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 developer overview explains the components used to connect Hummingbot to spot and perpetual exchanges. It describes the exchange or derivative class, authentication, order book and user stream trackers, their data sources, and the order trackers that…
This educational overview explains stablecoins as crypto tokens designed to track the value of an asset or basket, often a fiat currency. It distinguishes fiat-collateralized tokens, backed by reserves; crypto-collateralized tokens, generally requiring…
This market snapshot reviews crypto developments around Bitcoin’s reported all-time high and the passage of the GENIUS Act, alongside ETF flows, corporate treasury activity, futures open interest, long-short ratios, and funding rates. It describes a market…
The document describes how machine learning is being used by institutional trading teams for execution, risk management, and signal research, with digital assets as a key setting. It argues that model quality depends on access to reliable, detailed data from…
The document presents a simplified high-frequency grid market-making approach inspired by GLFT. Rather than dynamically estimating order-arrival intensity to set spreads and skew, it uses recent price volatility to determine quote distance. Inventory is…
The document compares three exchange designs used in digital asset markets. A central limit order book gathers maker orders, publishes available prices and quantities, and matches taker orders, often by price and then submission time. An RFQ process lets a…
This podcast introduction describes a discussion with T3 Index founder Simon Ho about volatility indexes, options trading, and building an index business. It identifies Spike as an index derived from SPY options that competes with the Cboe VIX, and mentions…
The document describes processing Bybit’s compressed raw feed files into event data compatible with a high-frequency backtesting system. It handles order book snapshots and updates, as well as public trades, and offers two approaches: combine multiple book…
This article examines warning signs the author associates with dubious ICOs, using the UUU token as an example. It describes alleged practices such as presenting an overseas-facing team, promoting sales through Chinese-language groups, listing on a small…
This overview explains several crypto market data types and their uses. OHLCV bars summarize opening, high, low, and closing prices alongside traded volume; the post connects OHLC data to candlestick chart analysis. It describes VWAP and TWAP as aggregated…
This general guide links crypto market volatility to small market size, speculation and sentiment, regulatory developments, and changes in the global economy. It recommends researching trades, learning from past mistakes, following a plan, and accepting that…
This short example describes a basic way to screen cryptocurrency listings using market data. It retrieves a listings dataset denominated in US dollars, then selects assets whose quoted price is below a very small threshold and whose reported 24-hour trading…
This short description identifies a trading indicator setup that uses the Stochastic oscillator across three separate timeframes. It attributes the underlying idea to Rafael Maia de Amorim and credits the MQL5 implementation to Vladimir Karputov. The…
This mid-week derivatives recap summarizes conditions in Bitcoin and Ethereum options. It reports that realized volatility recovered during the week, while both assets’ volatility term structures moved lower; Bitcoin’s curve shifted further into contango. As…
This introduction explains stablecoins as crypto tokens designed to maintain a relatively steady value, often against a fiat currency or another asset. It describes three approaches: fiat-collateralized tokens backed by reserves of traditional currency;…
This webinar overview introduces several Bitcoin and Ethereum measures that researchers might turn into trading signals. It groups them into market-cycle or valuation indicators, including Pi Cycle, Realized Cap, and the Bitcoin Yardstick; sentiment measures…
This guide outlines common ways cryptocurrency users may be defrauded: phishing messages that imitate exchanges or wallet providers, investment schemes promising unusually high returns, fake social media giveaways, and counterfeit wallet apps or exchanges.…
This analysis examines Bitcoin’s role in a diversified portfolio before and after the market’s financialization, using 2013–2017 and 2018–2023 as separate periods. It compares historical returns, volatility, drawdowns, and correlations, then applies…
This guide describes connecting OctoBot to Reddit so it can monitor selected subreddits for posts about traded cryptocurrencies. When its forum evaluator is enabled, OctoBot applies VADER sentiment analysis to posts and creates coin-level summaries for use…
This market commentary argues that quiet spot trading, low realized volatility, and a steep options term structure favor a near-term short-volatility bias in Bitcoin and Ether. It notes that scheduled inflation releases and a potential Bitcoin spot ETF…
This guide explains how to run several OctoBot instances on one computer. Each instance needs its own copied working folder for separate configuration and logs, plus a unique web interface port. The setup involves stopping the current bot, duplicating its…
This guide explains what OHLCV candles record and how traders can use candle histories for crypto market analysis. Each bar summarizes the opening, highest, lowest, and closing prices plus traded volume within a fixed interval. The article compares…
The document explains how to connect to Binance Spot Demo Mode through the API. Users first create an API key from the demo account interface, then use the standard Spot API documentation while directing requests to the demo endpoints. It lists the…
This newsletter discusses crypto market behavior during a sharp tariff-driven selloff in equities. It compares volatility across equities, gold, and bitcoin, observing that bitcoin implied volatility had not risen as much as other measures at the time. The…