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 prepare tick-by-tick trades and full order-book updates for HftBacktest, noting that this level of historical data is not commonly available for free in the way daily bars are. For Binance Futures, it describes collecting raw feed…
This Hummingbot guide explains how a market-making strategy can price orders from the current order book, another exchange and trading pair, or a custom API. Available references include the mid price, last traded price, the bot's last trade, best bid, best…
This weekly market note reviews crypto options and volatility conditions around US inflation and Federal Reserve announcements in December 2022. It describes short-dated Bitcoin implied volatility rising ahead of CPI, then falling after the releases, while…
The article introduces sentiment analysis as a way to gauge crowd opinion from online posts and exchange data, with cryptocurrency as its main application. It describes classifying social media messages as positive, neutral, or negative, and mentions social…
This overview describes cloud mining as a way to participate in proof-of-work mining by renting a share of a provider’s hashpower or leasing equipment housed in a mining operation. Customers pay for access and may receive a proportional share of rewards. The…
The article explains cloud mining as renting hashpower or leasing mining equipment from a remote operator in return for a share of potential mining proceeds. It contrasts this arrangement with owning and operating hardware, outlining the lower technical and…
The document compares security and transparency measures at several centralized crypto exchanges, including cold storage, account authentication, withdrawal controls, audits, proof-of-reserves reporting, insurance arrangements, and regulatory status. It…
This podcast overview describes CVI, a decentralized product designed to provide exposure to implied volatility in Bitcoin and Ethereum options. It outlines an index and a more volatile leveraged variant, real-time leveraged positions, and a planned…
These release notes describe Hummingbot version 1.12.0, including the first phase of a module for controlling multiple bot instances remotely. The design uses MQTT messaging between bots and a broker, enabling remote commands such as starting or stopping…
The article links Japan’s bear-steepening yield curve and weakening yen to a possible reduction in global credit supply. It argues that Japan’s debt burden may constrain short-term rate increases, while Japanese holdings of foreign debt make the country an…
The document explains how Taproot combines Schnorr signatures with script commitments to improve Bitcoin transaction privacy and reduce the data revealed when coins are spent. It first contrasts pay-to-script-hash, which reveals all possible spending…
The document presents a dynamic-balance strategy for a crypto and fiat account. It compares the marked value of the coin holdings with the fiat balance, using bid and ask prices adjusted by a spread parameter. When the coin side is valued above the fiat…
This guide explains three bounded momentum indicators for cryptocurrency trading: Stochastics, the Relative Strength Index (RSI), and Stochastic RSI. Stochastics compares a candle’s close with the recent high-low range, while RSI summarizes recent price…
The article analyzes a reported Bithumb accounting error that credited users with Bitcoin balances that existed only on the exchange’s internal ledger. Recipients sold into live bids, producing a steep local price decline while prices on other venues…
This guide explains a basic workflow for turning TradingView conditions into automated orders. Alerts can be triggered by price levels, indicator thresholds, or Pine Script strategy signals. A receiving trading bot or intermediary can interpret alert…
This tutorial develops a market-making approach that estimates a futures contract’s fair price from spot-market returns. Its basic arbitrage pricing theory relationship assumes futures and spot returns move one-for-one with no intercept; the strategy uses…
This article reviews US legislative proposals that could place much of the digital asset market under the Commodity Futures Trading Commission. It describes bills proposing CFTC oversight of spot digital commodity exchanges, intermediaries, stablecoin…
The newsletter interprets market reactions to a Fed rate cut and Powell’s comments, then compares gold and Bitcoin through futures trends, implied volatility, and 180-day 25-delta risk reversals relative to at-the-money volatility. It reports positive gold…
Ethereum transaction inputs and event logs store values in compact encoded forms. Applications commonly rely on a contract’s ABI to map that data to function names, argument types, and readable values. Maintaining ABI files becomes difficult when an…
The document outlines safeguards for cryptocurrency futures trading during sharp market moves and delayed updates. It recommends monitoring the gap between a futures contract and its underlying spot price, and between last price and mark price, as signs that…
This overview describes how institutional crypto trading differs from retail activity, emphasizing larger trade sizes, specialized infrastructure, compliance demands, and execution across multiple venues. It surveys approaches including over-the-counter…
This indicator makes up to three market sessions visible on an intraday chart using vertical start and end lines, shaded bands, and optional labels. Each session has editable server-time boundaries, colors, and names; sessions that end before they start are…
This market snapshot combines derivatives positioning, funding, order books, ETF flows, stablecoin activity, and macroeconomic data to assess crypto market conditions. It interprets BTC and ETH's unusually low 30-day correlation as a reason to question…
This weekly recap describes changes in Bitcoin and Ether options markets after news about Grayscale ETFs. It reports that realized volatility had fallen while prices stayed near the bottom of their recent range, then rose sharply after the news and an…