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 document outlines Lyra V2 as a decentralized options venue that replaced its earlier automated market maker model with a gasless central limit order book and on-chain settlement. It describes an app-chain architecture based on an optimistic Layer 2…
This personal account follows the author’s early crypto trading and quantitative strategy development, with examples from volatile market episodes involving leveraged contracts, meme tokens, and failed projects. The main practical lesson is that strategies…
This beginner manual explains how to build automated trading strategies on the FMZ platform, using JavaScript examples while noting support for other languages. It walks through the strategy lifecycle, polling market data, configurable parameters,…
This market update reviews three developments in crypto derivatives: August activity at Deribit, the launch of Bumper, and Kraken’s plans to expand its derivatives business. It reports that Deribit’s volume rose while global derivatives volume fell, with…
This report examines whether Bitcoin blockchain, exchange, investor, and miner measures move alongside price volatility in bull and bear phases. It groups indicators into institutional valuation and unrealized-profit measures, exchange liquidity and ETF…
Band Protocol is described as a blockchain service that brings external data to decentralized applications. Validators collect and verify information requested by applications, then relay it through the protocol’s blockchain so transactions can be publicly…
The document explains how to launch a selected strategy or crypto basket with real funds through OctoBot Cloud. The user chooses real trading, connects an exchange account using an API key, and starts the bot. OctoBot may first rebalance USD-linked assets…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
A discussion of research on digital asset managers and hedge funds describes growing institutional interest in crypto, including dedicated strategies, senior staffing, and plans to develop trading approaches and investment products. The report summary notes…
This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…
This weekly market review describes how a rally in Bitcoin and Ether affected realized and implied volatility, option skew, term structure, trading flows, and dealer gamma. It reports that volatility rose with spot prices, call premiums deepened—especially…
In this interview, market maker Harry Yeh discusses applying electronic trading and Hummingbot to cryptocurrency market making. He stresses that operators need to understand limit orders, bid-ask spreads, order levels, parameters, and cancellations before…
The document defines a stablecoin depeg as a departure from the value the token is intended to track. It uses a dollar-pegged token falling below its target as an illustration. It notes that small deviations can occur when liquidity is insufficient, while…
The document explains how delisting works for validator-operated perpetual contracts. Validators vote on whether an asset should be removed; if they approve delisting, the contract settles at the one-hour time-weighted spot oracle price from before the…
The article summarizes research comparing cryptocurrency data providers and argues that raw data gains value from the context and presentation built around it. It distinguishes on-chain and off-chain sources, and describes how providers may differentiate…
This example describes a five-minute long-only strategy built from moving averages, Heikin-Ashi candles, and RSI. It enters when the 20-period EMA crosses above the 50-period EMA, the Heikin-Ashi close is above the faster average, and the candle is positive.…
This guide collects exchange-specific implementation details for brokerage and cryptocurrency connections. For Futu, it explains market-specific stock symbol formats, account market identification, and the effect of disabling cached account and position data…
The document outlines a cryptocurrency grid strategy designed to run across several exchanges and spot, futures, and perpetual markets. It describes a grid that can operate in both directions or only one direction, with one side disabled by setting its order…
The article explains how tokenization can represent fractional claims on real-world assets such as real estate, commodities, collectibles, private credit, equities, and intellectual property. A custodian or other trusted entity holds the underlying asset…
The document describes an indicator that expresses average true range (ATR) as a percentage of an instrument’s price. Showing typical candle movement in percentage terms is intended to make volatility easier to compare across symbols with different price…
This document is a dated overview of trading-fee arrangements at cryptocurrency exchanges, grouped into domestic and international sections. It distinguishes fixed-rate charges from maker-taker schedules and includes spot and futures fee references. For some…
The document explains how to configure and launch V2 strategies in Hummingbot. Configurable scripts can be started from YAML configuration, while controllers are loaded through a wrapper script that can list one or more controller configurations. Controllers…
This document explains an index trading mode that maintains a portfolio across a configured set of cryptocurrencies. When the bot starts, it checks which assets are held and their portfolio weights. If an asset is missing or its weight differs from the…
The document outlines ways institutional investors can use blockchain data to study digital asset activity. Aggregated wallet balances, transactions, network fundamentals, and cross-chain flows can help teams monitor portfolio exposure, protocol adoption,…