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.
1,747 documents
This reference explains how Freqtrade handles pair naming, fees, and strategy execution. Spot pairs use a base and quote currency, while futures pair names also identify the settlement currency. Profit calculations include fees: simulations use the…
The document analyzes a sharp crypto market selloff through price moves, liquidations, open interest, funding, order book depth, imbalance, and spreads. It describes a two-stage explanation: macro events first pushed prices lower, then leveraged positions…
This article explains short selling as borrowing or entering a position that benefits when a cryptocurrency’s price falls, then closing at a lower price. It discusses using short positions to express a bearish view, hedge existing long exposure, or seek…
This technical reference describes how deployers configure and operate builder-deployed perpetual markets on Hyperliquid. It covers market and asset registration, oracle updates, funding parameters, margin tables and modes, fee settings, open-interest caps,…
This example configures a live-node application to run a Bollinger Band mean-reversion strategy against the Architect AX sandbox on a EUR/USD perpetual instrument, using one-minute midpoint bars. It sets a Bollinger period of 20 with a two-standard-deviation…
The article argues that a sharp selloff in World Liberty Financial Token (WLFI) preceded a broader cryptocurrency decline and may have offered an early warning of market stress. It highlights a reported surge in WLFI trading volume after tariff news,…
This personal account follows the author’s early crypto trading and quantitative strategy development, with examples from volatile market episodes involving leveraged contracts, meme tokens, and failed projects. The main practical lesson is that strategies…
This example studies how order latency affects a grid-based market-making strategy for ETH perpetual futures. The strategy estimates trading intensity from the distance between the midpoint and observed trade arrivals, fits a decay relationship to that…
The document explains how delisting works for validator-operated perpetual contracts. Validators vote on whether an asset should be removed; if they approve delisting, the contract settles at the one-hour time-weighted spot oracle price from before the…
The document outlines a cryptocurrency grid strategy designed to run across several exchanges and spot, futures, and perpetual markets. It describes a grid that can operate in both directions or only one direction, with one side disabled by setting its order…
This API reference describes actions available to deployers of builder-deployed perpetual markets. It covers registering a DEX and assets, updating oracle inputs, setting funding parameters and margin tables, configuring open-interest caps, assigning fee…
The document describes an automated dollar-cost averaging executor that distributes an entry or exit across a sequence of orders. Its configuration includes a market, trading pair, side, order amounts and prices, leverage, order mode, and optional profit,…
This reference describes Hyperliquid’s information endpoint for retrieving market and account data across perpetual and spot markets. It covers mid prices, order book snapshots, candles, open and historical orders, fills, order status, user portfolios, fees,…
The article introduces OKX Nitro Spreads as a way to trade the price difference between futures and perpetual swap contracts through a single instrument. It describes spread trading as useful for hedging exposure or responding to price differences, with the…
The document explains a specific pricing and margin arrangement for some Hyperliquid perpetual contracts. Their underlying spot reference comes from Uniswap V2 or V3 automated market maker prices. These contracts are isolated-margin only: traders cannot use…
The article surveys ways decentralized finance represents familiar financial products on blockchains. It describes lending pools where suppliers earn variable interest and borrowers post crypto collateral, often in excess of the loan value. Smart contracts…
This guide explains static and trailing stop losses, including trailing stops that switch to a tighter loss allowance after a profit threshold or begin trailing only after a specified offset. It also covers exchange-placed stops, comparing market orders,…
This forum post describes a trader who can open a Binance perpetual futures position but cannot sell to close it. The reported error says the order direction is invalid, even though the poster believes the decimal precision and close-long setting are…
This tutorial explains a two-input market-making setup for a Lighter perpetual linked to Nvidia shares. The Lighter order book supplies the price anchor, while Databento US equity top-of-book quotes provide a normalized signal: the equity mid is compared…
This guide explains how to connect a dYdX account to the FMZ quantitative trading platform, with a focus on perpetual contracts, which FMZ identifies as swaps. It lists the API and Stark key credentials required and describes obtaining them after creating an…
This example demonstrates how a backtest engine can model automatic liquidation on a margin account holding an inverse Bitcoin perpetual. It configures a simulated venue with liquidation enabled, starts with one BTC, and submits a market buy for 10,000,000…
This live robot page describes an aggressive martingale approach on OKX USDT futures. It shows both long and short positions across many contracts, adding to positions in layers as prices move against them. The displayed settings specify an initial order…
The document explains why closing a perpetual futures position may increase Available Balance by less than the margin shown for that position. It focuses on cross margin, where open positions share a common pool of collateral. If other positions have losses…
This guide explains how to connect a wallet to dYdX v4, obtain the chain address and secret phrase, and connect those credentials to Hummingbot. It covers both the command-line client and the web dashboard, then walks through configuring and launching a…