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
The article explains why Bitcoin’s eventual supply is below the often cited 21 million cap. Because rewards are paid in whole satoshis and halving uses integer rounding, the scheduled issuance itself ends slightly below that figure. The article then…
The document analyzes a sharp crypto market selloff through price moves, liquidations, open interest, funding, order book depth, imbalance, and spreads. It describes a two-stage explanation: macro events first pushed prices lower, then leveraged positions…
This market recap describes how Bitcoin and Ether derivatives changed during a sharp Bitcoin rally linked in the document to positive news about BlackRock and EDX Markets. It tracks realized volatility, term structure, option skew, trading volume, and dealer…
The paper constructs a monthly measure of fear of missing out from three weighted components: a short-term versus long-term moving-average spread, Google search activity for FOMO-related terms, and investor margin-account use. It examines the index over 2004…
This article explains short selling as borrowing or entering a position that benefits when a cryptocurrency’s price falls, then closing at a lower price. It discusses using short positions to express a bearish view, hedge existing long exposure, or seek…
This technical reference describes how deployers configure and operate builder-deployed perpetual markets on Hyperliquid. It covers market and asset registration, oracle updates, funding parameters, margin tables and modes, fee settings, open-interest caps,…
The document explains impermanent loss for decentralized exchange liquidity providers. AMMs maintain pool balances through pricing formulas; when an asset’s market price moves relative to its pool partner, arbitrage trades restore alignment and change the…
The document presents a workaround for trading across exchanges that do not expose a consistent function for retrieving order precision. It proposes reading ask-side depth and inferring price and amount decimal precision from the values shown there,…
The article presents a momentum oscillator strategy for trading Optimism (OP) on Binance. Its basic rule treats low Ultimate Oscillator readings as potential buy signals and high readings as potential sell signals. A backtest search over indicator settings…
This educational article explains a crypto bubble as a rapid price rise driven by investment enthusiasm and expectations of quick gains, followed by the possibility of a sharp decline. It attributes bubble formation to new investors, fear of missing out,…
The article compares cryptocurrency transfer and settlement times with conventional international payments and domestic payment systems. It explains that crypto networks use distributed participants to record and verify transactions, and presents examples of…
The Range Filter aims to reduce minor price fluctuations so that directional moves are easier to see. It first smooths the absolute change in price, then scales that average range by a multiplier. The resulting threshold governs a filter line: price…
The article surveys common cryptocurrency frauds, grouping them into attempts to gain access to a wallet and schemes that persuade victims to transfer assets. Examples include fake websites and apps, phishing, pump-and-dump promotions, romance and Ponzi…
This market recap interprets Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, option flows, and dealer gamma positioning. It describes Bitcoin volatility rising as spot tested resistance and Ethereum volatility…
This podcast summary introduces Superstate's approach to representing traditional financial assets on a blockchain. Its featured product, USTB, is described as a tokenized short-term US government bond product. The discussion centers on using blockchain to…
The snapshot combines macroeconomic news with market indicators for Bitcoin, Ether, and Solana. It discusses modest inflation relief alongside tariff and interest-rate concerns, a large loss from a highly leveraged Ether position, and the U.S. decision to…
This article describes a way to send alerts when a strategy’s position changes, using FMZ Mylanguage together with its JavaScript enhancement feature. The example strategy uses Williams %R and a moving average to generate long and short signals. The article…
The report studies temporal changes in order-book depth and imbalance for Binance’s BTC/FDUSD market using minute-level data collected from July 1 to August 12, 2025. It describes an intraday depth peak around 11:00 UTC and a trough around 21:00 UTC,…
The document introduces spot trading as buying or selling cryptocurrency at the current market price with the asset intended for immediate delivery. It contrasts this with futures and options, which involve contracts tied to later transactions or specified…
The document explains how a crypto debit card funds purchases by converting crypto to fiat at the point of sale. It contrasts this with traditional debit cards and crypto credit cards, covering funding, liquidation timing, spending limits, rewards, credit…
This tutorial demonstrates a component-level backtest workflow using NautilusTrader. It loads historical Binance ETH/USDT trade ticks, configures a simulated spot venue with a cash account and maker-taker fees, and aggregates ticks into bars. A strategy…
This report compares hourly Bitcoin returns, volatility, and trading volume across Binance, Bybit, Coinbase, HTX, Kraken, and OKX. It groups activity by the trading hours of several regions, using standard deviation of hourly returns as a volatility proxy…
The article argues that a sharp selloff in World Liberty Financial Token (WLFI) preceded a broader cryptocurrency decline and may have offered an early warning of market stress. It highlights a reported surge in WLFI trading volume after tariff news,…
This market recap reviews BTC and ETH options conditions during a week when spot prices drifted lower and realized volatility eased. Implied volatility also declined, but less than realized volatility, which the author says returned volatility carry to…