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.
1,747 documents
This document describes a research prototype for a long-only grid strategy on linear perpetual futures. Its overview says a small initial entry, dynamically adjusted grid spacing, and fractional Kelly sizing work together to manage the strategy budget. The…
This is a short-only averaging strategy for ARB perpetual futures. A downward cross of an overbought RSI threshold on a four-hour timeframe starts a short. If price rises against the position, up to two averaging orders are placed at fixed percentage…
This document outlines an automated system that uses a large language model to produce entry, hold, or close decisions for multiple cryptocurrency perpetual futures. Its pipeline collects market and account data, calculates indicators across short and long…
This example implements a simple order controller that submits up to three buy orders for a specified perpetual futures pair. It waits until no executor is active and a configured interval has elapsed since the previous order, then calculates base-asset…
This guide describes the FMZ mobile trading terminal, which connects to exchange APIs through a deployed Docker process. It covers exchange and market selection, order controls, depth and asset views, and compact or expanded candlestick charts. Developers…
The article proposes an automated grid strategy for traditional-asset perpetual contracts listed on crypto exchanges. It ranks instruments by average daily high-low range, rejects those whose range is too small relative to grid spacing, then runs buy-low,…
The article maps a three-part wealth-building concept—cash flow, core assets, and alpha—to a set of automated crypto trading components. It proposes a reserve floor to help avoid selling core holdings, scheduled dollar-cost averaging to accumulate those…
This guide walks through programmatic access to Hyperliquid spot and perpetual markets through the FMZ platform. It covers connecting a wallet, configuring a proxy wallet, distinguishing mainnet from testnet settings, and querying market metadata, order…
The article describes using a grid strategy to trade crypto products linked to private companies ahead of public listings. It distinguishes perpetual contracts, tokenized claims, and synthetic subscription tokens, and emphasizes that these products do not…
This annotated strategy explanation describes a crypto futures system that opens an initial position, places a take-profit order, and monitors for either a profitable exit or a stop-loss trigger. When the stop is reached, it cancels outstanding orders,…
The document outlines a Python framework for running a strategy across several crypto perpetual contracts. It organizes account, position, order, precision, timing, and ticker data in shared structures, then describes functions for retrieving exchange…
The article modifies the spot-oriented LeeksReaper design for Binance USDT perpetual contracts, where positions use a one-way mode. It retains a short-term price breakout signal: a weighted order-book price series is compared with recent highs and lows, and…
This guide explains how to connect to dYdX v4, use its test network, inspect market and account data, place and cancel orders, manage subaccounts, and query transaction details. It describes the exchange’s two-part architecture: an indexer for market and…
The article reviews a 2021 basket of Binance perpetual-contract cryptocurrencies and compares holding an equally weighted index with rebalancing strategies. It constructs normalized price series, fills missing prices, and compares average and median…
The article describes adapting an older high-frequency futures strategy for Lighter, a decentralized exchange that the author says offered zero trading fees to ordinary users at the time. It explains account setup at a high level, including signing-key and…
The document introduces a trading terminal designed to manage several exchange accounts and markets from one customizable screen. Users can bind exchange and trading-pair modules into groups, arrange market data, order books, account and position information…
This research prototype separates a long-only grid’s entry and exit rules from its total capital budget. A trend filter permits new buys only in a bullish regime; ATR and transaction-cost estimates set grid spacing, and each filled batch keeps a target based…
The article presents a dashboard approach to assessing Bitcoin and broader crypto market conditions. It groups indicators into macro supply and market capitalization, capital flows, exchange balances, derivatives positioning, and on-chain or miner measures.…
This article outlines a market-neutral funding-rate strategy: hold spot while shorting a perpetual futures contract, aiming to collect funding when the rate is positive. It explains how funding payments are intended to keep perpetual prices near spot and…
This document presents a JavaScript implementation of a two-asset cryptocurrency pair strategy on FMZ, along with platform features needed to run it. The strategy estimates a reference price ratio from hourly candles, compares the live ratio with that…
This tutorial describes a workflow for sizing perpetual futures orders from available account balance and automating exits with take-profit and stop-loss conditional orders. It obtains market metadata, including contract value, quantity limits and precision,…
The article presents a Python workflow for evaluating a perpetual futures grid strategy: collect historical candles, model account balances, fees, positions and unrealized profit, then simulate grid orders. Its example uses DYDX data and examines how the…
This strategy description adapts grid trading to perpetual contracts tracking traditional assets such as equity indexes, commodities, and currencies. It periodically ranks eligible markets by average daily high–low range over a lookback window, excludes…
The article presents a two-part workflow for newly listed crypto perpetual contracts. A slower analysis process detects exchange announcements, tracks candidate tokens, and gathers basic token metrics, news, and derivatives data such as prices, funding…