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 brief derivatives-market recap reports four observations for Bitcoin and Ether: realized volatility had fallen further, options term structures were in steep contango, skew was moving lower, and trading flows were light in Bitcoin while Ether activity…
The document outlines a Bill Williams style trading method built from Alligator lines and five-bar fractals. It describes the Alligator as several smoothed averages of the high-low midpoint, with the slow line used as a reference. A fractal marks a local…
This crypto market snapshot examines trading and decentralized finance activity around the July 2023 Ripple v. SEC ruling. It describes the ruling’s distinction between XRP programmatic sales and institutional sales, then considers exchange volumes, market…
The document compares two crypto prop firms across evaluation formats, account sizes, profit splits, payout terms, trading constraints, execution venues, and regional access. Its main practical lesson is that the headline split is only one part of the…
This Japanese-language README curates resources for systematic trading research and implementation, including backtesting and live-trading frameworks, analytics tools, data sources, books, papers, blogs, and courses. Its practical framing is to reproduce…
The document explains how an EVM layer can read current trading and account information from a connected exchange core, including positions, balances, vault equity, staking data, oracle prices, and block height. It describes the consistency guarantee for…
This market report reviews Bitcoin and Ether volatility, options pricing, dealer exposure, derivatives positioning, and macro catalysts. It describes implied volatility and realized volatility as compressed, with flat or contangoed term structures, a marked…
This reference describes Binance spot market WebSocket streams for trades, aggregated trades, candles, ticker statistics, best bid and ask quotes, and order book updates. It explains raw and combined stream formats, subscription controls, timestamps, update…
The author describes paying to rent several crypto trading strategies and losing money on most of them. A platform strategy reportedly made money earlier, while a more recent funding rate approach stopped working as futures and spot prices converged. These…
This Chinese-language FAQ compiles practical guidance for building and operating strategies on FMZ. It covers exchange API behavior, order and position handling, market and limit orders, contract sizing, rate limits, timestamp synchronization, and common…
This post reports a data-quality question about one-minute BNB/USDT candles retrieved through a trading platform’s GetRecords interface. The author compares a candle for a specified minute in August 2018 with Binance’s displayed data. Open, high, low, and…
This weekly snapshot reviews crypto regulatory developments alongside spot market, decentralized exchange, lending, and network activity. It reports that centralized and decentralized exchange volumes remained below their 2022 peaks, with a modest lift in…
This overview explains decentralized finance as blockchain-based financial services that can operate without conventional central intermediaries. It describes three ways crypto holders may seek income: yield farming, staking, and lending. Yield farmers…
Amberdata announced that it had become an authorized redistributor of CME Group cryptocurrency futures and options market data. The offering covers Bitcoin and Ether instruments and includes tick-level open interest, trades, and ticker information. Data can…
The interview describes crypto options market making through Laura Vidiella’s experiences at LedgerX, a regulated venue offering fully collateralized contracts, and Paradigm, where institutions trade options in blocks with market makers. It outlines how…
This overview explains Bitcoin’s basic design and use. It describes public and private keys, peer-to-peer nodes, proof-of-work mining, block validation, and the protocol’s capped supply. Miners compete to propose blocks and receive newly issued coins and…
The document explains how an automated trading system handles spot, margin, and futures modes. Spot trading uses unleveraged long positions, while margin borrows capital and futures trade derivative contracts that may incur funding payments. It distinguishes…
The document distinguishes coins, which are native assets of base-layer blockchains, from tokens, which are issued through applications and services built on those networks. It explains that coins may be used for transfers, value storage, and network…
This February 2024 market commentary links Federal Reserve expectations and scheduled US economic releases with crypto prices, options volatility, and dealer positioning. It reviews concerns about persistent inflation, notes that personal consumption…
This tutorial presents a two-way Bitcoin spot strategy using MACD crossovers for entries and exits, with a stop that adjusts as price moves favorably. It defines bullish and bearish signals using the relationship between MACD’s DIF and DEA lines, their…
This podcast recap describes Lyra V2, a decentralized options protocol that moved from an automated market maker in its first version to a central limit order book. The co-founder attributes the change to the need for a more modular and scalable design,…
This market commentary connects falling U.S. inflation readings and a surprise credit downgrade with changing risk appetite across traditional and crypto markets. It describes stronger altcoin performance as Bitcoin dominance eased, and highlights bullish…
This tutorial demonstrates how to inspect market depth and trade flow in an event-driven backtest. It first reads the nearest visible bid and ask levels, then shows a region-of-interest vector representation that limits depth access to a configured price…
The article describes how institutional crypto data services can support research, trading, and risk management. It highlights combining real-time and historical information from centralized exchanges, decentralized venues, and blockchains, including spot…