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 weekly crypto market report surveys spot exchanges, futures and swaps, decentralized exchanges, lending activity, and Bitcoin and Ethereum network metrics for the week of May 24, 2023. It describes lower centralized-exchange volumes after a burst of…
The study revisits Bitcoin strategies that buy when price reaches a recent high (MAX) or low (MIN), using daily data from late 2015 through August 2024. It examines lookback windows from 10 to 50 days, compares in-sample results with an out-of-sample period…
This document explains a reverse-doubling strategy designed for an older crypto-margined futures venue. It focuses on the strategy’s control flow: open a position, place take-profit orders, monitor both profit-taking and reverse stop triggers, cancel…
This document outlines how to use Kraken through Lumibot’s shared CCXT broker path for cryptocurrency strategies. It describes API key and secret credentials, notes that the integration supports a live trading path, and identifies Kraken as the exchange…
This product-feature note introduces a chart comparing implied volatility in option wings with at-the-money implied volatility. Users can select an option delta and days to expiry, then inspect the wing-to-ATM volatility ratio. The example states that ETH…
This conference recap reports themes raised at an AIM Summit Dubai panel on whether conditions were favorable for crypto. Discussion covered the macro backdrop, regional differences, stablecoins, and tokenization. The article also notes institutional…
The document explains two ways to inspect HTTP requests sent from a trading bot’s Docker environment while debugging exchange API errors. One method runs a Python packet sniffer with Scapy on the container’s network interface and logs request data. The other…
This code implements a SuperTrend-style signal on 15-minute Bitcoin futures data. It calculates true range from each bar’s high, low, and previous close, smooths the result into an ATR, and places candidate bands around the high-low midpoint using a…
This article explains how historical Bitcoin market data can support research, strategy backtesting, volatility analysis, and comparisons with other assets. It describes API access as a way to request data over chosen periods and automate analysis. The data…
This report summary presents findings from interviews with 100 senior professionals at asset managers, wealth managers, hedge funds, and digital asset firms. It describes institutional concerns about fragmented regulation, interoperability for tokenized…
This Hummingbot documentation explains a mode that alternates order placement after fills to keep buying and selling activity balanced. When an order fills, the bot places orders only on the opposite side during the next refresh cycle. If a buy fills, for…
This primer explains how algorithmic stablecoins seek to hold a fiat peg by adjusting token supply, often through a related token and arbitrage. It compares them with fiat-backed and over-collateralized designs, and outlines evaluation factors including…
This utility converts Binance historical order-book depth, snapshot, and trade files into an event format used by HftBacktest. It reads CSV data, identifies or infers column headers, maps records to depth, snapshot, or trade events, and assigns exchange and…
This Freqtrade example shows how to combine a traded pair’s short-term trend with a higher-timeframe Bitcoin reference. It requests BTC/USDT candles at 15-minute intervals, calculates a 20-period simple moving average on that data, and merges the informative…
The document compares two crypto prop firms across evaluation formats, fees, payout timing, profit splits, account scaling, trading rules, platforms, and available assets. Breakout is described as offering several one-step and two-step evaluations, no…
The report argues that Bitcoin’s price drivers have shifted from the four-year halving cycle toward institutional flows, especially ETF activity, alongside monetary policy, regulation, and broader risk appetite. It describes a post-correction market with…
This Freqtrade strategy seeks long entries on a five-minute chart by combining trend strength, oversold conditions, and a stochastic crossover. It requires either a high short-period ADX or a higher slow ADX, a CCI reading below its oversold threshold, and…
This overview explains tokenization as representing ownership interests in physical or digital assets with blockchain-recorded tokens. Divisible tokens can represent fractions of assets such as property, art, or intellectual property, and transfers can be…
The document proposes a spot and futures hedge that places resting orders in separate order books when the spread is attractive. It monitors fills and compares the resulting spot and futures exposures, then opens or closes positions to correct imbalances. As…
The document explains how a Bitcoin holder can borrow funds while pledging BTC as collateral, retaining price exposure while the loan remains open. It describes loan-to-value as a way to relate borrowing to collateral value and illustrates that a decline in…
This midweek derivatives recap summarizes Bitcoin and Ether conditions during a period when spot prices were testing familiar levels. It discusses realized volatility, the shape of the volatility term structure, skew, options flows, and dealer gamma. Bitcoin…
This article explains fear of missing out as a psychological response to treating a missed trade as a threat to trading success. It argues that this threat perception can encourage impulsive decisions, especially chasing a rapidly rising coin and buying…
The document explains how a maximum order age setting refreshes an order after a chosen duration, recalculating it from the configured spread and current market movement. The default is 1,800 seconds, and the setting can be shorter than the regular order…
This article outlines a discretionary framework for managing a cryptocurrency portfolio. It recommends setting a trading plan, defining risk and reward with stop-loss and profit targets, diversifying across tokens, researching each project, planning entries…