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.
1,747 documents
The post asks how to identify the perpetual futures pairs with the largest 24-hour percentage price changes from exchange ticker data. The example response is a list of market records containing symbols and percentage changes, along with other fields such as…
This podcast recap discusses Bitcoin’s volatility and derivatives market conditions around a sharp price decline and subsequent stabilization. It introduces implied volatility and volatility compression, and describes a reported contrast between elevated…
This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…
These release notes describe trading infrastructure changes in Hummingbot 2.12. Dynamic order book initialization loads books only for trading pairs in use, which the notes say can reduce startup time and memory use for bots configured across many pairs. The…
This documentation explains that Hyperliquid index perpetual contracts use a calculated index as the underlying reference instead of a spot asset price. Validators periodically publish index values to the chain, and the median of their reports substitutes…
These release notes describe updates to Hummingbot, an open-source crypto trading platform. Trading-relevant changes include market-order support on selected exchange connectors, new exchange and blockchain integrations, and example scripts for equal-weight…
The article argues that a US November CPI release may be unreliable because a government shutdown disrupted price collection: October data was not gathered, November collection began late, and some figures relied on carried-forward data. It contrasts the…
This digital-asset market snapshot combines derivatives positioning, spot activity, order-book liquidity, funding, ETF flows, stablecoin supply, and DeFi lending conditions to assess a reported Bitcoin short squeeze. It describes shorts being liquidated more…
The document explains V1 strategies as configurable algorithmic trading templates that monitor trading pairs on one or more exchanges. It distinguishes strategy logic, which defines behavior in code, from user-set parameters such as spread and order size,…
This example configures a live trading framework to connect to Derive’s test environment and exercise its built-in execution tester on an ETH perpetual instrument. At startup, the strategy can open a position using an immediate-or-cancel order and maintain…
The document defines a generic perpetual contract instrument for perpetual swaps that are not represented by a crypto-specific contract type. It describes the metadata needed to model one consistently across venues: instrument identity, underlying and asset…
This personal account reflects on years of involvement in cryptocurrency markets, including altcoins, leveraged trading, decentralized finance schemes, and token mining promotions. Its main lesson is caution: the author describes a market where inexperienced…
These release notes describe changes to Hummingbot’s client, Gateway, and related tools. Client updates include a headless command-line interface, new spot exchange connectors, connector fixes, and improvements to liquidity provision executors. The LP…
The document describes a backtesting feature for BitMEX’s XBTUSD perpetual contract that simulates periodic funding payments using historical funding-rate data. It says the feature is available across JavaScript, C++, and Python, and that event logging can…
Hummingbot 1.27 introduces Strategy V2 templates for funding rate arbitrage and cross-exchange market making (XEMM). The funding strategy compares current perpetual futures funding rates across configured exchanges for selected tokens, then evaluates whether…
This broker integration guide explains how LumiBot handles Bitunix USDT perpetual futures. It covers account funding, leverage requests, hedge-mode requirements, order precision, reduce-only closes, and historical candle retrieval. The integration does not…
This report reviews 2024 activity in centralized crypto spot and derivatives markets. It describes how exchange and asset trading volumes changed through the year, noting periods of high activity across major venues and tokens. It suggests using volume…
An interview with an experienced derivatives trader traces his move from equity derivatives into crypto and explains how exotic option books can behave under stress. Autocallables combine contingent coupons with short exotic downside exposure, while their…
This market snapshot discusses a volatile week for digital assets alongside several developments: Sui validators’ proposed recovery of funds from a DeFi exploit, Kraken’s launch of tokenized U.S. equities for eligible users outside the United States, and…
This guide explains how to connect Hummingbot to Injective Helix for spot or perpetual trading, with a focus on delegated accounts. It describes separating a portfolio wallet that holds funds from a trading wallet that receives authority to trade those…
This controller monitors liquidation activity for a selected Binance perpetual futures pair and initiates a dollar-cost averaging trade when liquidations on the chosen side exceed a configured quote-currency threshold within a time window. It treats forced…
This guide describes operational details for trading Gate.io perpetual futures through the FMZ platform. It explains that contracts are USD-denominated, BTC-settled, and represented as swaps, and notes the platform’s stated contract value. It also covers…
The article discusses a leveraged Martingale approach to trading LTC/USDT perpetual contracts. It proposes changing the traditional doubling rule to a smaller add-on multiplier so the strategy can withstand more adverse price movement, then withdrawing…
The document contrasts applying for CXMT shares in a Chinese A-share IPO with trading a pre-listing perpetual contract on Hyperliquid. It outlines the stated eligibility requirements and estimated allotment odds for the IPO, then explains that the contract…