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 analysis studies minute-level order-book snapshots for Binance’s BTC/FDUSD market over a six-week period in 2025, measuring displayed depth at distances from 5 to 100 basis points around the midpoint. It finds that depth accumulates non-linearly:…
The overview presents FinRL-Meta as a framework for data-driven reinforcement learning in finance. It separates the workflow into data, market-environment, and agent layers, with interfaces that allow components to be replaced or customized. It also…
This conference recap highlights themes discussed at Blockworks’ Digital Asset Summit 2025: institutional interest in adding crypto to investment portfolios, tokenized collateral and treasuries, financial infrastructure for digital assets, regulatory…
This short-term strategy selects stocks whose five-day average price is above their ten-day average, optionally applying market-index and company-size screens and excluding illiquid names. It buys the qualifying names, sells them the following day regardless…
This newsletter considers whether crypto markets may have bottomed by combining macroeconomic developments with derivatives positioning and digital asset treasury (DAT) holdings. It argues that lower inflation and downward revisions to job creation could…
The article explains financial exclusion through limited access to accounts, credit, payments, insurance, and other services. It lists barriers such as insufficient money or documentation, distance from financial institutions, restrictive laws, low financial…
This podcast recap describes Lewis Fellas’s views on digital asset management and crypto derivatives, drawing on experience in traditional finance, proprietary trading, and hedge funds. It discusses segmenting investment products by whether clients seek…
The document explains FreqAI’s main software components and how they support model development. A persistent model object handles data collection, feature engineering, training, and inference; a per-asset data kitchen provides processing tools and metadata;…
This market commentary links a broad crypto rally to easing trade tensions and reviews options ideas in ETH, BTC, and SOL. It describes ETH/BTC relative strength, call spreads, SOL calls near a notable strike, and BTC options as a possible exposure to both…
This market recap connects a softer US employment report and a quiet upcoming economic calendar with the author’s expectation of easing volatility and relatively stable markets. For Bitcoin, it reviews realized volatility, implied-volatility term structure,…
The guide explains stablecoins as crypto assets designed to track a reference value, often a fiat currency or commodity, and outlines their use as a way to hold value between crypto trades or access decentralized finance. It distinguishes reserve-backed…
This article compares cryptocurrency exchange costs and features, explaining that the headline trading rate is only one part of a trader’s total expense. Platforms may charge flat rates or use maker-taker schedules that vary with trading volume; deposits,…
This Freqtrade strategy builds many Triple Exponential Moving Average (TEMA) series and compares them at intervals controlled by a count and gap parameter. For long entries, it adds conditions when a TEMA is below the preceding TEMA in the selected sequence,…
A crypto data panel at an industry summit offered three observations about the digital asset ecosystem. The speakers framed the FTX collapse as a catalyst for US regulation and a reminder that public blockchain data can support greater transparency. They…
The article explains non-fungible tokens as blockchain assets intended to represent distinct items and ownership. It surveys proposed uses across digital art and collectibles, where token records can support claims of scarcity and provenance, and…
This Freqtrade strategy uses a four-hour timeframe and computes an Ichimoku base line and the KST indicator’s difference. Each indicator is normalized across the available dataframe range. Entry and exit thresholds are exposed as tunable numeric values and…
The newsletter links its end-of-year crypto outlook to a possible Federal Reserve rate cut, inflation and employment data, and speculation about the next Fed chair. It argues that easier policy and a softening labor market could support risk assets, while…
This implementation note shows how to submit BitMEX orders through an exchange API interface. It demonstrates setting an order instruction that prevents a buy or sell from immediately taking liquidity, then submitting multiple pending orders together in one…
This technical reference describes Binance Spot testnet market data over binary WebSocket streams encoded with Simple Binary Encoding. It covers connection and authentication requirements, lowercase symbol names, subscription formats, timestamp units,…
A stop-market order waits for a specified trigger price and then submits a market order. Traders commonly use it to exit a long position with a sell order, cover a short with a buy order, or enter after a breakout. The document illustrates a BTC spot or…
The newsletter reviews market reactions to the U.S. election, including a drop in equity volatility and expectations for possible regulatory changes affecting crypto. It connects those themes to options positioning: traders were concentrated in calls up to a…
The article describes an on-chain method for examining which other tokens are held by wallets that own ENA. It starts with a list of ENA holders, retrieves their other token balances, filters likely spam tokens, and transforms the data into a wallet-by-token…
This update reports Hummingbot development milestones and planned tools for running algorithmic trading systems. Shipped items included an OHLCV candles feed, a position execution component, orchestration for managing multiple bots, revised deployment…
This interview recap examines Bitcoin and Ether performance, their changing spot and volatility relationships, and the relative beta of Ether in Bitcoin terms. It describes a shift in Ether’s beta below one and convergence in the assets’ volatility, while…