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
The document explains how NautilusTrader connects to Tardis historical files, Tardis Machine streams, and the Tardis API. It describes loading normalized CSV data, replaying historical feeds into Parquet catalogs, and configuring live or replay clients. A…
This guide explains how to obtain exchange history for OctoBot Script backtests and how to reuse previously downloaded data. The fetch request is configured with a trading pair and candle interval, with optional settings for the starting timestamp, exchange,…
This weekly market note examines how the XRP ruling and other headlines affected crypto prices, implied volatility, and options positioning. It contrasts a quiet macro calendar and subdued longer-term realized volatility with event-driven moves in the front…
This market commentary reviews Bitcoin and Ethereum options positioning alongside activity in oSQTH for the week covered. It describes several reported structures: a put spread financed with calls, a put risk reversal, a short-dated straddle sale, call…
The document gives a brief overview of four blockchain oracle networks: Chainlink, Pyth, API3, and Band Protocol. It describes their roles in supplying data to decentralized applications and notes that Chainlink also offers a protocol for transmitting data…
This reference introduces MyLanguage, a domain-specific language for writing programmatic trading analyses on the FMZ Quant platform. It explains scalar and sequence data, strings, numeric and Boolean values, global variables, naming conventions, and…
This experimental cryptocurrency strategy combines CCI, RSI, MFI, Bollinger Bands, and moving averages to seek long entries after oversold conditions or a V-shaped price turn. It also builds a heavily smoothed composite from RSI, MFI, and CCI, then uses a…
This newsletter connects a softer US inflation and labor market outlook with expectations for Federal Reserve rate cuts and possible support for crypto prices. It then frames Bitcoin’s decline in the context of German government sales and anticipated Mt. Gox…
This example shows how to configure a live trading node to test order handling on the Deribit testnet. At startup, the built-in tester can open a position with an immediate-or-cancel order, then maintain post-only limit orders on both sides of the book. It…
The guide explains how to configure Hummingbot Strategy V2 controllers to run market-making strategies for multiple trading pairs through one generic script. It walks through creating a separate controller configuration for each pair, setting values such as…
This tutorial introduces exchange API calls for retrieving account details, ticker data, historical candlesticks, and market depth. It explains that a primary exchange object refers to the first exchange in an array, and illustrates polling ticker data in a…
This podcast recap discusses Bitcoin options-market conditions around the ETF narrative, including term structure, skew, and changes in inter-dealer flows. It also describes exchange structured products: Double-Win, a range-based payoff compared to a…
The article compares bank savings accounts with crypto earning products, focusing on rates, access to funds, deposit protection, taxes, and risk. It illustrates the rate comparison with examples of estimated one-year interest on a hypothetical balance and…
The article describes adjusting hedge ratios as crypto prices, implied volatility, and liquidity conditions change. For derivatives portfolios, it suggests rebalancing futures and options exposures, including strikes and expirations, to manage directional…
This market commentary links a risk-off episode to declines in stocks and crypto, stronger gold, increased volatility, and heavy leveraged liquidations. It compares perpetual futures with spot markets, arguing that forced selling and uneven order-book depth…
This connector guide explains how to prepare a Derive account for automated trading through Hummingbot. It covers connecting a wallet, depositing assets, registering a session key, creating a subaccount, and entering the wallet address, session key,…
Balancer is described as an Ethereum-based decentralized exchange protocol where liquidity providers deposit tokens into pools and receive a share of trading fees plus BAL incentives. Pools can hold as many as eight tokens, with weights set to define their…
This collection presents statistics on cryptocurrency ownership, trading activity, investor concerns, geographic adoption, and industry structure as of 2024. It reports estimates of market value and trading volume, survey findings on ownership and investor…
The article explains how blockchain data fragmentation can complicate work for financial institutions. APIs tailored to individual networks often use different methods and data formats, requiring separate integrations, repeated requests, and ongoing…
This article introduces Algorand as a smart-contract blockchain and explains its pure proof-of-stake consensus. Block creation uses a proposer-selection stage followed by a vote from randomly selected token holders; the article argues that stake-weighted…
This article explains a contrarian rebalancing strategy that maintains a target allocation between cash and Bitcoin. When Bitcoin’s value rises enough to move the portfolio away from its target balance, the strategy sells some BTC; when it falls enough, it…
This market commentary reviews BTC and ETH options conditions ahead of expected ETH ETF trading. It reports falling realized volatility and softer one-month implied volatility, alongside positive carry that may appeal to traders expecting range-bound prices.…
This guide outlines how Polish residents are expected to report cryptocurrency disposals for tax purposes. It says the tax year follows the calendar year, filing opens on February 15, and the deadline is April 30 of the following year. It describes a 19% tax…
This market commentary links a stronger-than-expected U.S. jobs report and falling unemployment to reduced expectations for a large Federal Reserve rate cut. It discusses upcoming inflation releases as possible catalysts for further rate-market repricing,…