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 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 technical guide explains how NautilusTrader connects to Polymarket’s central limit order book for binary outcome tokens. It outlines market data and execution components, wallet signature types, pUSD collateral, allowance setup, session keys, and…
A forum exchange addresses a backtest where the data-loading step returns no data for expired option contracts. The questioner says one contract loads because it was downloaded manually through the platform’s data manager, while other expired contracts do…
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…
This March 2024 market note links macro conditions, crypto derivatives pricing, and possible bull-market paths for BTC and ETH. It reports that hotter inflation data pushed rates higher, while BTC and ETH prices had weakened over the week. The author…
This reference compares order and position query behavior across 21 futures venues. For order retrieval, it records whether an endpoint is paginated, whether the request path or parameters vary by contract type or settlement currency, and when multiple…
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 market snapshot combines Bitcoin price commentary with news about a proposed Solana spot ETF and MicroStrategy’s convertible debt offering to expand its Bitcoin holdings. Its analysis discusses Bitcoin’s approach to the $100,000 level, futures open…
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 interview recap follows Simran Singh from oil trading into crypto and DeFi market infrastructure. The 2020 WTI price collapse illustrates how negative prices, scarce storage, vanishing liquidity, and widening spreads can break familiar pricing…
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 speech explains how option-focused funds seek returns by assessing the risk environment, comparing implied option prices with estimates of risk, and spreading trades across contracts and products. It frames options as insurance: sellers may collect…
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…
This market recap reviews Bitcoin and Ethereum derivatives conditions, including realized and implied volatility, skew term structure, carry, and relative value. It reports that realized volatility had eased, front-end implied volatility softened before…
This document describes data structures for tracking option contracts, underlying instruments, and option chains in a portfolio. It updates positions from trades and holdings, derives mid prices from top of book quotes, and connects options with pricing…
The document describes an options volatility trading module built around live pricing, portfolio risk tracking, and execution. It outlines three pricing models for different exercise styles and underlyings, with routines to calculate theoretical prices and…
The document describes a graphical workflow for downloading historical bars, configuring a CTA strategy backtest, reviewing performance statistics, and inspecting trades on a candlestick chart. Data can come from a domestic market data service, an…
The document describes two portfolio analytics displays. The volatility chart plots call and put mid-implied volatilities against strike, alongside a pricing implied-volatility curve, and allows individual option chains to be shown or hidden. Curve data is…
The strategy compares a synthetic futures price, calculated from a call price minus a put price plus the strike, with the traded futures price. It measures the difference and opens a three-leg position when the spread crosses a configurable entry level: one…