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 report presents a backtest of a long-only RSI strategy on hourly ETH-USDT candles from Binance, covering January 2020 through May 2021. It reports 108 closed trades, a net profit of 152.12% from a starting balance of 1,000, a maximum drawdown of 31.13%,…
This technical reference describes an OKX integration for market data and order execution across spot, margin, perpetual swaps, dated futures, options, spreads, and event contracts. It outlines the adapter's data and execution components, instrument loading…
This weekly review combines macroeconomic context with observations on Bitcoin and Ether options markets around the March 2023 Federal Reserve decision. It discusses a flatter Bitcoin volatility term structure, the relative implied volatility of Ether and…
The document outlines crypto portfolio diversification as a way to reduce dependence on any one asset and manage exposure to a volatile market. It suggests spreading investments across cryptocurrencies, market sectors, and strategies, with attention to how…
The document describes an online workflow for backtesting a grid trading strategy through FMZ. Users set the simulation dates, currency, balances, and grid parameters, including price bounds, grid spacing, and order size. The workflow creates the backtest…
This strategy outline describes a long-only crypto trend-following system on hourly candles. It combines moving-average trend states with pullbacks and bounces around moving averages, while also calculating RSI, ADX, MACD, Bollinger Bands, volume measures,…
This article explains fear of missing out as the anxiety that a trader will miss a profitable opportunity, especially during fast-rising crypto markets. It links the feeling to urgency, price attention, social-media speculation, and unverified information.…
The article compares staking proof-of-stake tokens with earning interest by depositing crypto assets into lending platforms. Staking rewards are linked to network issuance and transaction fees, while savings interest reflects demand from borrowers. Staked…
This retrospective describes Ethereum’s transition from proof-of-work to proof-of-stake and reviews network operation, price, transaction activity, and gas fees in the following weeks. It reports that the network experienced no outage during the transition.…
This overview explains how crypto liquidation data may help researchers interpret forced trading in futures, options, and swaps. It describes using the timing and scale of liquidations, long-versus-short liquidation activity, liquidation ranges, volume, and…
This support note explains how linking works when a user keeps trading and staking on separate accounts. Linking is unnecessary if both activities use the same account. To establish a link, the trading account must initiate an action, after which the staking…
This weekly recap describes changes in Bitcoin and Ether derivatives markets during a period of pressure following SEC actions against Binance and Coinbase. It tracks realized volatility, options term structure, skew, trading flows, and dealer gamma…
The example demonstrates a Freqtrade custom stop that follows the Parabolic SAR indicator. It calculates SAR for each candle, then reads the latest analyzed value in the stop-loss callback and converts the distance between the current rate and SAR into the…
The document summarizes how to work with FTX’s spot, futures, and options interfaces. It advises keeping spot and futures as separate exchange objects even though they use a common API key. It describes futures as USD-denominated and settled, with deposited…
This market snapshot discusses the early effects of US spot Bitcoin ETF approval across centralized exchanges, decentralized finance, lending, and blockchain networks. It reports that Coinbase gained share in key BTC pairs and interprets its USD and USDC…
This documentation explains how to connect OctoBot to Telegram's API so it can listen to public groups for trading signals. It distinguishes this setup from the simpler Telegram configuration used to control OctoBot or listen to private groups. To use the…
The document explains how forced liquidations work in leveraged crypto trading, distinguishing partial closures from full position closures. It illustrates leverage with a Bitcoin futures example and shows how an adverse price move can reduce a trader’s…
This guide explains how to inspect balances across connected exchanges and wallets, including assets allocated to active orders, and how to view and adjust a paper-trading account. Paper balances can be increased for a specified asset, enabling simulated…
The document introduces two proposed views of Deribit options activity: net volume and net positioning. It says these features rely on a set of proprietary rules intended to identify which side initiated trades, so users can distinguish flow direction and…
This document catalogs example strategies for a Python trading framework. The collection spans stock buy-and-hold, moving-average crossover, stock momentum rotation, a traditional stock-and-bond allocation, equal-weight Bitcoin and Ethereum, a short options…
The author describes a Binance perpetual futures strategy that used recent trades, order book depth, and current positions to infer short-term direction and place maker orders. In a rising market it opened longs and closed shorts; in a falling market it did…
This post outlines a long-term Bitcoin strategy based on the standard Ichimoku cloud. It scales position changes according to where price sits relative to the cloud when a crossover occurs: bullish crossovers lead to smaller, medium, or full purchases below,…
This article introduces decentralized science, or DeSci, as an effort to apply blockchain tools, tokens, and decentralized organizations to research funding, publication, peer review, data access, and intellectual property. It argues that open participation…
The document reports survey responses about U.S. crypto holders’ views of AI tokens, including expectations for sector performance, long-term optimism, investment interest, and perceived barriers. It describes differences by age and investing experience, and…