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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

28 documents

QuantInsti blog

This overview compares free and paid sources for historical market data accessed through Python APIs. It describes retrieving single and multiple instruments, using daily or intraday frequencies, and handling several asset classes, with examples involving…

BacktestingMulti-assetEquitiesCrypto
QuantInsti blog

The article surveys stock market simulators for practicing trades with virtual funds. It describes services for manual trading, historical chart exercises, and, in some cases, automated strategies or broker connections. The listed features include market…

EquitiesBacktestingTechnical indicatorsOptions
QuantInsti blog

The article introduces Bitcoin’s transaction ledger, UTXO accounting, public nodes, and Proof of Work consensus. It explains how miners compete to find a valid nonce, how difficulty targets regulate block production, and how block rewards and transaction…

CryptoSpot marketsOn-chain dataMomentum
QuantInsti blog

The document explains the Aroon indicator’s two components, Aroon Up and Aroon Down, which track how recently a period’s highest high and lowest low occurred. It gives a lookback-based calculation and shows that the resulting values are expressed as…

CryptoTechnical indicatorsTrend followingRisk management
QuantInsti blog

The article introduces Ethereum as a blockchain platform for running smart contracts and decentralized applications. It explains Ether and gas, the Ethereum Virtual Machine, and examples of applications in decentralized finance and autonomous organizations.…

CryptoTechnical indicatorsMomentumDeFi
QuantInsti blog

This interview traces Praveen Singh’s move from electronics and software work into electronic trading roles at investment banks in Japan. His experience spans client connectivity and trading platforms, including work on direct market access, high-frequency…

High-frequency tradingExecutionBacktestingMarket microstructure
QuantInsti blog

This project applies a Random Forest classifier to intraday BTC/USD data to produce directional signals from technical features. It uses two years of one-minute OHLC observations and inputs including returns, percentage changes, RSI, ADX, moving-average…

CryptoMachine learningTechnical indicatorsBacktesting
QuantInsti blog

The document explains RippleNet’s role as a payments network for financial institutions and distinguishes it from XRP, the digital asset used as a possible bridge currency. It describes the XRP Ledger, validator consensus, trusted Unique Node Lists,…

CryptoForexMarket microstructureRisk management
QuantInsti blog

This tutorial explains a Python workflow for retrieving cryptocurrency market data from CryptoCompare. It describes authenticating with an API key, listing available coin tickers, and requesting historical prices at daily, hourly, or minute intervals. The…

CryptoSpot marketsBacktesting
QuantInsti blog

The article describes collecting cryptocurrency price and volume observations at minute intervals, storing them for analysis, and accounting for delays caused by fetching data across many coins. It then presents a simple trend-following strategy that uses…

CryptoBreakoutTrend followingTechnical indicators
QuantInsti blog

This interview follows an engineer and AI practitioner as she moves into quantitative trading and develops an algorithmic trading desk focused on crypto. Her account highlights a practical learning path: apply statistical and machine-learning methods to…

CryptoMachine learningBacktestingMarket microstructure
QuantInsti blog

The article introduces altcoins as cryptocurrencies other than Bitcoin and describes how they emerged to offer different features, address perceived limitations, or serve particular purposes. It discusses smart contracts and decentralized applications,…

CryptoDeFiSpot markets
QuantInsti blog

This beginner guide explains cryptocurrency as digital assets recorded on distributed blockchains, outlining transactions, cryptographic security, decentralization, consensus, and the distinction between proof of work and proof of stake. It then walks…

CryptoRisk managementSpot markets
QuantInsti blog

The Hurst exponent is presented as a measure of long-term dependence in a time series. Values above 0.5 are associated with persistence and possible trending behavior, values below 0.5 with anti-persistence, and a value near 0.5 with random-walk behavior.…

StatisticsTechnical indicatorsCrypto
QuantInsti blog

This beginner guide explains that cryptocurrency wallets manage the keys used to access and transact with crypto assets. It distinguishes a public address, which can be shared to receive funds, from a private key, which must remain protected. The article…

CryptoRisk managementSpot markets
QuantInsti blog

This project outlines a statistical arbitrage approach to trading cryptocurrency perpetual contracts on Binance. It screens contract price series for stationarity and cointegration, then forms a spread between a selected pair and uses deviations from the…

CryptoPerpetual futuresPairs tradingMean reversion
QuantInsti blog

This document introduces cryptocurrency algorithmic trading through an interview with a developer building a cross-exchange trading platform. The described workflow retrieves exchange order books, backtests strategies at short intervals, generates signals,…

CryptoBacktestingExecutionMarket microstructure
QuantInsti blog

This project studies historical ETHBTC order book data from Poloniex and tests two ways of using order flow in simulated trading. The first estimates prices from aggregated bid and ask positions and uses those estimates to filter trades generated by a…

CryptoMarket microstructureBacktestingExecution
QuantInsti blog

The article introduces blockchain as a distributed ledger for recording transactions across networked computers. It explains how blocks hold records and the previous block’s hash, linking the history so that changes become detectable. Copies of the ledger…

CryptoDeFiMarket microstructure
QuantInsti blog

The document explains how crypto arbitrage seeks to capture price or lending-rate differences across exchanges. It describes why gaps can arise, including capital controls, uneven liquidity and reaction speeds, volatility, and differences in transaction…

CryptoArbitrageExecutionMarket microstructure
QuantInsti blog

The document outlines a basic workflow for algorithmic Bitcoin trading: generate entry and exit signals from a strategy, allocate capital according to risk rules, then send orders to an exchange through its API. It describes Bitcoin as a decentralized…

CryptoArbitrageMarket makingTechnical indicators
QuantInsti blog

This guide compares free and paid sources of financial data by access method, asset coverage, and availability of intraday, daily, fundamental, and news information. It recommends choosing a provider according to data accuracy, latency, historical depth,…

BacktestingStatisticsEquitiesFutures
QuantInsti blog

The article introduces Bitcoin’s public blockchain, mining, capped issuance, and wallet transactions, then connects these features to ransomware payments and Bitcoin’s appeal as a tradable asset. It frames price as primarily demand-driven and names…

CryptoSpot marketsSentimentVolatility
QuantInsti blog

This tutorial shows how to turn transaction-level tick data into open, high, low, and close values for fixed time intervals using Pandas resampling. A tick represents an individual trade, with the example dataset containing timestamps, last traded prices,…

CryptoSpot marketsMarket microstructureBacktesting