Understanding crypto markets and trading

Learn trading with practical Crypto Loop Academy guides, clear explanations and source-linked references.

• Position sizing starts with the loss

  Position sizing starts with the loss

• Market structure before market opinions

  Market structure before market opinions: read the book, the spread, and the venue before you form a view

• A trading journal that can falsify a thesis

  A trading journal that can falsify a thesis

• Limit orders, market orders and execution

  Limit orders, market orders and execution

• Perpetual futures: funding and liquidation

  Perpetual futures can look simple on a screen, but the economics behind funding, margin, and liquidation are more exacting than the interface suggests. This article explains how the index, mark, and trade prices differ, why funding exists, how maintenance margin and liquidation thresholds interac…

• Volatility is not the whole of risk

  Volatility is a useful summary statistic, but it does not capture the full shape of risk. For pillar trading, the more important question is how losses emerge: through fat-tailed moves, abrupt jumps, persistent drawdowns, gaps between realised and implied conditions, and the practical frictions o…

• Slippage, fees and the real execution cost

  Slippage, fees and the real execution cost

• Backtests: where good-looking results fail

  Backtests can make a trading rule look robust when it is only fitted to history. This article explains the main ways results fail, how to check for them, and why walk-forward evaluation is useful but limited.

• Using a testnet without mistaking it for a market

  A testnet can be a useful rehearsal space for trading workflows, but only if you treat it as an engineered environment rather than a live market. This article explains how to separate testnet mechanics from production assumptions: what wallet signatures really prove, how faucets and test balances…

• News is not automatically a trading signal

  News can change a market’s story, but it does not automatically change a position’s edge. This pillar article explains why timing, expectations, liquidity, source hierarchy, causation, crowded narratives, and risk horizon matter before treating headlines as tradeable signals.