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 explains why an action such as placing an order can fail with an expiration message: the exchange’s L1 has not accepted it within the stated 15-second window. This delay protection is intended to prevent an action from executing much later when…
This weekly market note connects Bitcoin ETF flows and continued GBTC selling with pressure on BTC prices, while describing the effect of past GBTC premiums and subsequent liquidations. It reports that BTC risk reversal skew had begun to recover from a low…
The document outlines a two-sided stepped grid strategy. It sets a grid distance, opens a long after a decline by that distance and a short after a rise by the same distance, then closes a position when price has moved two grid distances upward. Initial…
The newsletter connects geopolitical uncertainty, oil volatility, weaker employment data, and upcoming inflation releases with risk pricing in Bitcoin options. It contrasts active daily price swings with subdued month-to-month movement, using two…
The report examines Bitcoin supply age bands and wallet balance cohorts to describe a possible transfer of coins during a correction. It explains how HODL waves track time since coins last moved, then compares changes among younger and older supply bands…
This documentation explains how authorized deployers create and manage template-based outcome markets on Hyperliquid. Validators approve templates that define market wording, side names, and typed keywords; deployers instantiate those templates with…
The article describes a crypto arbitrage strategy that compares Celo's cGLD-cUSD automated market maker with centralized exchange order books listing cGLD and cUSD pairs. Because the AMM prices trades through a constant-product pool while centralized venues…
This market snapshot combines macro data with crypto spot, derivatives, liquidity, positioning, ETF, stablecoin, and DeFi lending indicators. It interprets recent long liquidations as a clearing of positions built during an earlier short squeeze, while…
This dated market note links crypto pricing to US macro events, especially the Federal Reserve decision and employment data. It treats Bitcoin as a gold-like alternative currency and Ether and other altcoins as more economically sensitive risk assets. The…
This tutorial extends a multi-symbol cryptocurrency contract-spread monitor into a grid-based hedging strategy. It pairs longer-term contracts with perpetual contracts, tracks spread levels, and opens or closes offsetting positions when grid thresholds are…
This post shares a tick-driven script intended to send alerts when a bar crosses above a 200-period moving average after price was below it, with CCI above a threshold. It checks multiple crypto symbols and timeframes, waits for a new bar, then logs a…
The snapshot combines price and volatility data with spot and derivatives volume, open interest, funding, order-book depth, ETF flows, stablecoin supply, and DeFi lending measures. It interprets those indicators against tariff and geopolitical headlines,…
A crypto ATM is a physical kiosk for buying cryptocurrency with cash or a card, and some machines also let users sell crypto for cash. For purchases, the customer provides a wallet address and the machine sends the cryptocurrency directly to that wallet.…
This Freqtrade strategy generates long-entry and exit signals by comparing configurable dataframe columns. Entry occurs when a selected fast series, optionally shifted by a chosen number of bars, crosses above a selected slow series multiplied by a vertical…
This survey report describes dollar-cost averaging (DCA), in which investors buy a fixed amount of an asset at regular intervals, and examines how 1,109 crypto investors say they use it. It reports that 59% use DCA as their primary crypto strategy and…
The document describes a higher-timeframe version of the Williams Accumulation/Distribution indicator. Its distinguishing feature is a timeframe input, allowing the indicator’s chart period to be selected independently through its settings; the example…
The document outlines the historical datasets available for Hyperliquid and how advanced users can retrieve them from public cloud storage. Market data includes level-two order book snapshots, while asset context files are stored separately. The archive is…
The report teaser examines institutional participation in Bitcoin futures, options, and perpetual swaps during 2023. It compares CME and Deribit through rolling futures basis and open interest, interpreting CME’s higher basis and growth in open interest as…
The document explains how Bitcoin ETFs provide indirect exposure to bitcoin through shares traded on traditional exchanges. It distinguishes spot funds, which hold bitcoin, from futures funds, which track futures contracts, and leveraged futures funds, which…
The document surveys indicators intended to help assess potential market tops and bottoms in Bitcoin and Ethereum. It describes moving averages as possible trend and support or resistance references, and compares market capitalization with realized…
This overview introduces trend-following tools for cryptocurrency charts: simple and exponential moving averages, MACD, MESA, and Parabolic SAR. It describes moving averages as smoothed views of price that can help identify trend direction, support or…
The document explains how a calibrated SVI volatility surface can be used to estimate option prices across a range of strikes, then apply the Breeden-Litzenberger relationship. That relationship connects the second strike derivative of call prices to a…
The document describes a liquidity mining scheme for compensating market makers according to how much liquidity they provide. Rewards are divided across regular order book snapshots, so a participant must have orders present at a snapshot to earn from it.…
The article explains that Ethereum’s mempool holds transactions awaiting inclusion in a block, and that fees and maximal extractable value can influence transaction priority. It distinguishes real-time pending-transaction data from historical records and…