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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
Quantpedia
86 documents
TqSdk
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

32 documents

Freqtrade docs

The document explains FreqAI’s main software components and how they support model development. A persistent model object handles data collection, feature engineering, training, and inference; a per-asset data kitchen provides processing tools and metadata;…

Machine learningCryptoBacktesting
Freqtrade docs

The document explains how FreqAI trains trading agents through reinforcement learning. An agent processes historical candles and chooses among actions such as entering or exiting long and short positions. A custom reward function scores its decisions, while…

Machine learningRisk managementBacktesting
Freqtrade docs

The guide explains how to enable public trade downloads in Freqtrade and configure order flow processing. Settings control cached candles, trade history depth, footprint price-bin size, and the volume and ratio thresholds used to identify imbalances.…

Market microstructureExecutionBacktestingStatistics
Freqtrade docs

This quick start explains how a Freqtrade strategy turns exchange candle data into indicators, entry and exit signals, and orders. A strategy is implemented as a Python class with separate methods for calculating indicators and populating long or short…

CryptoTechnical indicatorsBacktestingExecution
Freqtrade docs

The document explains how to inspect backtest performance by entry and exit reasons in Freqtrade. It describes exporting signal data, then grouping trade outcomes by entry tag, exit tag, and pair. These views range from an overall summary to detailed pair…

BacktestingStatisticsTechnical indicators
Freqtrade docs

This guide explains how to download and maintain historical market data for strategy backtesting and hyperparameter optimization. It covers choosing pairs, timeframes, exchanges, and date ranges; refreshing existing datasets incrementally; and adding earlier…

BacktestingCryptoFuturesSpot markets
Freqtrade docs

The document explains how Freqtrade’s Hyperopt process searches strategy parameter combinations by repeatedly backtesting historical data. It begins with random combinations and then uses an Optuna sampler to explore parameter spaces while minimizing a…

BacktestingMachine learningRisk management
Freqtrade docs

This documentation explains how to start Freqtrade and select the configuration, strategy, data directory, and database used by a bot run. It outlines command-line options for live or simulated trading, including dry-run balance and fee settings, and notes…

CryptoExecutionBacktesting