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 product update describes an institutional dashboard for monitoring tokenized, treasury-backed assets on Ethereum. It focuses on aggregate market capitalization, protocol-level activity, and unique wallet holders, with individual views of issuers and the…
This derivatives newsletter reviews a strong weekly rise in Bitcoin and other risk assets amid a US government shutdown and missing official employment data. It compares private employment estimates with market expectations, notes gains in gold, equities,…
This French guide explains how to access OctoBot cloud strategies from an OctoBot trading bot, starting with version 1.0.4. Users can find the strategies in the bot’s Community tab and use them in either simulated or live trading. The guide describes…
The report argues that a sharp Bitcoin price decline and ETF redemptions reflected a concentrated unwind of cash and carry positions rather than broad institutional capitulation. It explains the trade: hold spot Bitcoin or ETF shares while shorting futures…
This digital-asset market snapshot combines news about DeFi custody concerns, US crypto policy, corporate Bitcoin holdings, and a regulated hybrid exchange with analysis of Bitcoin’s move above $100,000. It discusses the sharp intraday reversal, higher…
The article explains a framework for examining digital assets by combining exchange data, such as trades, with blockchain information about transaction proofs, protocols, and asset supply. It argues that market data alone can miss changes defined by an…
This introductory guide explains that Bitcoin trading takes place across exchanges, over-the-counter markets, and derivatives platforms, with markets operating around the clock. It outlines basic setup steps such as selecting a platform, registering and…
This overview explains how Delta, Gamma, Theta, and Vega describe different sensitivities in crypto options, with a brief discussion of Rho. Delta measures exposure to the underlying asset’s price; Gamma tracks changes in Delta; Theta describes time decay;…
The document introduces Rho Protocol as an on-chain venue for trading crypto-native interest rates, especially perpetual funding rates and staking rates. It describes fixed-for-floating contracts as a way to hedge exposure to changing rates, similar to…
This weekly review interprets Bitcoin and Ethereum options conditions amid subdued spot markets and lower volatility. It discusses falling short-dated implied volatility, a steeper contango term structure, and the view that long-dated Ethereum volatility…
The document introduces network value to transactions (NVT) as a crypto-market analogue to the price-to-earnings ratio. It defines NVT as market capitalization divided by transaction volume, treating on-chain transfer activity as a rough measure of network…
This weekly digital-asset snapshot examines a market in which Bitcoin and Ether were weak or nearly flat while selected altcoins, especially DeFi-related tokens, rose sharply. It combines price and volatility measures with trading volume, open interest,…
This brief market recap describes conditions in Bitcoin and Ether derivatives for the week of March 7, 2023. It reports that Bitcoin realized volatility declined, while the term structures for both assets changed little. Options skew continued to favor puts,…
This market commentary connects inflation and energy developments with expectations for Federal Reserve policy, then considers how upcoming macro events might affect crypto volatility. It reports mixed inflation readings, a slight reduction in expected rate…
This engineering retrospective reviews Hummingbot’s 2023 work on exchange connectivity, code maintenance, strategy development, and external modules. Connector updates included refreshed gold and silver integrations with market-order support, and…
The report compares on-chain behavior around Bitcoin volatility shocks in bull and bear periods. It defines a shock as a day when absolute daily return exceeds two standard deviations above its historical average, then studies 21 shock days in each market…
This example sets up a backtest for a Bitcoin to USDT market on Binance using level two market-by-price order book snapshots and updates. It configures a cash account with BTC and USDT balances, a maker taker fee model, and an order book imbalance strategy.…
The article describes an indicator that measures weekend gaps using chart prices at the CME Friday close and Sunday reopen. It tracks unfilled gaps until price revisits the Friday close, reports fill timing and adverse movement, and tests a fade trade…
This post describes a live trading issue in a Binance BTC/USDT futures bot that uses two configurable EMAs to generate entries. The code enters long when the faster EMA crosses above the slower one and short when it crosses below, checking the second- and…
This tutorial describes a futures order-following bot that copies changes in a reference account’s long and short positions to additional accounts. It reads the reference account’s positions, tracks long and short quantities separately, and sends…
This interview describes a participant’s use of pure market making in the $ONE Makers liquidity bounty program. The trader reports adjusting order sizes to inventory, generally keeping spreads consistent except around significant news, and using multiple…
This weekly market note reviews macroeconomic events and crypto options conditions in the week of September 24, 2023. It links the Federal Reserve’s hawkish messaging and upcoming economic releases with weakness in technology shares, bonds, and Ether. The…
This weekly crypto snapshot links institutional news and regulatory developments with activity across centralized exchanges, decentralized exchanges, lending protocols, and blockchain networks. It describes spot Bitcoin ETF filings and a planned traditional…
This guide explains how an exchange API key lets trading software interact with a cryptocurrency account without using the account’s email address or login password. In the OctoBot example, the key is used to read wallet balances and to view, place, and…