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Knowledge library

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.

Quant Q&A
20,364 documents
SuperMind
12,226 documents
OKX Learn
8,431 documents
Strategy library
7,910 documents
MQL5 code base
7,090 documents
BigQuant
3,481 documents
Bitget Academy
3,298 documents
MQL5 articles
3,012 documents
TradingView scripts
1,976 documents
ProRealCode
1,507 documents
Deribit Insights
1,232 documents
Machine Learning for Trading
1,124 documents
arXiv papers
1,033 documents
Amberdata research
766 documents
FMZ forum
682 documents
FMZ digest
662 documents
vn.py community
560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
246 documents
Stratmill research code
219 documents
Robot Wealth
195 documents
NautilusTrader
191 documents
Hummingbot docs
181 documents
Paradigm research
175 documents
Lumibot
164 documents
Kraken Learn
163 documents
Quant course library
157 documents
OctoBot
152 documents
Cryptohopper blog
144 documents
Systematic trading blog (Rob Carver)
132 documents
Qlib
116 documents
Quantpedia
86 documents
TqSdk
86 documents
Hyperliquid docs
79 documents
Freqtrade
68 documents
Hudson & Thames
62 documents
Awesome Systematic Trading
61 documents
backtrader
54 documents
vn.py
50 documents
Quantopian lectures
45 documents
Binance API docs
45 documents
FMZ guides
38 documents
pysystemtrade
34 documents
Freqtrade docs
32 documents
quant-trading
31 documents
FinRL
28 documents
Zipline
22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
WonderTrader
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

38 documents

FMZ guides

This guide explains how a trading platform can connect to Ethereum and TRON through Web3 exchange objects and use RPC calls and smart contract methods. It covers node and key configuration, ABI registration, wallet and token queries, transfers, allowances,…

CryptoDeFiOn-chain dataExecution
FMZ guides

This guide explains a formula tool for rapidly calculating and checking trading ideas using expressions based on publicly available WorldQuant Alpha101 methods. It lists arithmetic and conditional syntax, cross-sectional ranking, lagging, moving averages,…

Factor investingTechnical indicatorsStatisticsBacktesting
FMZ guides

This guide explains how programs can call FMZ’s extension API to retrieve account and robot information, issue commands, and manage robot states. It covers API key creation and per-method permissions, response and status codes, request parameters, and an…

ExecutionMarket microstructureCrypto
FMZ guides

This guide explains how interactive controls send commands to a running trading strategy. Controls can carry numbers, booleans, strings, dropdown selections, or button actions; strategy code retrieves the resulting messages and can use them to change…

ExecutionMarket microstructure
FMZ guides

This guide surveys the languages and visual tools available for building trading strategies on FMZ, including JavaScript, TypeScript, Python, Rust, C++, My language, Pine, Blockly, and Workflow. It describes selected platform features: JavaScript…

BacktestingExecutionTechnical indicators
FMZ guides

This guide explains FMZ’s simulated-tick and real-tick backtesting modes. Simulated ticks are generated from candlestick data, while real-tick mode replays recorded tick data and can include depth and trade records. The guide describes the trade-off between…

BacktestingStatisticsRisk managementExecution
FMZ guides

This reference describes the fields used by FMZ trading data structures, including market trades, tickers, candlestick records, orders, and conditional-order configurations. It covers identifiers, timestamps, prices, quantities, volume, open interest, order…

ExecutionMarket microstructureBacktestingCrypto
FMZ guides

The guide explains how FMZ handles sensitive account details and strategy parameters. It says these values are encrypted in the browser and stored as encrypted data, with decryption available on the user's private device. It also cautions against exposing…

Risk managementExecution
FMZ guides

This platform guide describes how to select and trade cryptocurrency options through a common trading interface. It outlines contract selection, market-data retrieval, order placement and cancellation, and position queries for Deribit and OKX. It also lists…

OptionsCryptoDerivatives pricingExecution
FMZ guides

The guide outlines a basic structure for automated strategies in JavaScript, Python, Rust, and C++. A main loop repeatedly runs strategy logic, while a sleep interval controls polling frequency in live trading and playback speed in backtests. Its examples…

ExecutionBacktestingTechnical indicators
FMZ guides

This guide explains a key difference between JavaScript and C++ strategies on the FMZ Quant Trading Platform: how API calls signal failure. In JavaScript, a failed ticker request returns null, so a strategy can test whether the result exists before using it.…

Execution
FMZ guides

This guide collects exchange-specific implementation details for brokerage and cryptocurrency connections. For Futu, it explains market-specific stock symbol formats, account market identification, and the effect of disabling cached account and position data…

ExecutionMarket microstructureEquitiesCrypto
FMZ guides

The guide explains how to connect an exchange to the FMZ Quant Trading Platform when FMZ has not already integrated that exchange’s API. It describes writing a general protocol plugin that communicates with the exchange and the FMZ Quant docker program. The…

ExecutionMarket microstructure
FMZ guides

The guide describes two ways to protect exchange credentials used by the FMZ trading platform. It says sensitive account data and encrypted strategy parameters are encrypted in the browser and stored encrypted. It also advises keeping sensitive material out…

Risk managementExecution
FMZ guides

This guide explains how FMZ evaluates trading strategies on historical market data. It contrasts simulated Tick backtests, which construct intrabar price events from candles, with live-data Tick backtests, which replay collected tick, depth, and trade…

BacktestingExecutionMarket microstructureStatistics
FMZ guides

This guide describes an FMZ tool for evaluating trading ideas with time-series expressions modeled partly on publicly available Alpha101 calculations. It lists arithmetic and logical operators, transformations such as moving averages and differences,…

Technical indicatorsStatisticsBacktesting
FMZ guides

This guide explains how FMZ strategy interfaces can send commands to a running trading program. It covers numeric, Boolean, text, dropdown, and button controls, and describes how supported languages can receive their messages through a command-reading…

ExecutionRisk management
FMZ guides

This guide explains how to use FMZ to access cryptocurrency options on Deribit, OKX, Huobi, Bybit, Aevo, and Gate.io. It describes selecting an options contract, retrieving market data, placing and canceling orders, checking positions, and finding contract…

CryptoOptionsExecutionDerivatives pricing
FMZ guides

This guide explains how FMZ’s template library feature lets users package reusable functions for strategies. It describes creating a library in JavaScript, Python, C++, or Blockly Visual mode, and shows how exported functions can be called from a strategy…

Execution
FMZ guides

This guide explains how to use FMZ Trading Terminal plugins to support manual or semi-automated trading. A plugin runs a code snippet on a selected Docker instance and can return data tables or charts. The examples include displaying an exchange order-book…

ExecutionMarket microstructureFuturesDerivatives pricing
FMZ guides

This FMZ guide outlines a continuously running strategy loop across JavaScript, Python, Rust, and C++. It shows calling strategy logic repeatedly with a configurable sleep interval, which controls polling frequency in live trading and playback speed in…

CryptoExecutionTechnical indicatorsRisk management
FMZ guides

This platform guide surveys the ways to build trading strategies in FMZ, including JavaScript, TypeScript, Python, Rust, C++, Pine, a domain-specific language, Blockly, and visual workflows. It explains selected development features: JavaScript asynchronous…

ExecutionBacktestingTechnical indicators
FMZ guides

This guide groups common causes of failures in live trading strategies. It covers syntax and runtime errors, excessive memory use, unmanaged asynchronous requests, deep recursion, and errors returned by exchange interfaces. A recurring practical lesson is to…

ExecutionRisk management
FMZ guides

This platform guide explains how FMZ defines live trading: a strategy instance connected either to an exchange’s production environment or to its simulation environment. Starting an instance requires a saved strategy, a deployed platform host, and at least…

ExecutionBacktesting