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 podcast summary describes SOMA.finance’s plans to connect traditional finance with blockchain markets through token issuance, a decentralized exchange, and yield products. It says the platform aims to support tokenized securities and digital assets,…
The document reviews BTC and ETH conditions after a sharp market squeeze, connecting macro uncertainty and price levels with options pricing. It describes falling implied volatility alongside elevated realized volatility, negative carry, changes in term…
The document explains why a single exchange depth stream may not capture every order-book change. It compares Binance Futures incremental Level 2 data with the more frequently updated book-ticker feed, then shows how to combine them into a consolidated feed…
This forum post reports a data collection problem when repeatedly switching the selected currency on an exchange and requesting five-minute candle records. The example cycles through ETH, LTC, and BTC, logs the active currency and returned records, then…
This article describes a monitoring upgrade for a cryptocurrency futures Martingale strategy used with Binance Futures and dYdX bots. The first version showed limited position information and plotted realized profit and loss without accounting for floating…
FalconX product manager Jill Gao describes moving from traditional finance into crypto product development and discusses changes in institutional trading. The document outlines Marketspot, a Telegram-based analytics tool that lets users query historical…
The document explains trailing stops that follow mark price after immediate placement or after an activation price is reached. A short-side trailing stop tracks the highest mark price and triggers when price falls by a chosen fixed distance or percentage; it…
This paper explains why liquidity in digital asset markets is concentrated in a small number of assets and venues, then presents Hummingbot as open-source software intended to make automated market making more accessible. It describes quoting bids and asks,…
The document outlines the basic steps for staking HYPE through HyperCore. Users need HYPE in their HyperCore Spot Balance, moving tokens from HyperEVM first if necessary. They then transfer HYPE to a Staking Balance and choose a validator. The stated lockup…
The document explains how to run strategy backtests in OctoBot: choose a profile, download historical market data, select a data file, run the simulation, and review performance summaries, charts, and individual trades. It describes how the starting…
This reference explains Binance user data streams delivered through an authenticated WebSocket subscription, with events available in JSON or SBE format. It describes account position updates, balance changes from transfers or deposits and withdrawals, and…
The document summarizes US federal tax treatment described for cryptocurrency staking. It says rewards are generally included as ordinary income when the recipient gains control, with their value at receipt serving as tax basis even when the tokens are…
This market commentary combines a US macro calendar with views on Japanese rates, Bitcoin, and Ethereum options. It notes that the Federal Reserve decision and US employment report could move markets, while a weaker employment result might support bonds and…
This report surveys digital-asset market conditions in the first quarter of 2025, connecting sharp price moves with macroeconomic news, regulatory actions, exchange security events, and institutional positioning. It discusses Bitcoin and Ethereum, ETF flows,…
This overview explains why financial institutions may consider digital assets and surveys market structure, asset categories, trading venues, and regulatory developments. It contrasts crypto markets with traditional finance, emphasizing continuous global…
This Python utility converts Bybit historical depth and trade files into the event array format used by HftBacktest. It reads order book updates from a zipped JSON stream and trades from a gzip-compressed CSV, creates depth, snapshot, clear, and trade…
This market recap reviews BTC and ETH options positioning during a period when spot prices struggled near technical levels and traders anticipated volatility around the Bitcoin halving. It compares realized and implied volatility, term structures, skew,…
The document summarizes research and a webinar discussion of Bitcoin options across bull, bear, and volatile market conditions. The presenters examined the volatility surface and its regimes, and argued that traders may find opportunities by adapting ideas…
This example demonstrates a basic workflow for preparing Bybit order book data and running it through a market-making backtest. It shows two conversion paths: a fused conversion for multi-level depth data and a conversion that selects a single depth level.…
This brief market recap points readers to four themes in Bitcoin and Ether derivatives: pronounced put skew, the volatility spread between ETH and BTC, large realized-volatility days influencing markets, and buying of longer-dated calls described as…
This live-robot page shows a screening and observation workflow for newly active tokens across several chains. The displayed table ranks candidates by one-hour volume expansion and reports liquidity, fully diluted valuation relative to liquidity, token age,…
The document explains how linked spot assets move between Hyperliquid’s HyperCore and HyperEVM. A token must first be linked to an EVM contract; transfers from Core use a sendAsset action directed to the token’s system address, while transfers from the EVM…
The document argues that informed DeFi analysis requires four complementary data views: protocol, pool, asset, and wallet. Protocol data supports comparisons across financial functions such as lending, staking, and asset management. Pool data describes…
This document explains Hyperliquid request limits for REST, WebSocket, explorer, and EVM JSON-RPC interfaces, alongside limits tied to individual trading addresses. It distinguishes per-IP request weights from address-based action limits, describes how batch…