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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
TqSdk
86 documents
Quantpedia
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
Binance API docs
45 documents
Quantopian lectures
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 engineering retrospective reviews Hummingbot’s 2023 work on exchange connectivity, code maintenance, strategy development, and external modules. Connector updates included refreshed gold and silver integrations with market-order support, and…

CryptoExecutionTechnical indicatorsArbitrage
Hummingbot docs

This interview describes a participant’s use of pure market making in the $ONE Makers liquidity bounty program. The trader reports adjusting order sizes to inventory, generally keeping spreads consistent except around significant news, and using multiple…

CryptoMarket makingExecutionRisk management
Hummingbot docs

The roadmap outlines planned upgrades to Hummingbot’s strategy framework, bot management tools, and core architecture. Its strategy plans include configurable scripts, reusable components for cross-exchange market making, dollar-cost averaging, statistical…

CryptoArbitrageGrid tradingMarket making
Hummingbot docs

This developer guide explains how an exchange connector tracks orders and reports their state changes to trading strategies. A buy or sell request returns a client-side identifier promptly while submission proceeds asynchronously. Tracking should begin…

ExecutionMarket microstructureSpot marketsPerpetual futures
Hummingbot docs

This introductory guide explains how an exchange order book records bids and asks and how its matching engine fills orders. It connects liquidity and order-book depth to the price impact of market orders, defines the bid-ask spread and mid price, and…

CryptoMarket makingMarket microstructureExecution
Hummingbot docs

This document explains a software component for executing arbitrage between two markets or exchanges. The proposed workflow validates that the selected markets have compatible trading pairs, tracks the buy and sell orders, and estimates profitability after…

CryptoArbitrageExecutionRisk management
Hummingbot docs

The document explains how to configure and run a historical backtest in the Hummingbot Dashboard. Users select a controller, exchange connector, trading pair, and strategy parameters such as leverage, quote allocation, position mode, order levels, spread,…

BacktestingRisk managementExecution
Hummingbot docs

This guide explains how to create and fund a Vega wallet, connect it to Hummingbot, and launch a sample directional strategy on Vega perpetual markets. The sample uses RSI to open long positions in oversold conditions and shorts in overbought conditions,…

CryptoPerpetual futuresTechnical indicatorsExecution
Hummingbot docs

The document explains a grid trading executor that places buy and sell orders at evenly spaced prices between configured bounds. Each level has an order amount and take-profit target; the executor can handle spot or perpetual futures. It tracks level states…

Grid tradingExecutionRisk managementSpot markets
Hummingbot docs

The guide explains how to configure Hummingbot Strategy V2 controllers to run market-making strategies for multiple trading pairs through one generic script. It walks through creating a separate controller configuration for each pair, setting values such as…

CryptoFuturesMarket makingExecution
Hummingbot docs

This connector guide explains how to prepare a Derive account for automated trading through Hummingbot. It covers connecting a wallet, depositing assets, registering a session key, creating a subaccount, and entering the wallet address, session key,…

CryptoPerpetual futuresOptionsTechnical indicators
Hummingbot docs

This developer overview explains the components used to connect Hummingbot to spot and perpetual exchanges. It describes the exchange or derivative class, authentication, order book and user stream trackers, their data sources, and the order trackers that…

CryptoSpot marketsPerpetual futuresMarket microstructure
Hummingbot docs

The document compares three exchange designs used in digital asset markets. A central limit order book gathers maker orders, publishes available prices and quantities, and matches taker orders, often by price and then submission time. An RFQ process lets a…

CryptoMarket microstructureExecutionMarket making
Hummingbot docs

Gateway is middleware that lets Hummingbot interact with blockchain protocols through a standard interface. Its decentralized exchange connectors maintain connections to automated market makers and other protocols, integrate with their JavaScript software…

DeFiExecutionMarket microstructure
Hummingbot docs

This guide explains how to inspect balances across connected exchanges and wallets, including assets allocated to active orders, and how to view and adjust a paper-trading account. Paper balances can be increased for a specified asset, enabling simulated…

CryptoExecutionRisk managementMarket making
Hummingbot docs

The release notes describe an update to Hummingbot’s hedge strategy. It can hedge multiple assets across multiple exchanges, size hedges by asset amount or quote-currency value, and use either spot or perpetual markets for monitored and hedge legs. The notes…

CryptoArbitrageSpot marketsPerpetual futures
Hummingbot docs

The guide introduces Condor, an open-source harness that links language-model-driven trading agents to deterministic execution through the Hummingbot API. It describes a setup wizard, the choice between Telegram and local dashboard access, required API…

ExecutionCryptoRisk management
Hummingbot docs

These release notes describe updates to Hummingbot trading infrastructure, including four new perpetual futures connectors and changes to Gateway’s decentralized exchange integration. The connector additions support order and position workflows across…

Perpetual futuresBacktestingExecutionMarket making
Hummingbot docs

This technical reference describes a market data provider interface for accessing prices, order book data, and historical candles by connector and trading pair. Price queries can request a specified price type, while volume based order book queries estimate…

CryptoMarket microstructureExecutionTechnical indicators
Hummingbot docs

The document explains how Hummingbot’s order override setting lets advanced users define individual buy and sell orders with their own spread and amount. The custom orders replace the strategy’s regular spread, amount, and order-level settings while the…

Market makingExecution
Hummingbot docs

The document introduces a connector for Perpetual Protocol and an automated strategy intended to trade price differences between perpetual contracts and spot markets. It describes comparing perpetual venues, including decentralized and centralized futures…

CryptoArbitragePerpetual futuresSpot markets
Hummingbot docs

This Hummingbot reference page catalogs scripts and strategies that connect Gateway to decentralized exchange markets. The listed examples cover AMM data monitoring, token swaps, liquidity-position management, arbitrage between centralized and decentralized…

CryptoDeFiArbitrageMarket making