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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
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

152 documents

OctoBot

This guide explains how to route OctoBot exchange requests through a proxy. It identifies two reasons: keeping a consistent outbound IP address for exchange IP allowlisting, and continuing to use the same IP while traveling. The instructions focus on setting…

CryptoExecutionMarket microstructure
OctoBot

The document explains how an automated trading strategy can be divided between a trading mode and evaluators. The trading mode handles order creation, sizing, maintenance, and cancellation. Evaluators provide signals that activate the mode when conditions…

CryptoGrid tradingTechnical indicatorsExecution
OctoBot

This guide describes a flexible grid trading mode for spot markets. Instead of starting from a chosen number of open orders, the trader specifies upper and lower price bounds along with grid spacing and increments. The system then determines the required buy…

CryptoGrid tradingSpot marketsExecution
OctoBot

This document explains OctoBot’s architecture for moving market and other data through a modular trading system. It uses asynchronous producer-consumer channels to notify components when new information arrives, aiming to avoid polling loops and keep…

Market microstructureExecutionTechnical indicators
OctoBot

Dollar-cost averaging (DCA) invests a fixed amount at regular intervals regardless of market price. The approach buys more units when prices are lower and fewer when they are higher, spreading entry points over time. The document presents it as a way to…

CryptoPosition sizingRisk managementSpot markets
OctoBot

The document introduces cryptocurrency trading bots as software that places trades according to preset rules. It describes three possible inputs: technical indicators such as moving averages and RSI, predictions based on historical data, and external trading…

CryptoTechnical indicatorsMachine learningBacktesting
OctoBot

The document explains the role of a trading mode in an OctoBot strategy: it creates, maintains, and cancels exchange orders, while evaluators can send signals that prompt the mode to act. This separates signal generation from order handling. Some modes,…

ExecutionGrid tradingTechnical indicators
OctoBot

This introductory guide outlines a workflow for training and backtesting a cryptocurrency trading agent using a scripting framework. It explains reinforcement learning as an approach in which an agent takes actions in a market environment and receives…

CryptoMachine learningBacktestingTechnical indicators
OctoBot

The document explains HODL as a cryptocurrency-community term for retaining an asset through price fluctuations, in contrast with frequent short-term trading. It traces the term to a misspelling in a Bitcoin forum post during a market decline and describes…

CryptoSpot markets
OctoBot

This documentation introduces OctoBot script, an early alpha Python framework for writing automated trading strategies with an interface compared to Pine Script. Its example uses RSI to identify buy entries: it computes the indicator over historical candle…

CryptoTechnical indicatorsBacktestingRisk management
OctoBot

This short OctoBot configuration guide explains three ways to specify an order price relative to a crypto market. A constant sets an exact price. A signed price delta moves the current price up or down by a fixed amount, while a signed percentage changes it…

CryptoExecution
OctoBot

The document explains how to run strategy backtests in OctoBot: choose a profile, download historical market data, select a data file, run the simulation, and review performance summaries, charts, and individual trades. It describes how the starting…

BacktestingCryptoExecutionRisk management
OctoBot

The guide distinguishes OctoBot’s historical portfolio profitability from its historical profit and loss (P&L). Portfolio profitability values configured tradable assets in a selected reference market, then compares the total value of current holdings with…

CryptoPortfolio constructionRisk management
OctoBot

The document describes OctoBot’s exchange connectivity and distinguishes officially supported venues from community-tested ones. It says OctoBot connects through the CCXT library, so other CCXT-listed exchanges may work in principle, but only official and…

CryptoExecutionMarket microstructure
OctoBot

This French-language guide explains how to run several automated crypto strategies or asset baskets through OctoBot Cloud. Its key operating rule is to assign only one strategy or basket to each exchange portfolio, which is intended to prevent strategies…

CryptoPortfolio constructionRisk managementExecution
OctoBot

This French guide explains how to access OctoBot cloud strategies from an OctoBot trading bot, starting with version 1.0.4. Users can find the strategies in the bot’s Community tab and use them in either simulated or live trading. The guide describes…

CryptoBacktestingTechnical indicators
OctoBot

This guide explains how an exchange API key lets trading software interact with a cryptocurrency account without using the account’s email address or login password. In the OctoBot example, the key is used to read wallet balances and to view, place, and…

CryptoExecutionRisk managementSpot markets
OctoBot

This introductory guide compares market, limit, stop, and take-profit orders for cryptocurrency trading. A market order seeks the best available price and usually prioritizes execution, while a limit order specifies the price at which a trader is willing to…

CryptoExecutionMarket microstructureRisk management
OctoBot

This guide explains how to configure OctoBot’s GPT interface and evaluator to use a language model for trading-related predictions. It covers adding an API credential for the hosted service, setting a custom LLM base address for another compatible server,…

Machine learningExecutionRisk management
OctoBot

This introductory article explains cryptocurrency futures as contracts used to gain exposure to expected price movements without directly holding the underlying coins. It outlines long and short positioning, noting that short sellers aim to buy back at a…

CryptoFuturesArbitrageRisk management
OctoBot

This introductory post explains cryptocurrency trading and presents general reasons a trader might use an automated trading bot. It describes bots as tools that can execute preset rules continuously, which may reduce the influence of fear or greed and free a…

CryptoExecutionRisk management
OctoBot

This explainer describes exchange API keys as credentials that let trading software interact with a cryptocurrency account without using the account email address or password. The stated bot functions include reading portfolio balances and retrieving,…

CryptoExecutionRisk managementMarket microstructure
OctoBot

This guide surveys ten cryptocurrency trading bot platforms, describing their strategy types, free-plan restrictions, and usability. It introduces bots as software that connects to exchanges and executes predefined rules, then compares offerings that include…

CryptoGrid tradingMarket makingArbitrage
OctoBot

This guide explains how to obtain exchange history for OctoBot Script backtests and how to reuse previously downloaded data. The fetch request is configured with a trading pair and candle interval, with optional settings for the starting timestamp, exchange,…

BacktestingCryptoSpot marketsFutures