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 introduction to crypto pairs trading argues that correlation alone does not establish a durable relationship between two assets. A pair may move together because of shared market forces, yet its price spread can continue drifting. Cointegration offers a…
The document explains two Hyperliquid aligned quote asset specifications. AQAv1 links a stablecoin’s onchain supply to protocol revenue sharing and offers trading incentives when the asset is used for eligible spot pairs or HIP-3 perpetual markets. Its…
The interview describes Titan’s approach to spot swaps on Solana: gather quotes from on-chain venues and other aggregators, then route trades among those sources with the aim of improving price and limiting slippage. It explains that the system evaluates…
This guide describes a qualitative process for assessing cryptocurrencies as long-term investments. It distinguishes coins, which generally operate on their own blockchains, from tokens, which are issued on existing chains and depend on the intended…
The document addresses how to count distinct configured exchange accounts when a multi-exchange strategy contains many exchange objects, potentially associated with different currencies. Its example identifies each account using the combination of exchange…
This documentation explains how to build Nautilus trading systems in Rust or Python. The Rust path supports actors, strategies, data and execution engines, risk management, backtesting, portfolios, and live trading; Python components can run on the shared…
This market recap examines BTC and ETH options during a sharp rally. It describes realized and implied volatility rising, with BTC’s move and volatility increase stronger than ETH’s. The commentary notes that higher short-dated implied volatility can leave…
The document explains Bancor as a decentralized automated market maker that uses asset pools to support trading. Users deposit tokens and receive pool tokens representing their claim on the deposit; traders pay fees, which are shared with liquidity…
The article explains how trading volume and open interest can help assess liquidity in Bitcoin and Ethereum derivatives. Volume indicates trading activity and can be broken down by exchange, currency, and expiration; open interest counts outstanding…
This article proposes using discrete-time signal-processing ideas to reduce the lag of moving-average trend indicators. It starts from an exponential moving average, frames the relationship between closing prices and the EMA as a transfer function, and…
The article explains Bifrost’s liquid-staking model: users stake proof-of-stake assets through the protocol and receive corresponding vTokens, which are intended to preserve access to decentralized finance while the underlying assets earn staking rewards. It…
This market commentary reviews BTC and ETH options conditions around a period of spot weakness, recovery, and anticipation of a US presidential debate. It reports comparatively stable realized volatility, higher front-end implied volatility, positive carry…
This note explains two cash-and-carry approaches to perpetual futures funding. When funding is positive, it buys spot and shorts the perpetual contract to collect payments from longs. When funding is negative, it describes borrowing and selling spot while…
This weekly commentary interprets Bitcoin and Ether options markets around scheduled US inflation and Federal Reserve announcements in December 2022. It compares implied volatility with realized volatility, arguing that a wide volatility risk premium…
This tutorial outlines the design of a simple cryptocurrency spot grid strategy. It defines an equal-difference grid around an initial price, with grid levels extending both above and below that starting point. Each level stores its price and whether a buy…
This article derives adaptations of the Avellaneda–Stoikov limit-order market-making model for a crypto trading bot. It starts with the reservation price, which shifts relative to the mid-price according to inventory, risk aversion, volatility, and time…
This market recap examines BTC and ETH options through realized volatility, volatility carry, expiry term structures, relative value, option flows, and dealer gamma. It describes rising BTC volatility after a spot advance, comparatively steady ETH…
This digital asset market report assesses a fragile recovery using price action, trading volume, realized volatility, open interest, funding, order book depth, institutional ETF flows, stablecoin supply, and DeFi lending conditions. It describes a mixed…
This document outlines interface and configuration changes for upgrading Freqtrade strategies from version 2 to version 3, especially when adding short trades or leverage. It maps older buy and sell signals to entry and exit terminology, including renamed…
The article explains how an OctoBot user can subscribe to a community strategy, import its profile, and configure a bot to follow the strategy’s trading signals. Followers receive signals when the source bot creates or cancels orders, and their order amounts…
This market snapshot reviews how tariff news, Treasury yields, inflation, and employment data shaped crypto trading conditions. It describes an initial decline in Bitcoin, Ethereum, and Solana followed by a rebound as bond markets stabilized, while warning…
The document explains two fee mechanisms for trading on Hyperliquid: gossip priority for receiving network data and order priority for sending eligible orders. Gossip priority uses recurring Dutch auctions for IP slots; winning slots can improve peer…
This connector guide explains how Hummingbot connects to Hyperliquid's central limit order book for spot and perpetual markets. Both connectors use WebSocket connections and support limit, maker-limit, and market orders; the perpetual connector supports…
This guide explains how OctoBot users can subscribe to a community strategy, import its profile, and have their bot follow the strategy’s trading activity. The imported setup uses remote trading signals: it sends a signal when the strategy creates or cancels…