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 guide explains how to format TradingView alert messages so OctoBot can create or cancel exchange orders. A minimal order alert identifies the exchange and symbol and gives a buy or sell signal. Optional fields specify market, limit, or stop order…
This overview describes using crypto options flow data to assess activity and possible market sentiment. It covers contract volume and open interest as measures of activity and liquidity, strike prices relative to spot, expiration horizons, put-call ratios,…
The document gives a weekly snapshot of BTC and ETH options markets. It discusses realized and implied volatility, option term structures, call and put skew, and the volatility spread between the two assets. The commentary links market moves to events such…
This strategy maintains an equal-weight portfolio of Bitcoin and Ethereum using daily checks and monthly rebalancing. At each rebalance, it estimates target quantities from current portfolio value, divides value evenly between the two assets, and submits buy…
Condor is presented as an open-source framework for building autonomous trading agents. Its architecture separates an agent layer, where large language models observe conditions and make decisions through an Observe, Orient, Decide, Act loop, from an…
This podcast recap discusses crypto derivatives and volatility, including the Ethereum Dvol index, differences between Ethereum and Bitcoin volatility, volatility spikes, and a Butterfly Index. It also considers how news and regulatory developments may…
The article defines a trading range as horizontal price movement bounded by support and resistance, without the sequence of higher highs and higher lows or lower lows and lower highs associated with trends. It proposes validating a range with at least two…
This guide describes strategies that seek to collect funding payments in cryptocurrency perpetual futures while reducing exposure to price moves. A common setup pairs a short perpetual position when funding is positive with a spot holding as a hedge. It also…
This midweek market recap describes changes in Bitcoin and Ethereum derivatives following a US debt ceiling agreement. It tracks realized volatility, the shape of implied volatility across expiries, option skew, trading flows, and dealer gamma positioning.…
This podcast overview describes Vertex, a decentralized trading platform that combines spot and perpetual markets with an integrated lending market. Its design pairs a central limit order book with an automated market maker, while shared collateral lets…
This article presents ten general practices for developing a disciplined crypto trading process. It recommends starting with simulated trading, moving to small live positions, setting measurable progression goals, and backtesting strategies before…
This market commentary describes how reports that spot ETH exchange-traded funds might be fast-tracked triggered a sharp rise in ETH and a surge in its short-dated realized and implied volatility. It compares the response with BTC, noting changes in…
The article explains how implied volatility across option maturities forms a term structure. It proposes monitoring changes in the curve’s slope and curvature to assess whether markets expect near-term turbulence, longer-lived uncertainty, or a possible…
The newsletter combines a macro outlook with crypto market and options observations. It links the author’s expectation of a September rate cut and easing cycle to a base case of higher crypto prices, while noting uncertainty around the election and upcoming…
This guide compares privately negotiated crypto forwards with standardized futures traded on exchanges. Forwards allow counterparties to choose contract terms and typically settle at maturity, but depend on the other party to honor the agreement and can be…
This analysis uses on-chain valuation, miner, and network activity measures to assess Bitcoin’s 2025 market regime and frame questions for 2026. It explains MVRV, its standardized Z-Score, NUPL, and realized price as measures of holder cost basis and…
This overview explains several measures used to monitor exposure in crypto derivatives. Funding rates transfer payments between long and short perpetual futures positions and help keep contract prices aligned with spot; persistent or elevated payments can…
This technical note demonstrates exchange operations for BitMEX perpetual contracts through FMZ's trading interface. Its example selects the XBTUSD contract, retrieves ticker, account, and position data, submits market and limit orders, checks order status,…
This example shows how a Lumibot strategy configured for continuous crypto-market hours can submit market and limit orders, request recent price bars, and inspect price data. It demonstrates calculating RSI, MACD, and an exponential moving average from…
This weekly digital asset snapshot combines price and volatility changes with derivatives positioning, institutional flows, orderbook depth, and DeFi credit conditions. It reads falling prices alongside rising open interest and expanded long positioning as a…
This document presents a polling monitor for checking whether exchange account and ticker endpoints respond. For each configured exchange, it requests a ticker and account snapshot, records whether each result is present, measures elapsed time, and displays…
The newsletter discusses how the Democratic National Convention, Federal Reserve minutes, jobless claims, and the Jackson Hole speech could affect gold, equities, and crypto. It interprets gold’s rise and Bitcoin’s weakness as a divergence, with possible…
The article describes a simple crypto triangular arbitrage method: compare the outcome of converting between three currencies in different orders, then take a route that returns more of the starting asset after trading costs. It illustrates the idea with…
This article describes infrastructure choices for crypto trading systems where market data and execution speed matter. It recommends persistent WebSocket connections for time-sensitive market data and order flow, while reserving REST interfaces for less…