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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

19,452 documents

Lumibot

This document explains how to connect to BitMEX through Lumibot’s CCXT broker interface using an explicit exchange configuration and API credentials. It notes that BitMEX is not among the globally auto-detected credential paths, and identifies the exchange…

CryptoDerivatives pricingBacktestingRisk management
Cryptohopper blog

The article presents developments in 2021 as signs that cryptocurrencies, especially Bitcoin, were gaining acceptance as an investment asset and payment method. It points to Tesla’s Bitcoin purchase, banks exploring custody, payment firms adding digital…

CryptoSpot marketsEvent-drivenSentiment
Amberdata research

This market commentary surveys crypto conditions around the period following Ethereum’s Shapella upgrade. It describes a permit-signature scam risk: gasless token approvals can look like ordinary wallet signatures, making it difficult for users to recognize…

CryptoExecutionMarket microstructureFutures
Stratmill research code

This script builds a universe of Binance futures contracts using 24-hour ticker data and exchange metadata. It joins weighted average price and quote volume with contract onboarding date, price tick size, and order quantity constraints. It then excludes…

CryptoFuturesMarket microstructure
Amberdata research

This digital-asset market snapshot examines a broad selloff across Bitcoin, Ether, and altcoins through price changes, volatility, trading volume, open interest, funding, ETF and stablecoin flows, order-book depth, spreads, and DeFi liquidations. Its central…

CryptoMarket microstructureVolatilityRisk management
Jesse

The document reports a backtest of a Donchian strategy on Binance BTC-USDT six-hour candles spanning January 2019 to January 2021. It records 18 closed trades and one still-open position. The reported net profit was 45,194.35 from a starting balance of…

CryptoTechnical indicatorsBacktestingTrend following
FMZ forum

This personal account reflects on years of involvement in cryptocurrency markets, including altcoins, leveraged trading, decentralized finance schemes, and token mining promotions. Its main lesson is caution: the author describes a market where inexperienced…

CryptoRisk managementSentimentSpot markets
Amberdata research

This weekly market commentary reviews Bitcoin and Ethereum options ahead of US inflation releases and other macro events. It compares realized and implied volatility with historical ranges, examines the relative volatility of ETH and BTC, and discusses…

CryptoOptionsVolatilityDerivatives pricing
Hummingbot docs

These release notes describe changes to Hummingbot’s client, Gateway, and related tools. Client updates include a headless command-line interface, new spot exchange connectors, connector fixes, and improvements to liquidity provision executors. The LP…

CryptoExecutionMarket microstructureRisk management
Amberdata research

This podcast recap explains how real-world assets can be represented on blockchains, with examples including real estate, commodities, stablecoins, and Treasury-backed products. It presents tokenization as a way to broaden access, improve transferability,…

CryptoDeFiOn-chain dataFixed income
Amberdata research

The commentary considers how trade war headlines and scheduled US economic releases could affect crypto prices and options volatility. Its base case is that Bitcoin remains in a broad consolidation range, with a possible test of the lower boundary and a…

CryptoOptionsVolatilityEvent-driven
Cryptohopper blog

The document explains how cryptocurrency traders can use automated triggers to adapt buying behavior to market conditions. Its trend example uses a fast 10-period EMA and a slow 20-period EMA on a daily chart: a bullish signal enables buying, while a bearish…

CryptoTrend followingTechnical indicatorsRisk management
Amberdata research

The primer explains how Curve developed from a stablecoin-focused automated market maker into a broader DeFi ecosystem. It contrasts Curve’s dynamic invariant with constant-product pricing: the curve is flatter when a pool is balanced to reduce slippage,…

CryptoDeFiMarket makingRisk management
FMZ forum

This article argues that grid trading can move beyond small gains by improving how the strategy handles falling markets. It describes combining suitable instrument selection, portfolio construction, dynamic grid placement, and position management to address…

Grid tradingCryptoRisk managementPosition sizing
FMZ guides

This platform guide describes how to select and trade cryptocurrency options through a common trading interface. It outlines contract selection, market-data retrieval, order placement and cancellation, and position queries for Deribit and OKX. It also lists…

OptionsCryptoDerivatives pricingExecution
Amberdata research

This weekly report examines Bitcoin and Ether options around regulatory news and a busy US macro calendar. It describes short-dated implied volatility rising after enforcement actions, a brief move into backwardation, and a flatter term structure afterward.…

CryptoOptionsVolatilityMarket microstructure
Stratmill research code

This example builds a BTCUSDT futures market-making strategy whose fair price is estimated from a spot reference price plus a smoothed spot–futures basis. It resamples spot and futures book-ticker mid-prices, carries observations forward, and calculates a…

CryptoFuturesMarket makingMean reversion
FMZ forum

The document describes a backtesting feature for BitMEX’s XBTUSD perpetual contract that simulates periodic funding payments using historical funding-rate data. It says the feature is available across JavaScript, C++, and Python, and that event logging can…

CryptoPerpetual futuresBacktestingRisk management
FMZ forum

This tutorial introduces the M Language used in a trading platform to write indicators and trading logic for commodity futures and cryptocurrency contracts. It explains scalar and sequence data, numeric, string, and Boolean values, variable naming, and…

FuturesCryptoTechnical indicatorsPosition sizing
Amberdata research

The note links uncertainty after a US government shutdown to crypto risk and options pricing. It argues that missing October inflation and employment releases complicate the Federal Reserve’s December decision, while the FOMC minutes and other scheduled…

CryptoOptionsVolatilityRisk management
Kraken Learn

The document introduces tokenized equities as blockchain-based tokens representing traditional shares, exchange-traded funds, or other investments. It describes fractional ownership and broader geographic access as potential benefits, and says smart…

EquitiesCryptoMulti-asset
Cryptohopper blog

This introductory guide explains how to mark support and resistance zones on cryptocurrency charts and inspect technical indicators in TradingView. It recommends locating recent price highs and lows, treating levels associated with heavier volume as…

CryptoTechnical indicatorsMarket microstructure