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
The document presents a framework for assessing Bitcoin’s market cycle by combining macroeconomic measures, capital flows, exchange activity, derivatives positioning, and on-chain indicators. Examples include central-bank money supply, Bitcoin ETF and…
This article introduces features of the FMZ trading terminal for managing exchange accounts, trading pairs, and reusable screen layouts. It describes grouping exchange and symbol configurations, arranging market data and account modules, using plug-ins, and…
This article describes a monitoring system that compares order book prices across decentralized and centralized crypto exchanges. It groups configured exchanges by type, maps symbols that differ between venues, retrieves market precision, and requests depth…
This article describes an event-driven strategy for Binance USDT perpetual contracts marked for delisting. It monitors the exchange’s contract information for a delivery-date change, then opens a short base position and deploys a short grid intended to…
The article presents a Python workflow for collecting perpetual-futures candlesticks, simulating a grid strategy, and examining how its parameters affect results. The grid logic buys after price falls below a calculated level and sells after it rises above…
The document describes a pipeline that turns a financial influencer’s posts into trading signals for Binance stock perpetual contracts. It proposes collecting posts through an RSS feed, asking an LLM to identify explicitly named tickers, direction,…
This installment describes a two-part order synchronization design for futures accounts. A reusable library embedded in a strategy monitors changes in the reference account’s long and short positions. It calculates the change from an initial position…
The document describes a workflow for trading newly listed crypto perpetual futures. It separates slower analysis from rapid launch monitoring: an analysis process tracks exchange announcements, gathers token fundamentals, news, and cross-exchange market…
The document explains how perpetual futures funding payments help keep contract prices near spot prices, then describes a market-neutral carry trade: short a perpetual contract and buy the same asset in spot to collect positive funding. It outlines screening…
This document explains a trend-following strategy based on an upgraded Keltner Channel. The channel uses the average of high, low, and close as its input, an exponential moving average as its center line, and average true range to set the upper and lower…
This document describes a cryptocurrency strategy that shorts currency-margined perpetual contracts to seek funding payments. It explains that these contracts are denominated in fixed-value units and that, in the author’s example, the coin balance changes…
This article examines a proposed strategy that takes opposing BTC and ETH perpetual positions based on their relative moves. It explains why equal contract counts do not create a balanced hedge, then describes estimating ETH’s return beta against BTC,…
The article studies whether a predictable change in the displayed 24-hour return can influence later prices. As older price moves leave the rolling window, the displayed return changes mechanically even if the current price stays flat. The proposed signal…
The document explains a workflow for sizing futures orders from a percentage of available account balance, then attaching conditional take-profit and stop-loss orders after an entry fills. Its quantity method converts the chosen balance allocation into coin…
This hands-on guide describes connecting FMZ to Vertex, a decentralized exchange with spot and perpetual markets. It explains wallet and subaccount configuration, the use of a wallet or delegated signing key, and the need to account for USDC costs on…
The author describes a high-frequency strategy traded on a newly listed crypto perpetual contract during a period of heavy volume, sharp price swings, and large differences between futures and spot prices. The account reportedly grew from 100 USDT to 8,800…
This research explores two approaches to trading baskets of Binance perpetual contracts. The first shorts a selected group of altcoins while holding a similarly valued Bitcoin position, aiming to reduce exposure to broad market moves. The second compares…
This article presents prompt design as one part of building an AI-assisted trading system. It argues that instructions should provide current market and account context, specify the desired decision format, and define the model’s role and risk constraints.…
This overview sketches several automated crypto strategies. Its main examples are funding-rate arbitrage, which pairs a short perpetual futures position with a spot long to seek funding income, and spot grid trading, which places paired buy and sell levels…
This beginner-oriented article outlines a cross-sectional factor research workflow using hourly Binance USDT perpetual futures data. It describes collecting price, volume, trade-count, and taker-buy information across many contracts, then forming candidate…
The article translates a three-part investing framework—cash flow, core assets, and alpha—into a rules-based crypto system. It assigns a reserve floor to protect a cash buffer, dollar-cost averaging (DCA) to accumulate core holdings without selling, and a…
This article presents a rolling framework for selecting crypto perpetual contracts and assigning each selected token its own dual moving average parameters. It first takes the highest-volume USDT perpetual symbols, then backtests multiple fast and slow…
The article outlines a crypto perpetual-futures strategy that combines short-term trend detection with market making. It first evaluates recent trade flow, order size and frequency, spread, and average transaction prices, then uses order-book depth to choose…
This article outlines a workflow for finding and trading funding-rate differences between perpetual futures on multiple crypto exchanges. It explains the basic hedge: short where the funding rate is higher and go long where it is lower, aiming to collect the…