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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

181 documents

Hummingbot docs

This guide describes the Hummingbot Dashboard’s Instances page for overseeing running bot instances. It explains the displayed instance details and performance measures, including profit and loss, traded volume, liquidity placed, unrealized results, and…

Risk managementExecution
Hummingbot docs

This overview describes a whitepaper proposing liquidity mining as a way to compensate market makers on decentralized digital asset platforms. It places the proposal in the context of market making’s development, the capital demands faced by liquidity…

CryptoMarket makingMarket microstructureBacktesting
Hummingbot docs

Hummingbot Gateway is described as a TypeScript API service that gives trading software a common way to interact with blockchains and decentralized exchanges. Its REST endpoints cover tasks such as wallet management, balance checks, and trading, allowing the…

CryptoDeFiExecutionMarket microstructure
Hummingbot docs

This strategy monitors positions across configured markets and places opposing trades on a spot or perpetual exchange to reduce market-making inventory exposure. It can calculate the hedge from asset amounts or total asset values, then apply a hedge ratio…

CryptoMarket makingRisk managementPosition sizing
Hummingbot docs

This Chinese-language post proposes an equity screen combining daily amplitude above one percent, a positive but capped ten-day return, and large-order net volume above a threshold for at least three consecutive days. The stated rationale is to select stocks…

EquitiesMomentumTechnical indicatorsChina markets
Hummingbot docs

Hummingbot version 2.4 adds Gateway connectors for the Solana decentralized exchanges Meteora and Raydium, with standardized interfaces for automated market makers, concentrated liquidity market makers, and swaps. Gateway can also run as a standalone…

CryptoSpot marketsPerpetual futuresDeFi
Hummingbot docs

This walkthrough explains how to set up and run a basic market-making strategy in Hummingbot’s StrategyV2 framework. The example places bid and ask limit orders around the market’s mid or last-trade price for one trading pair, then cancels and replaces them…

Market makingExecutionMarket microstructure
Hummingbot docs

The document describes Hummingbot Foundation’s quarterly voting process for deciding which exchange and blockchain connectors receive maintenance attention and bounty budgets. Epoch 6 covered the October through December 2023 release cycle and introduced…

CryptoExecutionMarket microstructure
Hummingbot docs

This announcement introduces HBOT as a governance token for the Hummingbot open-source trading-bot project. It describes a community governance model in which holders vote on code changes, improvement requests, and proposals about Foundation governance or…

CryptoMarket makingHigh-frequency tradingDeFi
Hummingbot docs

This connector guide explains how to connect Hummingbot to Kalshi’s USD margined perpetual markets and describes the connector’s trading behavior. It covers API key setup, signed REST and WebSocket access, ticker-to-pair mapping, contract sizing, supported…

Perpetual futuresExecutionMarket microstructureRisk management
Hummingbot docs

The article explains why making an asset tradable does not guarantee that buyers and sellers will be available at useful prices. It links exchange fragmentation and the limited number of professional market makers to wide spreads, weak price discovery,…

CryptoMarket makingMarket microstructureExecution
Hummingbot docs

This guide explains Hummingbot Foundation’s Epoch 5 governance votes and how HBOT holders can shape maintenance priorities. A proposed governance change would allocate tokens for existing and new bounties and introduce a minimum HBOT balance for proposing…

CryptoMarket makingArbitrage
Hummingbot docs

The document explains how to configure Hummingbot's rate oracle to obtain exchange rates for tokens and currencies and display balances or trading information in a chosen reference currency. Users select a supported data source and set the default token name…

CryptoArbitrageMarket making
Hummingbot docs

The document describes a Hummingbot strategy for providing bids and asks across several spot markets from one instance. Users choose the markets, the asset used to supply liquidity, order size, spread, and target base inventory. Optional inventory skew…

Market makingVolatilitySpot marketsPosition sizing
Hummingbot docs

This case study describes a 2020 campaign that rewarded individuals for providing liquidity in XEM trading pairs on Binance through Hummingbot. The model aimed to enlist token holders and community traders as distributed liquidity providers, with tutorials…

CryptoMarket makingExecutionMarket microstructure
Hummingbot docs

This FAQ describes Hummingbot as open-source client software that runs locally and connects to centralized exchanges, protocols, and decentralized exchanges. It outlines common automated trading applications, especially market making and arbitrage, and…

CryptoMarket makingArbitrageExecution
Hummingbot docs

Hummingbot 1.26 reorganizes its Strategy V2 framework around a unified market data provider. The provider gives multiple controllers access to historical candles, trades, and live order book data, which they can share while coordinating sub-strategies and…

ExecutionMarket microstructureCryptoPerpetual futures
Hummingbot docs

Hummingbot 2.13.0 release notes describe exchange integrations and changes to strategy infrastructure. New connectors add spot and perpetual trading on Backpack, and perpetual futures access on Pacifica and Aevo. The XRPL connector replaces WebSocket user…

CryptoPerpetual futuresSpot marketsMarket making
Hummingbot docs

This tutorial explains how to configure Hummingbot’s PMM Simple V2 controller, a market-making strategy that places buy and sell limit orders at specified distances from the mid-price. Users can set order levels and allocations, exchange and market, refresh…

CryptoMarket makingGrid tradingRisk management
Hummingbot docs

This article explains how Hummingbot trading strategies observe markets and manage orders, using the Avellaneda–Stoikov market-making strategy as an example. A strategy’s periodic tick gathers price and inventory information, updates indicators and model…

CryptoMarket makingMarket microstructureTechnical indicators
Hummingbot docs

Hummingbot v2.3.0 release notes describe new trading controllers and infrastructure updates. The XEMM V2 controller supports multiple order levels, dashboard performance monitoring, and concurrent instances. GridStrike combines grid trading, market making,…

CryptoMarket makingGrid tradingRisk management
Hummingbot docs

Hummingbot version 1.13.0 introduced an early Directional Framework for managing positions on perpetual exchanges. Its PositionExecutor accepts a position configuration and uses a triple barrier approach: a stop loss, a take profit, and a time limit. The…

CryptoPerpetual futuresTechnical indicatorsRisk management
Hummingbot docs

The document describes a spot strategy that places limit orders on a maker exchange and, when they fill, trades on a taker exchange to rebalance the base asset. It aims to keep a target quantity distributed across both venues while earning the spread…

CryptoMarket makingSpot marketsVolatility
Hummingbot docs

The article explains cross-exchange market making as placing maker orders on one venue and hedging fills by taking liquidity on another. It contrasts this with arbitrage, where the trader takes liquidity on both sides, and with pure market making, which…

CryptoMarket makingArbitrageExecution