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 tutorial explains how to use Python notebooks for quantitative research, from collecting and saving exchange candlesticks to plotting price and trading-activity measures and testing strategies across symbols. It demonstrates paginated retrieval of…
The article presents a notebook-based workflow for quantitative research: obtain exchange candlestick history through an API, store and inspect it with pandas, plot price and trade-flow measures, and build a Python backtest for multiple spot or perpetual…
The article explains how leveraged perpetual futures positions can be liquidated when traders fail to meet maintenance margin requirements. It treats liquidation data as forced buy or sell order flow that may reveal short-term market pressure, and describes…
This page records a live Binance futures robot identified as using a martingale strategy and running across numerous trading pairs. It presents a dashboard snapshot with account and strategy figures, including reported return, drawdown, win rate, fees,…
This market snapshot reviews several digital-asset areas: centralized exchange share, spot price moves, futures long-short ratios, DeFi lending activity, and blockchain transaction patterns. It describes Binance losing exchange-volume share after regulatory…
This guide describes how NautilusTrader builds and maintains positions from fills. It covers signed exposure, average entry and exit prices, realized and unrealized PnL, commissions, funding adjustments, and closure when net quantity reaches zero. It…
This platform comparison organizes crypto futures venues around practical selection criteria: contract and market availability, fees, leverage, regional access, and security or regulatory status. Its table contrasts several exchanges, while the surrounding…
An index price is an external reference value associated with an instrument. Derivatives venues may use it when calculating mark prices, funding, or settlement values. The update described here records the instrument, current price, event time, and…
The document explains how Hyperliquid handles leveraged positions when account equity falls below maintenance margin. It first attempts to close positions with market orders on the book, allowing full or partial fills; any remaining collateral stays with the…
This podcast recap explains BitMEX’s derivatives trading model through an interview with its CEO. It describes the platform as matching traders against one another rather than acting as the counterparty, then outlines a liquidation process supported by an…
The document compares two ways to retrieve Binance perpetual futures candles. Using the platform’s standard record retrieval after setting a maximum bar length of 1,500 returns only 1,000 records in the described example. A direct exchange API request for…
This excerpt organizes the 2025 crypto market into six regimes, grouped into early-year optimism, a mid-year build, and a late-year crisis and aftermath. It proposes identifying regimes through their triggers and through changes in flows, open interest,…
This document explains how Hyperliquid builder codes let an application builder charge a fee on fills from orders submitted on a user's behalf. Users first authorize a maximum fee for a builder; the authorization must come from the user's main wallet and can…
This market snapshot assesses an early-2026 crypto rally using price and volume changes alongside open interest, perpetual funding, ETF flows, stablecoin supply, orderbook depth, and volatility. It interprets rising prices, expanding open interest, positive…
The article compares crypto exchanges using security practices, fee structures, product range, geographic availability, transparency, and customer support. It profiles Kraken, Coinbase, Gemini, Crypto.com, Bitget, and Bybit, describing distinctions such as…
This guide explains how to connect Hummingbot to GRVT, a self-custodial perpetual futures venue with central limit order book matching, and outlines its authentication, funding, fee, instrument, and order settings. It also walks through using Hummingbot’s…
These release notes describe a Hummingbot update that adds connectivity to several decentralized and centralized crypto markets, including spot and perpetual futures venues. The highlighted strategy, cross-exchange mining, places maker orders on one exchange…
This dashboard snapshot describes a live Binance BTC/USDT futures robot running on an hourly candle interval. It reports account-level figures including equity, cumulative profit, drawdown, open positions, and win rate, alongside a large order history.…
This market snapshot interprets crypto conditions across derivatives, spot flows, order books, stablecoins, and DeFi lending. It describes continued long liquidations in BTC, ETH, and SOL, funding turning negative across major assets, and BTC–ETH correlation…
The document describes an order-management issue in a Binance perpetual futures example. A partially filled sell order has an original quantity and an executed quantity; subtracting the latter from the former in JavaScript produces a residual quantity with a…
This experiment describes a directional strategy for the APE-BUSD perpetual futures market that combines Bollinger Band position with the MACD line and histogram. It takes a long signal when %BB is below 0.2, the MACD histogram is positive, and the MACD line…
The document explains how Hyperliquid derives robust reference prices for perpetual futures to reduce exposure to market manipulation. Its oracle price is a weighted median of centralized-exchange prices and is used to calculate funding rates; because…
This weekly digital-asset snapshot combines price action with derivatives positioning, institutional flows, order-book liquidity, spreads, and DeFi indicators. It describes Bitcoin testing support near $86,000 amid a broader risk-off move, while ETF…
This example configures a strategy that monitors top-of-book order imbalance for a perpetual gold instrument and submits sandbox orders when configured thresholds are met. Its settings specify a maximum trade size, a minimum size for triggering, an imbalance…