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 tutorial describes a directional strategy for the USD-margined Bitcoin perpetual PF_XBTUSD. It combines a slow regime estimate from dollar bars with a faster trade-flow signal. A rescaled-range regression estimates the Hurst exponent from rolling log…
This roadmap sets out plans to develop Hummingbot from a market-making client into a framework for building and running cross-venue algorithmic strategies. Priorities include improving support for selected centralized and decentralized exchange connectors,…
This market recap reviews BTC and ETH options positioning before US CPI. It reports lower realized volatility as prices stayed in ranges, while implied volatility changed little and carry turned positive. The author sees short gamma as attractive, suggesting…
This guide explains how to route OctoBot exchange requests through a proxy. It identifies two reasons: keeping a consistent outbound IP address for exchange IP allowlisting, and continuing to use the same IP while traveling. The instructions focus on setting…
This architecture overview describes how Gateway connectors can expose decentralized exchange operations through a consistent interface. A connector coordinates configuration, SDK access, and protocol methods; route handlers validate incoming HTTP requests,…
This podcast recap examines changes in Bitcoin and Ethereum options volatility, focusing on the spread between their implied volatilities. The discussion attributes shifts in that relationship to factors including persistent option supply, an Ethereum ETF…
This Rust component connects to a Bybit public WebSocket stream and converts incoming order book and public trade messages into internal live feed events. It subscribes to several order book depth levels and public trades for requested symbols, parses bid…
The article identifies two challenges for cryptocurrency traders: confusing narratives about crypto markets and the growing role of automated trading. It notes improvements in spot markets, custody, and institutional participation, while arguing that…
The document recounts Annelise Osborne’s move from traditional finance into digital assets and her view of how blockchain could support financial markets. It describes tokenized securities, programmable loans and bonds, and the potential for blockchain to…
The document describes a cash-and-carry strategy for crypto perpetual futures. When a perpetual contract trades above spot and its funding rate is positive, the trader sells the perpetual and buys an equivalent amount of spot, aiming to collect funding…
This reference catalogs Binance Spot API error codes and messages, grouping them into general server or network problems, malformed requests, order failures, and exchange filter rejections. It covers issues such as invalid timestamps or signatures,…
This tutorial shows how to change the active cryptocurrency pair during a running trading program. It states that exchanges generally support runtime pair changes, with an exception for Huobi ETH because it uses a separate API address, and notes that the…
This FAQ explains operational limits and practical considerations for running the Freqtrade cryptocurrency trading bot. It describes supported spot and selected futures trading, short positions in futures when the strategy and configuration support them, and…
The document explains how an automated trading strategy can be divided between a trading mode and evaluators. The trading mode handles order creation, sizing, maintenance, and cancellation. Evaluators provide signals that activate the mode when conditions…
This weekly snapshot reviews crypto market conditions from March 19 to 26, 2024. It links Bitcoin’s recovery after an inflation-driven dip to persistent ETF demand and pre-halving accumulation, while noting uncertainty about demand after the halving and…
This reference explains how to represent an exchange-listed cryptocurrency option spread as one tradable instrument. It describes the instrument identity, underlying and quote and settlement currencies, inverse sizing flag, strategy type, activation and…
The document introduces analytics for stablecoin lending and borrowing across Aave, Compound, and MakerDAO on Ethereum, Arbitrum, Optimism, and Avalanche. It describes hourly and daily historical measures, including deposits, borrowing, interest earned,…
This podcast recap contrasts the sharp equity selloff after unexpectedly severe U.S. tariff announcements with Bitcoin’s relative price and implied-volatility stability. It discusses possible explanations, including earlier crypto deleveraging, seller…
This product update describes several analyses for crypto derivatives and blockchain activity. Its options material includes constant-maturity butterfly values across selected deltas and time windows, at-the-money implied volatility box plots, and dealer…
This analysis uses estimated institutional Bitcoin ETF cost bases to map how drawdowns could push holdings underwater and potentially amplify selling. It presents scenarios from current prices through a 30% decline, arguing that stress rises nonlinearly…
This guide describes a flexible grid trading mode for spot markets. Instead of starting from a chosen number of open orders, the trader specifies upper and lower price bounds along with grid spacing and increments. The system then determines the required buy…
This market commentary reviews Bitcoin and Ether options through realized and implied volatility, expiry term structures, call skew, and relative value. It reports Bitcoin realized volatility in the mid-30s and Ether near 50 after spot weakness, while…
This market snapshot discusses the October 2023 Bitcoin rally alongside regulatory headlines, exchange activity, DeFi markets, lending, and network metrics. It cautions that reports of a spot ETF listing or approval rumors did not establish that an ETF had…
This product description outlines a multi-exchange hedging system intended to capture price differences across venues. It lists implementation features including parallel order-book retrieval and order placement, simulated account updates, retrying exchanges…