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
The article defines crypto bull markets as broad upward trends and bear markets as broad downward trends over a chosen time frame. It distinguishes the market’s direction from investor sentiment, and notes that shorter-term pullbacks can occur within a…
This script builds a Binance BTCUSDT order book backtest and creates visual panels for examining the run. It loads depth snapshots and updates, reconstructs order book deltas, and runs an order book imbalance strategy alongside an actor that samples…
The article explains risk-adjusted performance measurement through the Sharpe ratio and its benchmark-relative counterpart, the Information ratio. It describes the Information ratio as excess portfolio return over a benchmark divided by the variability of…
This Chinese-language tutorial outlines a data collection workflow for studying cryptocurrency prices and the relationship between mining hashrate changes and prices. It first retrieves a list of coins from F2Pool, then requests chart data for each coin and…
This guide explains how to use FMZ to access cryptocurrency options on Deribit, OKX, Huobi, Bybit, Aevo, and Gate.io. It describes selecting an options contract, retrieving market data, placing and canceling orders, checking positions, and finding contract…
This documentation describes Freqtrade’s plotting commands for viewing price candles, volume, strategy indicators, and trades from a database or backtest export. The dataframe plot can show price-scale indicators such as moving averages alongside separate…
This recap describes strategies built by participants in an algorithmic trading program. Examples include spot and perpetual arbitrage that trades price differences and may benefit from funding, cross-sectional momentum that reallocates toward recent…
This introductory article describes Ethereum as a blockchain network for payments and smart contracts, and compares its design and history with Bitcoin and Ethereum Classic. It discusses the 2016 DAO-related fork, Ethereum’s use of the Ethereum Virtual…
This market snapshot combines regulatory and adoption news with Bitcoin on-chain indicators. It discusses a proposed SEC crypto task force, Arizona legislation to permit public funds to hold digital assets, and increased Solana activity associated with…
This retrospective describes an early Bitcoin trading effort that began with cross-exchange price gaps and evolved into a statistical arbitrage strategy. Directly buying on one venue and transferring coins to another exposed traders to transfer delays and…
This primer introduces stablecoin categories, then focuses on fiat-backed tokens and the factors users should weigh when assessing them. It discusses issuer governance and control, reserve transparency, the difference between attestations and independent…
The article introduces stablecoins as cryptocurrencies designed to track another asset, often the US dollar or a commodity. It explains the basic idea of backing tokens with reserves and describes how traders may use dollar-linked tokens to hold value…
The document describes a simple cryptocurrency spot trade-following bot. It treats one exchange account as the reference and periodically compares its current token balance, including frozen holdings, with the previous reading. An increase signals a buy and…
The document surveys ten cryptocurrency exchanges for automated trading and introduces basic bot setup. It compares venues through stated attributes such as available trading pairs, geographic availability, reputation, liquidity, fees, matching speed, and…
This note collects operational details for trading BitZ contracts through its API, including contract identification, contract types, leverage behavior, margin modes, and closing orders. It distinguishes linear contracts from inverse contracts, noting that…
The guide explains initial coin offerings as a way for crypto projects to raise capital by selling tokens. It distinguishes token sales from public stock offerings, noting that tokens may provide product utility or other claims but do not automatically…
The document explains dollar-cost averaging (DCA) as buying an asset at regular intervals or adding purchases after a price decline. It presents the approach as a way to build a position over time while reducing reliance on short-term market timing and…
The newsletter links geopolitical tension involving Iran to volatility in oil, precious metals, and risk assets, arguing that broader risk sentiment may set crypto’s near-term direction. It reviews macro events but gives greater weight to geopolitics and…
The document introduces Sui as a Layer 1 blockchain built around low-cost transactions and scalability. Its central design choice is to represent assets as independent objects rather than account balances, which the text says can make transaction processing…
The document defines bull markets as sustained price advances and bear markets as extended declines. It links bullish conditions with optimism and increased buying, while bearish conditions are associated with pessimism and selling pressure. The suggested…
This personal account traces a progression from speculative cryptocurrency trading to learning systematic futures trend trading and eventually writing an EMA-based strategy. The author describes early gains followed by losses from discretionary trading and a…
This documentation page explains how to run Freqtrade backtests on historical OHLCV data, select a strategy, timeframe, date range, trading pairs, starting balance, stake settings, fees, and output format, and compare multiple strategies in one run. It…
This FMZ guide outlines a continuously running strategy loop across JavaScript, Python, Rust, and C++. It shows calling strategy logic repeatedly with a configurable sleep interval, which controls polling frequency in live trading and playback speed in…
The article explains call/put skew as the difference in implied volatility between comparable options. Higher call implied volatility is interpreted as stronger demand for upside exposure, while higher put implied volatility suggests greater demand for…