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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
WonderTrader
14 documents
Alphalens
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 developer guide lists the exchange interfaces needed to build spot and perpetual connectors for a trading client. Core REST functions include retrieving trading rules, checking service status, reading open orders and balances, and creating orders;…

ExecutionMarket microstructurePerpetual futuresSpot markets
Hummingbot docs

This research summary explains that style rotation depends on defining each style accurately before building a timing model. It distinguishes styles represented by current stock characteristics, such as size, value, reversal, and momentum, from styles…

EquitiesFactor investingMomentumMean reversion
Hummingbot docs

This quickstart explains how to install and run Hummingbot with Docker, then use its command-line interface to create and manage bots. It introduces a simple market-making script on a paper-trading connector, which uses live Binance market data to simulate…

CryptoMarket makingExecution
Hummingbot docs

This recap describes strategies built by participants in an algorithmic trading program. Examples include spot and perpetual arbitrage that trades price differences and may benefit from funding, cross-sectional momentum that reallocates toward recent…

CryptoArbitrageMomentumMarket making
Hummingbot docs

This document explains a configuration option that adjusts bid and ask quote prices to account for exchange transaction costs. It describes percentage-based maker fees and fixed fees, and notes that enabling the option changes the proposed prices; it is…

Market makingExecutionRisk management
Hummingbot docs

This glossary explains common trading and exchange terms, including base and quote assets, centralized and decentralized exchanges, maker and taker roles, limit and market orders, order books, and mid price. It distinguishes a maker order, which rests at a…

Technical indicatorsMarket microstructureExecution
Hummingbot docs

The article explains inventory value and the risk market makers face when one side of their orders fills more often than the other. Inventory value is the current worth of a portfolio measured against a reference asset such as a fiat currency. When prices…

Market makingRisk managementPosition sizingCrypto
Hummingbot docs

The document presents a Chinese equity screening rule that selects stocks with intraday amplitude above 1, a 9:25 price rise below 6%, and first-level bid volume greater than ask volume. The order-book condition is interpreted as a sign of near-term buying…

EquitiesChina marketsMarket microstructureTechnical indicators
Hummingbot docs

This release overview describes Hummingbot 1.24 features for building and operating algorithmic trading strategies. Scripts can now define parameters in a configuration class and load them from YAML files, making settings easier to modify and share. The…

CryptoMarket makingTrend followingTechnical indicators
Hummingbot docs

This release note describes Hummingbot updates, including connectors for Hyperliquid and the XRP Ledger, plus a sample crypto volatility screener. The screener periodically analyzes multiple cryptocurrency pairs on a chosen exchange using percentage changes,…

CryptoVolatilityTechnical indicators
Hummingbot docs

Condor is presented as an open-source framework for building autonomous trading agents. Its architecture separates an agent layer, where large language models observe conditions and make decisions through an Observe, Orient, Decide, Act loop, from an…

CryptoMachine learningExecutionRisk management
Hummingbot docs

This recap presents four trading scripts developed by participants in an educational program. The examples include a portfolio that rebalances equally across assets, spot–perpetual arbitrage that opens positions when the price spread exceeds a threshold and…

Portfolio constructionArbitrageMarket makingBacktesting
Hummingbot docs

This guide describes hanging orders in Hummingbot market making. When one order in a buy-and-sell pair fills, the opposite order can remain on the book through the next refresh instead of being canceled. It may later fill as prices move, allowing the pair to…

Market makingExecutionMarket microstructureRisk management
Hummingbot docs

This announcement outlines two Hummingbot hackathon challenges. One invites developers to create a trading strategy with functionality distinct from strategies in a specified software release. The other seeks improvements to an automated market maker…

DeFiArbitrageMarket makingExecution
Hummingbot docs

This update reports Hummingbot development milestones and planned tools for running algorithmic trading systems. Shipped items included an OHLCV candles feed, a position execution component, orchestration for managing multiple bots, revised deployment…

CryptoExecutionMarket makingGrid trading
Hummingbot docs

This roadmap describes Hummingbot’s plans for expanding open-source crypto trading tools, with liquidity mining as the central initiative. It outlines campaigns that would reward users for providing liquidity, exchange coverage expansion, and dashboards…

CryptoMarket makingArbitrageMarket microstructure
Hummingbot docs

In this interview, a crypto trader describes using Hummingbot for liquidity mining, primarily through pure market making. She reports narrowing activity to a small number of markets, reviewing pair performance periodically, and adjusting settings in response…

CryptoMarket makingExecutionRisk management
Hummingbot docs

This overview describes Hummingbot Dashboard controllers for several automated trading approaches. PMM Simple places buy and sell orders around the mid-market price with adjustable spreads and sizes, plus basic stop-loss and take-profit settings. PMM Dynamic…

Market makingArbitrageTechnical indicatorsRisk management
Hummingbot docs

These release notes describe Hummingbot 2.10.0 updates to infrastructure for centralized and decentralized exchange operations. The highlights include integration of Gateway with the Hummingbot API, allowing API and MCP workflows to manage Gateway instances,…

CryptoSpot marketsPerpetual futuresMarket making
Hummingbot docs

This guide explains how to launch a preconfigured Hummingbot strategy automatically when the bot starts. It covers Docker Compose deployments and source installations, and distinguishes V2 scripts from legacy V1 strategies. For Docker, users place the…

ExecutionRisk management
Hummingbot docs

This guide describes Grid Strike, a Hummingbot controller that builds a long or short order grid across a chosen price range. Unlike a conventional grid designed to trade back and forth in a range, it can add long exposure as prices rise or short exposure as…

Grid tradingTrend followingMomentumRisk management
Hummingbot docs

The document explains an inventory-skew feature for market making that aims to keep the portfolio near a chosen value split between base and quote assets. The trader sets a target base-asset percentage and a range multiplier. The bot then adjusts bid and ask…

CryptoMarket makingRisk managementPosition sizing
Hummingbot docs

This documentation explains an order-refresh tolerance setting for a market-making bot. At each configured refresh interval, the bot can keep existing bid and ask orders active while their spreads remain within a specified percentage range; it cancels and…

Market makingExecutionMarket microstructureRisk management
Hummingbot docs

These release notes describe changes to Hummingbot’s client, Gateway, and related trading tools. Client updates include a Kalshi perpetual futures connector, a Gateway client aligned with unified trading routes, configurable slippage widening for order and…

CryptoFuturesPerpetual futuresExecution