balances that view against stronger growth, possible tax extensions,…
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 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 script describes an intraday options approach that opens short call and put positions around the current underlying price, using a configurable strike offset and simulated base premium. Its state-machine setup tracks the selected strikes, position…
This algorithm demonstrates how an options strategy helper can submit a covered put as a grouped position. It selects an option contract by closeness to the underlying price and then by expiration, constructs covered-put and protective-put strategy objects…
The algorithm constructs a call butterfly from SPX weekly index options. It queries contracts within a selected expiration range and near the underlying index level, chooses the nearest expiry, and looks for three call strikes arranged symmetrically around…
This strategy uses directional movement indicators to identify long and short entry conditions. A long signal occurs when the positive DI falls below 10 while the negative DI rises above 40; a short signal applies the reverse thresholds. The script…
This QuantConnect example subscribes to regular SPX index options and to the SPXW weekly chain. It filters the weekly contracts to strikes near the underlying price and expirations within a short horizon, including weekly listings. When the portfolio has no…
This code example shows how to attach a pricing model to an equity option subscription in a trading algorithm. It adds an option chain for a named underlying, applies an initial expiration and strike filter, then selects a finite-difference Crank–Nicolson…
The document presents a long-signal concept that combines a TTM-style volatility squeeze, a linear-regression momentum histogram, and 9- and 21-period EMAs. It looks for a squeeze state followed by two bars outside the squeeze, positive and rising momentum,…
This document presents a read-only decision-support tool that scans public options markets on Deribit, Binance Options, and OKX. It ranks candidates across four dimensions, then applies absolute filters for spread, slippage, valuation, stressed returns, and…
This intraday approach calculates a volume-weighted moving average that resets with each new day. It signals bullish when an entire candle is above the VWMA and bearish when an entire candle is below it, triggering only when that condition first appears. The…
This document explains the long straddle: buying a call and a put with the same strike and expiration, aiming to benefit from a large move in either direction. It describes the payoff shape, the limited premium loss, and the need to select a strike. It…
This intraday approach sells at-the-money calls when price is below both the 50- and 80-period moving averages, the 9-period EMA crosses below the 15-period EMA, and RSI confirms bearish momentum. It sells puts when price is above both moving averages, the…
This options example demonstrates how a strategy helper can submit a multi-leg call butterfly as a grouped order. For each expiry, it selects the available strike nearest the underlying price, then seeks lower and higher strikes at equal distances. If all…
This short-term strategy combines a fast and a slower simple moving average crossover with a longer moving average filter and Bollinger Bands. A long setup requires the faster average to cross upward through the slower one, price to remain above the longer…
This tutorial shows how to adapt FMZ’s futures-oriented interface for basic cryptocurrency options operations on Deribit. It introduces expiration, strike, premium, and call versus put concepts, and notes that options may have wider bid–ask spreads and…
This introductory article describes a backtesting setup for European Bitcoin options on Deribit and explains how option contracts are identified by underlying asset, expiry, strike, and call or put type. It presents a short call combined first with a long…
The document introduces option sensitivities—delta, gamma, theta, and vega—and describes a delta-neutral options strategy using futures to hedge Deribit option exposure. A long call, for example, is initially offset with a short futures position. As the…
This article addresses how to choose an options contract after forming a directional view. It proposes comparing contracts across strikes, expiries, implied-volatility valuations, and execution conditions, pooling candidates from Deribit, Binance, and OKX.…
This research examines dynamic delta hedging for Bitcoin options using adjustments informed by the implied volatility smile. It compares standard Black–Scholes delta with several smile-based and locally parameterized alternatives, including methods designed…
This educational article introduces dynamic delta hedging for cryptocurrency options. It reviews the main option sensitivities: delta to the underlying price, gamma to changes in delta, theta to time decay, and vega to implied volatility. The central method…
The document explains how a trading platform wraps common exchange operations for digital asset options. It contrasts direct Deribit API access, which requires HTTP requests, JSON parsing, and request signing, with a platform interface that selects an option…
This document shows how to adapt a futures-oriented trading platform interface to basic cryptocurrency options operations on Deribit. It introduces expiration, strike, premium, and call or put concepts, and notes that options can have less liquidity and…