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
This weekly market commentary reviews Bitcoin and Ether options around US macroeconomic news, including a Federal Reserve rate increase and a stronger-than-expected jobs report. It interprets Bitcoin’s return to contango, relatively anchored implied…
This newsletter examines how traders might interpret Bitcoin options prices around the 2024 U.S. presidential election and the following Federal Reserve decision. It relates BTC’s prior movement to shifts in election odds, then uses the implied volatility…
This newsletter links Bitcoin’s move to new highs with macro uncertainty, institutional ETF flows, and crypto derivatives positioning. It discusses inflation data, divided Federal Reserve views on rate cuts, tariff tensions, Treasury yields, and the…
This podcast recap discusses how uncertainty around Silicon Valley Bank affected confidence in USDC and trading in crypto derivatives. It describes the central concern as the timing and availability of reserves for redemption, even when eventual recovery was…
This market recap tracks Bitcoin and Ether derivatives conditions using realized volatility, implied-volatility term structure, skew, options flow, and dealer gamma. It reports that realized volatility for both assets fell below 30% as trading ranges…
An implied volatility surface maps option volatility across strike prices and expirations. This article describes using its shape to assess market expectations, identify options whose implied volatility differs from nearby points, and construct…
This market commentary examines how election expectations and macroeconomic events may affect Bitcoin and Ether options. It discusses changes in 25-delta risk reversals, call-versus-put open interest, implied volatility across expirations, and estimated…
This market commentary links a cooler inflation reading, revised growth data, and corporate crypto-treasury plans to a cautiously constructive risk backdrop. Its options discussion says BTC block trading leaned toward call selling and put-spread buying,…
This weekly market recap reviews BTC and ETH options through realized and implied volatility, term structure, skew, option flows, and dealer gamma. It reports falling realized and implied volatility, especially at the front end, alongside differences in…
This article summarizes a study of U.S. mutual funds that links SEC N-SAR options disclosures with fund returns and characteristics. The sample covers 1998 through November 2013 and includes 106,357 filings. Cross-sectional and panel analyses compare funds…
This product-feature note introduces a chart comparing implied volatility in option wings with at-the-money implied volatility. Users can select an option delta and days to expiry, then inspect the wing-to-ATM volatility ratio. The example states that ETH…
The document introduces a course focused on researching, backtesting, and automating option spread strategies in the domestic Chinese quantitative trading context. It says the course uses VeighNa Elite’s OptionStrategy module and presents a knowledge map…
A brief community exchange answers two compatibility questions about VeighNa. The reply says that VeighNa Elite runs only on Windows and does not support macOS. It also says that the OptionStrategy feature can handle US options through an Interactive Brokers…
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…
The discussion explains that SimNow’s CTP simulation environment does not provide ETF option contracts, so users cannot obtain their market data there for testing those instruments through VeighNa’s paper account. It points instead to a futures company’s…
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,…
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…
These reading notes survey quantitative investing methods across stock selection, market timing, futures and options arbitrage, statistical arbitrage, algorithmic execution, and asset allocation. They outline factor selection, style and sector rotation,…
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 market recap compares Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, trading flows, and dealer gamma. It describes falling Bitcoin realized volatility alongside firmer implied volatility, while Ethereum’s…
This documentation explains how to connect LumiBot strategies to Alpaca for stock, ETF, options, and cryptocurrency trading. It describes API-key and OAuth authentication, environment-based configuration, paper versus live mode, and examples of submitting…
The strategy sells at-the-money call and put options on the CSI 500 index to collect time decay, opening once near the start of the session and closing all positions before the close. It filters for contracts more than ten days from expiry and adequate…
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…