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 reference explains a data structure that groups multiple order book changes belonging to one logical book event. A batch must contain at least one delta, and every contained update must refer to the same instrument. Its flags, sequence number, event…
This podcast discussion describes how institutional crypto desks combine spot trading, derivatives, lending, and market making, drawing on experience from traditional finance. It covers ETF creation and redemption mechanics, hedging flows into underlying…
This market snapshot reviews digital-asset activity around the period following Bitcoin spot ETF filings. It describes spot trading volumes as returning toward typical levels while Bitcoin and Ether prices remained above the levels cited in the report. It…
This overview explains how cryptocurrency trading bots automate decisions and trade execution using predefined rules. It describes several possible inputs: technical indicators such as moving averages and RSI, forecasts derived from historical data using…
The article surveys ways crypto holders may seek income: proof-of-stake staking, lending through centralized or decentralized services, yield farming, automated market-making pools, interest-bearing accounts, NFT guild rentals, yield-bearing tokens, and…
This MetaTrader indicator description presents blue rectangles as potential price strength zones. The rectangle’s upper boundary is treated as a level where upward price strength may fade. For a long position, it suggests placing a take-profit level below…
This technical reference describes a market data provider interface for accessing prices, order book data, and historical candles by connector and trading pair. Price queries can request a specified price type, while volume based order book queries estimate…
This market recap examines BTC and ETH options during a sharp rally tied to expectations of approval for a spot BTC ETF. It tracks realized and implied volatility, term structure, call skew, options activity, and dealer gamma. The reported moves include a…
This article introduces paper trading as a way to run strategies in live market conditions against a virtual portfolio. It describes using simulated funds to explore strategies before committing capital and to continue experimenting without risking real…
This project describes a unidirectional arbitrage bot trading Ether and token pairs across Etherdelta and Bittrex. The core idea is to seek gains from price differences between exchanges. Because trades on Etherdelta involve Ethereum transactions, the author…
This Freqtrade strategy template describes a short-term, long-and-short system using a five-minute chart. It enters when price is above or below a simple moving average calculated on a resampled, longer interval, and a short-period EMA crosses the…
This weekly market recap discusses Bitcoin and Ether options through realized volatility, term structure, skew, trading flows, and dealer gamma positioning. It reports that realized volatility had fallen over the preceding week as prices stayed within their…
This live-monitoring page describes a trend signal system for crypto markets across several candle intervals. It marks an interval as rising or falling and assigns an index that changes as the trend continues; a fresh value of 1 or -1 identifies a new upward…
The document explains blockchain as a shared ledger maintained by networked computers. It describes how cryptographic links connect blocks, how nodes check transactions, and how consensus mechanisms such as proof of work and proof of stake help the network…
This reference summarizes exchange-specific behavior relevant to configuring an automated cryptocurrency trading system. It compares supported spot and futures markets, margin modes, and available on-exchange stop orders, then discusses API rate limits,…
The document describes using historical volatility patterns to guide trading and risk decisions in BTC and ETH derivatives. It discusses a volatility cone, which displays realized volatility distributions across time horizons, and realized volatility grouped…
This article explains how crypto order book heatmaps display resting limit orders across price and time, and how traders can use them to inspect apparent supply, demand, and liquidity. It describes combining books from centralized exchanges and comparing…
This weekly market commentary links macro events, including US inflation data and Federal Reserve expectations, with Bitcoin and Ether price behavior and options positioning. It describes Bitcoin and Ether volatility and term structures, including a return…
This overview describes a collection of agent capabilities for operating the Hummingbot trading ecosystem, including bot and connector management, liquidity provision for concentrated liquidity pools, exchange arbitrage scans, and cross-exchange…
This podcast overview describes a crypto options venue's altcoin contracts, collateral arrangements, and trading tools, including its integration with another exchange. It discusses options across several digital assets with varied expirations and strikes,…
The article introduces altcoins and decentralized finance as possible sources of diversification and excess returns. It describes an altcoin-season indicator based on the share of leading altcoins outperforming Bitcoin over a specified period, with a 75%…
The document introduces a connector for Perpetual Protocol and an automated strategy intended to trade price differences between perpetual contracts and spot markets. It describes comparing perpetual venues, including decentralized and centralized futures…
This market commentary surveys Bitcoin and Ether options conditions for the week of May 14, 2023. It relates macroeconomic uncertainty, Federal Reserve expectations, and recent spot-price declines to implied and realized volatility, volatility risk premium,…
This digital asset snapshot combines price dispersion, order-book conditions, derivatives positioning, ETF flows, stablecoin movements, and DeFi lending measures to describe crypto market stress. Its central reading is mixed: BTC funding is negative while…