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OCO Orders: Execution, Failure, and Use at Scale
May 8, 2025
How OCO logic works across platforms, where it fails under load, and what professional traders do to control risk when one outcome cancels another
Crypto Arbitrage Strategies
May 5, 2025
A realistic look at crypto arbitrage in 2025. From cross-exchange spreads to hidden edges, here’s what traders still use—and what they’ve stopped pretending works.
Swing Trading in Crypto: Strategy, Timing, and Risk
May 1, 2025
A closer look at swing trading in crypto markets. Learn how traders use short-to-medium-term moves to find entries, manage risk, and avoid overtrading.
What Makes Bitcoin Different from Other Cryptocurrencies
April 29, 2025
Bitcoin works under a different set of assumptions than most cryptocurrencies. This article looks at how its structure, rules, and culture make it stand apart.
VWAP in Crypto Trading
April 24, 2025
Learn how VWAP works in crypto. This guide covers volume-weighted execution, how to use VWAP to manage large orders, and when it makes sense to apply it.
TWAP in Crypto Trading
April 22, 2025
The article breaks down how the TWAP strategy works in crypto trading, explaining how large orders can be split over time to reduce slippage and market impact. It covers key use cases, benefits, limitations, and platform support, helping traders understand when and how to use TWAP effectively.
Wyckoff Method in Crypto Trading
April 10, 2025
The article explains how traders apply the Wyckoff Method to crypto markets, identifying accumulation, distribution, and trend shifts based on price and volume structure. It outlines key principles, market phases, and examples using Bitcoin and altcoins to detect institutional activity and improve trade timing in digital asset markets.
Turtle Strategy in Crypto Markets
April 8, 2025
The article explores how the classic Turtle Trading Strategy can be adapted for the cryptocurrency market. It explains the original system’s principles—breakouts, volatility-based sizing, and risk control—and shows how traders are applying it to Bitcoin and altcoins today. The piece includes practical examples, backtesting results, and implementation insights for systematic crypto trading.
Ethereum in 2025: Network, Usage, and Upgrades
April 3, 2025
The article provides a detailed update on Ethereum as of March 2025, covering its validator architecture, staking trends, rollup usage, protocol upgrades, and institutional adoption across finance, custody, and tokenization.
A Practical Overview of Crypto Trading Order Types
April 1, 2025
The article offers an advanced analysis of all order types in cryptocurrency trading across both spot and derivatives markets, including market, limit, stop-loss, stop-limit, trailing stop, OCO, iceberg, TWAP, VWAP, and others. It explains their mechanics, use cases, associated risks, and implementation differences across centralized (CEX) and decentralized (DEX) platforms. A comparative table highlights execution speed, slippage, and strategy suitability, providing valuable insights for institutional traders, quant developers, and experienced retail participants.
Multi-Agent Deep Q-Learning for Trading Strategy Optimization
March 27, 2025
This article presents a multi-agent Deep Q-Learning framework for developing adaptive trading strategies across multiple cryptocurrencies. By training separate agents with varied decision models on shared historical data, the approach enables improved prediction accuracy, strategy diversification, and dynamic decision-making. Empirical results on assets like BTC, ETH, and XRP show superior performance over traditional buy-and-hold strategies under diverse market conditions, including uptrends, downtrends, and sideways movements.
How Reservation Strategies Shape Optimal Trading
March 25, 2025
This article explains how brokers can optimize order execution under uncertainty while following client-imposed reservation strategies like TWAP or IS. Using a utility-maximizing framework and extensions of the Almgren-Chriss model, it shows how to balance market impact, execution risk, and benchmark tracking. Simulations demonstrate improved performance compared to TWAP strategies, offering insights into adaptive, risk-aware execution under real-world conditions.
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