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 programming guide presents two market-monitoring examples. The first collects spot prices across Binance trading pairs, stores observations in a rolling window, computes percentage changes, sorts the pairs, and displays the strongest movers. It notes…
The document explains a perpetual futures balance strategy that maintains a target position value by selling after price rises and buying after declines. Its adjustment ratio determines how much the position changes for a given price move. The author…
This tutorial outlines a simple martingale-style strategy for cryptocurrency perpetual futures. It places long and short entry orders around the current price, cancels the remaining order after one fills, then sets a closing order relative to the open…
This document outlines an automated research and execution workflow for mining factors across liquid crypto perpetual contracts. At scheduled intervals, it selects markets by trading volume, classifies volatility conditions, reviews the health and coverage…
This tutorial introduces cross-period hedging by pairing a long position in one futures contract with a short position in another. It derives how the combined result depends on the spread changing between entry and exit, then notes that fees and slippage…
The document describes routing TradingView strategy alerts into an FMZ strategy through its built-in HTTP service. It outlines an approach using an expected signal message format, IP allowlisting and password checks, then validating fields such as exchange…
The document describes a percentage-based grid strategy for a volatile Pre-IPO derivative. It divides a price range into levels, placing buys below and sells above, and proposes moving the range after a breakout. The described implementation can trade long,…
The document describes a multi-stage system for using a language model to trade cryptocurrency perpetual futures. Its workflow periodically gathers account and position information, retrieves short- and longer-timeframe market data, calculates indicators…
The guide outlines Vertex’s hybrid exchange design and describes how a trader can connect a wallet, configure an account, and access perpetual and spot markets through FMZ. It explains unified liquidity across supported chains, off-chain order matching with…
The article explains how a rolling 24-hour return changes mechanically as prices from the prior day leave its calculation window. It proposes estimating that change over the next five and thirty minutes while holding the current price constant. The…
This weekly snapshot summarizes Bitcoin and Ethereum derivatives conditions using implied volatility term structures, 25-delta risk reversals, futures yields, perpetual funding, and exchange-level volatility surfaces. Its central observation is that options…
This weekly review examines BTC and ETH derivatives during a second sharp rise in spot prices. Short-dated ETH futures yields moved above zero, joining BTC, while positive BTC perpetual funding and stronger ETH funding indicated demand for long exposure.…
This weekly market review tracks BTC and ETH futures yields, perpetual swap funding, implied volatility, and options skew during a period of weaker spot prices and reduced leverage. Short-dated futures yields fell, especially for BTC, while ETH yields…
This weekly snapshot reviews BTC and ETH futures, perpetual swap funding, options volatility, and volatility smiles after the spot BTC ETF announcement. It reports that implied volatility declined as event risk eased, while the earlier inversion in the…
This weekly report interprets BTC and ETH derivatives indicators after a rally and subsequent pullback. It describes lower short-dated futures yields and cooling, though still positive, perpetual funding as signs of reduced demand for leveraged long…
This analysis investigates a sharp weekend crypto sell-off by comparing price moves with large on-chain transfers, cross-asset correlation, network activity, and derivatives volume. Bitcoin fell rapidly and Ether fell further, while prices recovered soon…
This weekly market recap reviews BTC and ETH futures, perpetual swap funding, and options conditions. It reports that annualized futures yields had fallen to just below 10% and that BTC and ETH yields were at similar levels, a convergence not seen since…
This weekly market note reviews BTC and ETH futures, perpetual swap funding, and options volatility. It reports subdued annualized futures yields for both assets and a modest return to positive funding, suggesting renewed demand for long exposure while…
This weekly market report reviews Bitcoin and Ether derivatives after a brief risk-off episode associated with a public dispute between political and technology figures. It describes a shift in short-dated options skew toward out-of-the-money puts during the…
This weekly market report describes Bitcoin and Ether derivatives while both spot prices were near recent range highs. It notes broadly sideways implied volatility, while short-dated option skew became less bearish as implied volatility on out-of-the-money…
This weekly report reviews Bitcoin and Ether derivatives after Bitcoin’s spot price slowed following a reported all-time high. It describes a shift in short-dated option skew toward out-of-the-money puts, a return of Bitcoin’s futures curve from inversion to…
This weekly market note compares Bitcoin and Ethereum derivatives through futures-implied yields, perpetual swap funding rates, at-the-money implied volatility, volatility surfaces, and 25-delta put-call skew. It reports that annualized futures yields remain…
The article combines address-level on-chain measures and perpetual swap open interest to assess Ethereum adoption and investor positioning ahead of the planned Serenity Phase 0 upgrade. Its Historical In/Out of the Money measure estimates how many…
This announcement describes a set of Into The Block indicators made available through a crypto exchange's BTC and ETH market data pages. The listed measures cover futures and perpetual turnover and funding rates, volatility, blockchain addresses, ownership,…