Skip to content

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 release note introduces Hummingbot’s Order Level Builder, a tool for defining how orders are spread across multiple price levels. It lists linear, arithmetic, geometric, and logarithmic distributions, with configurable parameters such as the starting…

CryptoMarket makingExecution
Hummingbot docs

This reference explains how Gateway standardizes decentralized-exchange connectors across blockchain networks. It lists active connectors by chain and supported trading type, including swap routers, traditional automated market makers, and…

CryptoDeFiExecutionMarket microstructure
Hummingbot docs

This roadmap explains how the Hummingbot Foundation planned to change governance and community incentives in 2023. It proposes regular monthly token-holder polls to set priorities for exchange connectors, strategies, and codebase work, following a year in…

CryptoMarket makingDeFi
Hummingbot docs

This report summarizes a 48-hour automated trading competition that began with less than 100 USDT per participant. It lists scores, trading volume, profit, and exchanges, and describes eligibility rules and submission issues. The score weighted profit more…

CryptoMarket makingVolatilityRisk management
Hummingbot docs

This Hummingbot documentation explains a mode that alternates order placement after fills to keep buying and selling activity balanced. When an order fills, the bot places orders only on the opposite side during the next refresh cycle. If a buy fills, for…

CryptoExecutionMarket makingRisk management
Hummingbot docs

The document explains how a maximum order age setting refreshes an order after a chosen duration, recalculating it from the configured spread and current market movement. The default is 1,800 seconds, and the setting can be shorter than the regular order…

CryptoMarket makingExecutionRisk management
Hummingbot docs

The article introduces market making as posting buy and sell orders that add liquidity to an order book. It explains the bid and ask, the spread between them, and how a market maker may earn revenue when both sides of a quote are filled. A pawnshop analogy…

Market makingCryptoMarket microstructureExecution
Hummingbot docs

This roadmap outlines planned Hummingbot and Hummingbot Miner work for the second quarter of 2021. Trading-related plans include a Uniswap V3 connector and a strategy to adjust concentrated liquidity ranges as market prices, volatility, and gas costs change.…

CryptoMarket makingDeFiExecution
Hummingbot docs

This Hummingbot controller guide describes a crypto futures strategy that watches Binance liquidation data and seeks a short-lived rebound after a large forced unwind. It aggregates liquidations over a configurable interval, checks whether their…

CryptoFuturesPerpetual futuresMean reversion
Hummingbot docs

This brief configuration note explains how Hummingbot users can replace an exchange’s default fee assumptions with custom fee rates, such as rates that reflect a VIP discount. The setting is stored in a fee override configuration file located in the…

CryptoExecutionMarket microstructure
Hummingbot docs

The article explains liquidity through trading volume, bid-ask spread, slippage, and order book depth. Its example compares two books with similar quoted prices but different depth, showing how a large market order can incur greater price impact and…

CryptoDeFiMarket makingMarket microstructure
Hummingbot docs

The article explains liquidity through price discovery and the bid-ask spread. Wide spreads can make immediate resale costly, discourage trading, and raise costs for users who need a token. It argues that market makers can narrow spreads and support more…

CryptoMarket makingArbitrageMarket microstructure
Hummingbot docs

This article explains architectural choices in Hummingbot, a modular framework for cryptocurrency trading bots. It identifies four operational needs: resilience to exchange and network failures, accurate tracking of positions and orders, fast market data,…

CryptoExecutionMarket microstructureBacktesting
Hummingbot docs

These release notes describe Hummingbot version 1.0.0, with changes to exchange connectivity and Avellaneda market making. Binance spot and perpetual connectors were refactored in pure Python, moved away from a third-party Binance library, adopted shared…

CryptoMarket makingPerpetual futuresExecution
Hummingbot docs

The document introduces Condor, an open-source interface for managing trading bots and autonomous agents through natural language, Telegram, or a web dashboard. Its central design principle separates probabilistic reasoning by a large language model from…

Machine learningExecutionRisk managementCrypto
Hummingbot docs

These release notes describe trading and infrastructure changes in Hummingbot 2.11. They highlight Condor, a Telegram interface for monitoring bots, viewing portfolio information, placing exchange orders, executing decentralized swaps, and managing…

CryptoSpot marketsPerpetual futuresMarket making
Hummingbot docs

The guide explains Hyperliquid vaults as pooled trading accounts whose depositors share in the vault’s profits and losses. It describes the HLP vault’s market-making role and outlines how a leader can create a vault, connect Hummingbot to it, and run a…

CryptoPerpetual futuresMarket makingRisk management
Hummingbot docs

This strategy monitors the price difference between a spot market and a perpetual derivatives market. When the spread reaches a configured opening threshold, it places a spot order and opens an opposing perpetual position. It then watches the spread and…

CryptoArbitrageSpot marketsPerpetual futures
Hummingbot docs

This interview-based account traces CoinAlpha’s attempt to use smart contracts to make fund administration more transparent and accessible, then its shift toward Hummingbot, an open-source crypto market-making bot. The fund offered lower investment minimums…

CryptoMarket makingExecutionMarket microstructure
Hummingbot docs

This operational guide explains security changes to the EMQX message broker that connects Hummingbot API deployments with bot instances. The update requires broker credentials, applies a deny-by-default topic access policy, binds the MQTT and dashboard ports…

CryptoRisk managementExecution
Hummingbot docs

These release notes describe Hummingbot and Gateway version 2.8.0, with the main change being a Gateway architecture refactor for decentralized exchange trading. Connectors are organized around router, automated market maker, and concentrated liquidity…

CryptoExecutionMarket microstructureDeFi
Hummingbot docs

The document explains how Hummingbot connectors provide a common interface to exchanges that use central limit order books. The interface covers order placement and cancellation as well as order book data, while exchange-specific code handles differences…

CryptoExecutionMarket microstructurePerpetual futures
Hummingbot docs

This document explains how a position executor can manage entries and exits in spot and perpetual markets using predefined conditions. The triple barrier method sets a take-profit level, a stop-loss level, and a time limit. Whichever condition is reached…

CryptoRisk managementPosition sizingExecution
Hummingbot docs

This document explains two optional price-band settings for a trading bot. A ceiling causes the bot to place only sell orders when the reference mid price rises above the specified level; a floor restricts it to buy orders when the mid price falls below its…

CryptoMarket makingExecutionRisk management