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
The article explains how leveraged crypto positions can be forcibly closed when prices fall, collateral loses value, liquidity dries up, or other shocks weaken a position. Because liquidation systems often operate automatically, one round of forced selling…
This Hummingbot controller guide describes a crypto futures strategy that watches Binance liquidation data and seeks a short-lived rebound after a large forced unwind. It aggregates liquidations over a configurable interval, checks whether their…
This market recap compares Bitcoin and Ethereum options through realized and implied volatility, term structure, skew, trading flows, and dealer gamma. It describes falling Bitcoin realized volatility alongside firmer implied volatility, while Ethereum’s…
This reference table compares futures contracts across several cryptocurrency exchanges. It organizes instruments by settlement asset, quoted currency, contract code, and availability of perpetual or dated contracts. Entries distinguish, for example,…
This Python example configures a built-in execution-testing strategy for an OKX ETH-USDT swap account. It connects live market-data and execution clients, subscribes to quotes and trades, and can open a minimum-size position with an IOC order. The strategy…
This documentation explains how to connect LumiBot strategies to Alpaca for stock, ETF, options, and cryptocurrency trading. It describes API-key and OAuth authentication, environment-based configuration, paper versus live mode, and examples of submitting…
This digital asset market update reviews regulatory developments involving Binance and Kraken, a planned Ethereum layer 2 network from OKX, and activity across centralized exchanges, decentralized exchanges, and DeFi lending. It reports declining Binance…
This market newsletter reviews crypto options positioning ahead of a U.S. election and a dense schedule of economic releases. It compares Bitcoin implied and realized volatility, noting a stated premium in short-dated options and a rise in implied volatility…
This article explains how concentrated liquidity in Uniswap v3 can increase fee efficiency while exposing liquidity providers to price divergence, inactive capital, and impermanent loss. It compares historical behavior in stablecoin, major-asset, and…
This example generates order-latency records for a crypto trading backtest from historical feed data. It first keeps events that contain both exchange and local timestamps, then aggregates to one record per second using the last timestamps in each interval.…
This brief configuration note explains how Hummingbot users can replace an exchange’s default fee assumptions with custom fee rates, such as rates that reflect a VIP discount. The setting is stored in a fee override configuration file located in the…
HIP-1 defines capped-supply fungible tokens and native spot order books. A token’s genesis configuration sets its name, precision, maximum supply, initial allocations, optional allocation to holders of an anchor token, and possible initialization of…
This tutorial demonstrates replaying Bybit’s depth-500 order book deltas in a NautilusTrader backtest. It loads a daily archive or a small sample, converts the records into instrument-specific order book events, writes them to a Parquet catalog, and…
This live-trading dashboard describes a Gate.io spot triangular arbitrage operation using BTC, ETH, and USDC pairs. Trade logs show the bot routing through USDT, executing three-leg hedged trades when quoted prices imply a small spread, and recording…
This market commentary discusses Bitcoin’s approach to prior highs and argues that near-term direction is uncertain. It favors holding existing long-delta exposure for longer horizons while considering delta-neutral structures for short-term positioning. The…
This article surveys ten cryptocurrency trading bot platforms and outlines the kinds of automation they offer. Features described include grid trading within a price range, dollar-cost averaging, signal-based trading, market making, technical-indicator…
The article outlines a real-time ETH/USDT trading framework that combines LightGBM for tabular inputs with a Transformer for sequential data. It describes WebSocket market-data ingestion, minute-bar construction, technical, statistical, volume, and…
This quick start explains how a Freqtrade strategy turns exchange candle data into indicators, entry and exit signals, and orders. A strategy is implemented as a Python class with separate methods for calculating indicators and populating long or short…
This technical guide explains how NautilusTrader connects to Polymarket’s central limit order book for binary outcome tokens. It outlines market data and execution components, wallet signature types, pUSD collateral, allowance setup, session keys, and…
The article explains backtesting as evaluating a trading strategy against historical market data before committing capital. It outlines a workflow: obtain suitable data, use or build a testing tool, repeatedly inspect results, then consider live or simulated…
The article surveys EMA, Williams %R, RSI variants, MESA adaptive moving average, Parabolic SAR, and Bollinger Bands for cryptocurrency trading. It explains the basic EMA crossover rule: a shorter average crossing above a longer one signals a buy, while a…
The article explains liquidity through trading volume, bid-ask spread, slippage, and order book depth. Its example compares two books with similar quoted prices but different depth, showing how a large market order can incur greater price impact and…
This Freqtrade strategy is designed for spot cryptocurrency trading on five-minute candles. It defines parameterized entry and exit rules using comparisons between recent closing prices and closes from earlier bars, with separate adjustable parameters for…
This reference explains how a crypto perpetual futures instrument is represented in a trading system. A perpetual swap has no expiration and tracks a crypto asset, while its metadata records identifiers, base, quote, and settlement currencies, inverse…