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
The article presents a case study of a large trader who reportedly shorted ASTER on Hyperliquid after a public endorsement helped drive optimism. It says the token then fell from $1.20 to $0.83, producing more than $21 million in unrealized gains for the…
The document describes perpetual futures contracts that reference licensed ICE Brent and WTI benchmark prices. It contrasts these contracts with traditional oil futures, which involve expiries, position rolls and physical delivery, and explains that…
This market commentary describes a large leveraged ZEC short on Hyperliquid and frames it against a sharp rally in ZEC. It reports that the position’s holder added collateral, faced a liquidation threshold around $1,111–$1,112, and had accumulated $536,000…
This beginner guide explains how a Bitcoin short works: a trader sells borrowed BTC, then buys it back to repay the loan. Its example shows how a falling price can produce a gain before fees, while a rising price creates a loss. It also describes how…
The document examines VINE, a Solana meme coin whose market story combines nostalgia for the Vine video platform with speculative trading. It reports a large early whale purchase, a sharp price increase, high launch-day turnover, and a market capitalization…
The document describes Drift Protocol’s rise as a Solana decentralized exchange, focusing on a reported daily volume milestone above $1 billion and its temporary ranking among leading perpetual futures venues. It attributes increased activity to zero-fee ETH…
The document surveys Hyperliquid’s perpetual decentralized exchange, describing its dedicated Layer 1 architecture, on-chain order book and matching engine, and the claimed goal of combining transparent execution with fast processing. It also explains HIP-3,…
The document explains the performance views in OKX’s mobile Analysis section. It describes how the Assets tab summarizes account value, cumulative and daily PnL, asset allocation, and profitable, losing, or break-even days. The Spot PnL tab provides…
The document describes an app-based interface for trading the same expiry perpetual contracts available in a more advanced exchange screen. Traders select long or short, choose leverage up to the stated cap, and review a fixed entry quote before confirming.…
The document explains how funding payments in Bitcoin perpetual futures help keep contract prices aligned with spot. Positive funding means longs pay shorts, while negative funding means shorts pay longs. It presents the rate as a rough indicator of market…
The document explains Pendle’s yield-tokenization model: yield-bearing assets are divided into Principal Tokens, which represent principal, and Yield Tokens, which represent future yield. This separation lets traders seek fixed-rate exposure or speculate on…
The document surveys Raydium, a Solana decentralized exchange that combines automated market making with order book access. It describes Fusion Pools as a way to concentrate liquidity within price ranges, LaunchLab as a venue for token launches, and…
The document surveys why perpetual decentralized exchanges may attract traders, pointing to self-custody, fees, leverage, and distrust of centralized venues. It describes several platform approaches: Hyperliquid’s central limit order book, Level Finance’s…
The document introduces HyperEVM as an EVM-compatible environment for decentralized applications and describes Phantom’s integration with Hyperliquid trading tools. It presents HYPE tokenomics, protocol growth, and native ecosystem projects as elements of…
This research framework studies how win rate, realized win-to-loss ratio, trading frequency, and position risk interact in a cryptocurrency trend breakout system. It enters long or short when a completed hourly bar breaks the previous 20-bar range and uses…
This example shows a Hummingbot controller that periodically creates a market order for a configured trading pair. It reads the mid-price and counts active executors, then submits a new order only when no executor is active and the configured interval has…
This long-only grid strategy operates between fixed upper and lower price bounds. It divides the range into configurable levels, using either geometric or arithmetic spacing, buys when price crosses down through a level, and sells on an upward crossing at…
This workflow describes automated long and short trading for USDT-margined perpetual futures. On a candle-close trigger, it reads account balance and market contract specifications, then calculates an order quantity from a configurable share of available…
This market-neutral strategy ranks USDT perpetual contracts using a weighted composite of cross-sectional price momentum and funding-rate information. It goes long the highest-scoring coins and short the lowest-scoring ones. Funding intervals are normalized…
This document describes a periodic averaging strategy implemented for a crypto derivatives exchange. It opens an initial position, then checks unrealized profit or loss after each configured interval. If the position is losing by more than a chosen…
This BTC grid strategy alternates between long and short futures positions at configurable price thresholds. When flat, it opens a base position in the direction associated with the current price region: long below a lower threshold or short above an upper…
This teaching strategy measures price deviation from a recent regime using the median of past log closes and the median absolute deviation (MAD) as a robust scale. Instead of entering as soon as price reaches an extreme, it records the event and waits for…
This strategy ranks configured equity sectors by the average lookback return of their valid constituents, using closed four-hour bars. It buys every member of the strongest sector and shorts every member of the weakest, with equal total notional on each…
This is a long-only dollar-cost averaging framework for HBAR perpetual futures. A 14-period RSI on the four-hour timeframe arms an entry when it falls below the configured oversold threshold. The strategy begins with a base order and can add up to five…