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 document explains how a position executor can manage entries and exits in spot and perpetual markets using predefined conditions. The triple barrier method sets a take-profit level, a stop-loss level, and a time limit. Whichever condition is reached…
This documentation explains take-profit and stop-loss orders on a perpetual futures venue. The mark price triggers these orders. Traders can choose market execution, which has a stated 10% slippage tolerance, or set a limit price: a more aggressive limit…
This podcast recap follows dYdX founder Antonio Juliano’s account of the exchange’s development, from early decentralized margin trading to perpetual contracts. It describes the protocol’s move from an Ethereum layer-one design toward layer-two scaling using…
A multi-collateral wallet lets a trader use several crypto holdings, such as bitcoin and ether, together as margin instead of first converting each asset into a base or quote currency. The platform aggregates the holdings’ dollar values when determining…
The document explains funding rates as periodic transfers between long and short holders of perpetual futures. The payment direction depends on whether the contract trades above or below its reference index: positive rates charge longs and credit shorts,…
The document explains that a chase order is a post-only limit order that continually adjusts to remain near the front of the order book. For a buy, it generally rests one tick above the best bid; for a sell, it rests one tick below the best ask. When the…
This strategy monitors positions across configured markets and places opposing trades on a spot or perpetual exchange to reduce market-making inventory exposure. It can calculate the hedge from asset amounts or total asset values, then apply a hedge ratio…
This introductory guide explains foundational concepts for automated cryptocurrency trading, using the FMZ platform as its main example. It covers exchange accounts and internal asset wallets, APIs for market data and order actions, and API keys with…
The document explains why a USDC transfer from spot to perpetual futures, or a successful USDC deposit, may result in an available balance smaller than the amount transferred. The stated cause is that open cross-margin positions with negative unrealized…
Hyperliquid maintains an order book for each asset, with orders placed at tick-size price increments and lot-size quantity increments. Matching follows price-time priority. For perpetual assets, order book operations use the clearinghouse, which handles…
The post concerns a user who deployed a TradingView signal bot for Binance Bitcoin perpetual futures and encountered an error because the contract setting was empty. The included example robot distinguishes spot from futures exchanges by their names. For…
The document explains why take-profit and stop-loss orders can fill at prices different from their trigger prices. Hyperliquid triggers these orders using mark price, while trades execute at market prices; for market TP/SL orders, the stated default slippage…
The paper develops automated market-making strategies for cryptocurrency perpetual contracts. It explains pure market making through paired buy and sell limit orders, with the reference price and spread shaping quote placement. Its proposed Bar Portion…
Hummingbot version 2.4 adds Gateway connectors for the Solana decentralized exchanges Meteora and Raydium, with standardized interfaces for automated market makers, concentrated liquidity market makers, and swaps. Gateway can also run as a standalone…
This market snapshot discusses how Federal Reserve expectations, inflation, trade tensions, retail spending, and recession concerns coincided with changing cryptocurrency prices and positioning. It describes Bitcoin’s brief rally after the Fed held rates…
The article reviews a basket of Binance USDT perpetual market symbols over 2021 and compares equal-weight buy-and-hold performance with a threshold-based rotation strategy. It normalizes each coin’s price series to its starting value, fills missing early…
These release notes describe Hummingbot 1.14.0, including new centralized and decentralized exchange connectors, documentation changes, and updates to bot orchestration and execution components. The trading-related changes include a KuCoin perpetual…
The article explains Bitcoin’s November 2025 decline as a convergence of risk-off pressures: weakness in technology shares, concern about AI valuations, hawkish Federal Reserve signals, ETF withdrawals, and liquidations of leveraged positions. It examines…
The author recounts a path from manual crypto trading and losses to building strategies with FMZ, a trading platform. Experiments included an exchange funding rate strategy, studying high frequency trading, and trying a Martingale approach. A sharp market…
The article describes a perpetual futures strategy that places paired limit orders above and below the current price. When one side fills, it cancels remaining orders and places a closing order at a target distance from the position price, alongside a new…
This connector guide explains how to connect Hummingbot to Kalshi’s USD margined perpetual markets and describes the connector’s trading behavior. It covers API key setup, signed REST and WebSocket access, ticker-to-pair mapping, contract sizing, supported…
The document explains that Hyperliquid presents entry price and profit-and-loss figures as convenience calculations, while its underlying accounting relies on margin for perpetuals, balances for spot, and trade records. For perpetual positions, trades that…
The article describes how to interpret crypto derivatives volume and open interest across exchanges, currencies, instruments, and contract expirations. Exchange volume can help compare recent trading activity and liquidity, while open interest shows the…
This live robot record describes a multi-asset crypto futures strategy that combines directional trend tracking with opposing hedge positions and grid-based additions. Logs show a short grid position being increased after price crossed a grid level, with an…