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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

181 documents

Hummingbot docs

This article reviews a two-month program in which individuals used market-making bots to provide liquidity for the ONE token on Binance. It examines participation, filled order volume, user retention, activity by weekly cohorts, and the program’s share of…

CryptoMarket makingExecutionMarket microstructure
Hummingbot docs

These release notes describe changes to Hummingbot’s client and Gateway, including a refactor of decentralized exchange connectors and reliability work on exchange connections. For strategy developers, the main additions include controller risk controls such…

CryptoArbitrageBacktestingRisk management
Hummingbot docs

The document explains V1 strategies as configurable algorithmic trading templates that monitor trading pairs on one or more exchanges. It distinguishes strategy logic, which defines behavior in code, from user-set parameters such as spread and order size,…

Market makingArbitrageExecutionCrypto
Hummingbot docs

These release notes describe changes to Hummingbot’s client, Gateway, and related tools. Client updates include a headless command-line interface, new spot exchange connectors, connector fixes, and improvements to liquidity provision executors. The LP…

CryptoExecutionMarket microstructureRisk management
Hummingbot docs

Hummingbot 1.27 introduces Strategy V2 templates for funding rate arbitrage and cross-exchange market making (XEMM). The funding strategy compares current perpetual futures funding rates across configured exchanges for selected tokens, then evaluates whether…

CryptoArbitragePerpetual futuresMarket making
Hummingbot docs

This overview explains Hummingbot executors as components that manage order lifecycles under conditions set by controllers using market data. It lists executor categories for positions, dollar-cost averaging, grids, arbitrage, time-weighted execution,…

ExecutionMarket makingDeFiSpot markets
Hummingbot docs

The article introduces a marketplace model in which exchanges and token issuers fund campaigns that reward participants for supplying crypto market liquidity with market-making bots. Rewards are tied to observable order-book conditions: a spread-based…

CryptoMarket makingExecutionMarket microstructure
Hummingbot docs

This guide explains how to connect Hummingbot to Injective Helix for spot or perpetual trading, with a focus on delegated accounts. It describes separating a portfolio wallet that holds funds from a trading wallet that receives authority to trade those…

CryptoExecutionMarket makingPerpetual futures
Hummingbot docs

This controller monitors liquidation activity for a selected Binance perpetual futures pair and initiates a dollar-cost averaging trade when liquidations on the chosen side exceed a configured quote-currency threshold within a time window. It treats forced…

CryptoPerpetual futuresMean reversionPosition sizing
Hummingbot docs

This guide explains how to connect a Hummingbot client to a centralized exchange or a blockchain protocol. Users run the connect command with the connector name, then enter the requested credentials. Exchanges generally ask for API keys, while blockchain…

CryptoExecutionRisk management
Hummingbot docs

This documentation explains how to configure multiple bid and ask orders using an order-level count, an amount step, and a spread step. The level count sets the number of orders on each side. The amount parameter increases or decreases the size of each…

CryptoMarket makingExecutionMarket microstructure
Hummingbot docs

This retrospective compares two short bot competition runs on the SEI-USDT pair. In the earlier run, a modified single-market liquidity strategy traded on Binance spot and lost money overall, with fees cited as a major factor. The later run used a modified…

Market makingFuturesExecutionBacktesting
Hummingbot docs

In this interview, market maker Harry Yeh discusses applying electronic trading and Hummingbot to cryptocurrency market making. He stresses that operators need to understand limit orders, bid-ask spreads, order levels, parameters, and cancellations before…

CryptoMarket makingHigh-frequency tradingVolatility
Hummingbot docs

The document explains how to configure and launch V2 strategies in Hummingbot. Configurable scripts can be started from YAML configuration, while controllers are loaded through a wrapper script that can list one or more controller configurations. Controllers…

CryptoTechnical indicatorsMean reversionGrid trading
Hummingbot docs

The document describes an automated dollar-cost averaging executor that distributes an entry or exit across a sequence of orders. Its configuration includes a market, trading pair, side, order amounts and prices, leverage, order mode, and optional profit,…

ExecutionSpot marketsPerpetual futuresPosition sizing
Hummingbot docs

The document explains Hummingbot connectors as adapters between its trading engine and exchange or blockchain interfaces. Using WebSocket and REST APIs, connectors standardize access to market and blockchain data and support actions such as placing,…

CryptoExecutionMarket microstructureDeFi
Hummingbot docs

This guide explains how to deploy Hummingbot with Docker Compose, navigate its command-line interface, configure a script, and connect exchange API credentials. It walks through launching a directional futures script that uses the Relative Strength Index…

CryptoFuturesTechnical indicatorsExecution
Hummingbot docs

These release notes describe Hummingbot 1.20.0, centered on a V2 strategy framework for building modular strategies that can be backtested and deployed. The framework separates market data candles, controllers that coordinate strategy decisions, and…

CryptoMarket makingBacktestingExecution
Hummingbot docs

This operational guide explains how a trading gateway can use dedicated RPC providers instead of public default endpoints when connecting to Solana and EVM networks. It describes the role of the RPC node in transaction speed, availability, data freshness,…

DeFiCryptoExecutionMarket microstructure
Hummingbot docs

Hummingbot version 2.2.0 adds two trading controllers to its V2 framework. The Arbitrage controller is designed to trade price differences between spot venues, including automated market makers and central limit order books. It supports configurable exchange…

ArbitrageGrid tradingExecutionBacktesting
Hummingbot docs

This guide explains how to connect a wallet to dYdX v4, obtain the chain address and secret phrase, and connect those credentials to Hummingbot. It covers both the command-line client and the web dashboard, then walks through configuring and launching a…

CryptoPerpetual futuresExecutionRisk management
Hummingbot docs

These release notes describe Hummingbot 2.5 changes relevant to automated trading. A Strategy V2 feature called PositionsHeld tracks spot balances and perpetual positions retained by stopped executors. Strategies can keep positions when execution stops,…

Market makingRisk managementExecutionCrypto
Hummingbot docs

The article describes a crypto arbitrage strategy that compares Celo's cGLD-cUSD automated market maker with centralized exchange order books listing cGLD and cUSD pairs. Because the AMM prices trades through a constant-product pool while centralized venues…

CryptoArbitrageMarket microstructureDeFi