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
This guide explains how to deploy Hummingbot with Docker Compose, navigate its command-line interface, configure a script, and connect exchange API credentials. It walks through launching a directional futures script that uses the Relative Strength Index…
These release notes describe Hummingbot 1.20.0, centered on a V2 strategy framework for building modular strategies that can be backtested and deployed. The framework separates market data candles, controllers that coordinate strategy decisions, and…
This forum post describes a trader who can open a Binance perpetual futures position but cannot sell to close it. The reported error says the order direction is invalid, even though the poster believes the decimal precision and close-long setting are…
This guide outlines U.S. federal tax reporting topics for digital asset activity during the 2025 tax year. It describes taxable disposals, including crypto-for-crypto trades, and treats staking rewards as income when the taxpayer gains the ability to control…
The guide distinguishes portfolio profitability from the profit and loss history of individual trades. Portfolio profitability is calculated by valuing configured tradable assets in the selected reference market, then comparing the total value at OctoBot…
This example shows a live data actor subscribing to a slice of Bitcoin options on Deribit. At startup, it filters cached instruments to find unexpired options, selects the nearest expiry, prefers BTC settlement when available, and constructs a series…
This tutorial compares a high-frequency grid market-making strategy across cryptocurrency exchanges, emphasizing that different order flows can change results even for the same trading pair and parameters. The strategy places layered limit bids and offers…
The document describes Amberdata joining Pyth as a first-party publisher of real-time cryptocurrency prices. Pyth is presented as an oracle network that brings off-chain market data onto blockchains for decentralized applications, initially on Solana. The…
This tutorial explains a two-input market-making setup for a Lighter perpetual linked to Nvidia shares. The Lighter order book supplies the price anchor, while Databento US equity top-of-book quotes provide a normalized signal: the equity mid is compared…
The document examines a vulnerability in market-making systems that create apparent trading activity through rapid self-trading. It explains that simultaneous or closely timed buy and sell orders may not execute as intended because of network and matching…
This guide explains how to connect a dYdX account to the FMZ quantitative trading platform, with a focus on perpetual contracts, which FMZ identifies as swaps. It lists the API and Stark key credentials required and describes obtaining them after creating an…
This mid-week market recap summarizes conditions in Bitcoin and Ether derivatives as of December 14, 2022. It highlights tight trading ranges and realized volatility remaining firm near its lows. Bitcoin’s options term structure is described as being in…
This example demonstrates how a backtest engine can model automatic liquidation on a margin account holding an inverse Bitcoin perpetual. It configures a simulated venue with liquidation enabled, starts with one BTC, and submits a market buy for 10,000,000…
This guide explains grid trading as a method of placing buy and sell orders at preset price intervals. As price moves through the levels, the orders aim to capture the difference between purchases and sales without requiring a forecast of the overall…
A stop-limit order combines a trigger price with a limit price. When the market reaches the stop, the exchange places a limit order at the specified price, allowing the trader to define when an order activates and the least favorable price they will accept.…
This tutorial describes a simple spot arbitrage approach across two cryptocurrency exchanges: buy on the venue with the lower price and sell on the one with the higher price when the spread is large enough to cover trading costs. It explains that the…
The article explains a trailing-stop approach for managing crypto positions during a rising altcoin market. A trader first enters manually or through a signal, then sets a profit threshold that activates a stop. As the price rises, the stop follows the…
This market snapshot examines BTC and ETH options and derivatives alongside macroeconomic conditions. It describes implied volatility and realized volatility as unusually compressed, while volatility risk premium readings remain elevated. Put skew is…
This live robot page describes an aggressive martingale approach on OKX USDT futures. It shows both long and short positions across many contracts, adding to positions in layers as prices move against them. The displayed settings specify an initial order…
This tutorial describes a high-frequency grid strategy that places passive limit orders at regular intervals around the mid-price. It maintains a fixed number of buy and sell levels, refreshes orders as the market moves, and limits new orders based on the…
The document explains why closing a perpetual futures position may increase Available Balance by less than the margin shown for that position. It focuses on cross margin, where open positions share a common pool of collateral. If other positions have losses…
This market snapshot surveys digital-asset developments around geopolitical attacks, U.S. stablecoin legislation, macroeconomic pressure, an Ethereum chart pattern, and a DeFi exploit. Its market analysis interprets Bitcoin ETF creations and redemptions as…
This tutorial applies the Guéant–Lehalle–Fernandez-Tapia market-making model to grid quoting. It derives bid and ask quote depths from a fair price, volatility, trading intensity, and inventory. The resulting quotes combine a half-spread with an…
This page is a beginner-oriented overview of cryptocurrency topics, including coin and token types, wallets and custody, transactions, stablecoins, tokenomics, staking, and major assets. Its FAQ section discusses energy use, potential payment and inclusion…