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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
WonderTrader
14 documents
Alphalens
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

3,101 documents

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

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 an intraday strategy for trading the spread between a security’s spot price and its futures price. It classifies futures trading above spot as contango and below spot as backwardation, then calculates the spread from one-minute prices.…

ArbitrageFuturesSpot marketsTechnical indicators
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
QuantInsti blog

This overview traces cryptocurrency’s development in India from early Bitcoin use through the regulatory uncertainty surrounding the Reserve Bank of India’s banking restrictions and the Supreme Court’s 2020 decision to lift them. It briefly explains…

CryptoSpot marketsDerivatives pricingRisk management
MQL5 articles

This project explains how an MQL5 Expert Advisor can use Binance’s API to retrieve candlestick data for an asset that is not available in the MetaTrader terminal. It parses the returned candle fields, including OHLC prices and opening times, then checks…

CryptoSpot marketsTechnical indicatorsExecution
MQL5 articles

This tutorial demonstrates a data-ingestion workflow for requesting recent candlesticks from an external exchange API using MQL5’s WebRequest function. It explains how the request method, endpoint path, and query parameters specify the market symbol, candle…

CryptoSpot marketsExecution
FMZ forum

The article presents a rebalancing method for Bitcoin and USDT. It starts with roughly equal values in each asset, then uses price moves to adjust holdings: buy Bitcoin after declines and sell some after rises, aiming to keep the two sides near equal value.…

CryptoSpot marketsPerpetual futuresMean reversion
Amberdata research

The document explains how decentralized exchanges set prices through pooled token reserves or order books, and describes the growth of Uniswap and its forks. It presents on-chain trade records and OHLCV bars as ways to analyze DEX activity alongside…

CryptoDeFiOn-chain dataMarket microstructure
Binance API docs

This FAQ explains how to request and decode Simple Binary Encoding (SBE) responses from spot REST, WebSocket, and FIX APIs. It outlines the request headers or connection parameters needed to select SBE and a schema version, describes when requests fall back…

Spot marketsExecutionMarket microstructure
Amberdata research

This market snapshot discusses conditions around Bitcoin’s fourth block reward halving and Hong Kong’s approval of Bitcoin and Ether exchange traded funds. It connects Bitcoin’s new Runes token activity with higher transaction counts and fees, and contrasts…

CryptoOn-chain dataSpot marketsDeFi
Cryptohopper blog

This introductory article distinguishes Bitcoin, a cryptocurrency, from blockchain and the broader idea of distributed ledgers. It describes a ledger replicated across network participants, where transactions are grouped into sequential blocks linked by…

CryptoSpot marketsMarket microstructureRisk management
Hummingbot docs

These release notes describe trading and infrastructure changes in Hummingbot 2.11. They highlight Condor, a Telegram interface for monitoring bots, viewing portfolio information, placing exchange orders, executing decentralized swaps, and managing…

CryptoSpot marketsPerpetual futuresMarket making
Amberdata research

The document surveys ways to interpret crypto market sentiment using Bitcoin and Ethereum metrics, visual dashboards, and spot ETF flow data. It explains how Net Unrealized Profit/Loss compares market capitalization with realized capitalization, while…

CryptoSentimentOn-chain dataSpot markets
Amberdata research

The article reviews Bitcoin ETF flows during the first half of 2024, interpreting fund inflows and outflows as signals of investor interest and changing market sentiment. It reports strong first-quarter inflows to new spot funds, led by BlackRock’s IBIT and…

CryptoSpot marketsSentimentStatistics
OctoBot

This guide explains how a dollar-cost averaging trading mode can place entries on a schedule or in response to evaluator signals. Evaluator-triggered entries require a maximum signal value of -1 or 1; other values are ignored. Entry orders may be market or…

CryptoFuturesSpot marketsExecution
Jesse

This document reports a two-year backtest of an IFR2 strategy on BAT-USDT hourly candles from Binance, covering April 2019 through April 2021. The simulation records 249 closed trades, all long, and one open trade. It reports net profit of 30,380.8971 from a…

CryptoSpot marketsBacktestingRisk management
Amberdata research

The article explains how spot crypto ETFs provide exposure through regulated brokerage products and, in the case of Bitcoin funds, hold the underlying asset. It argues that ETF purchases can shift coins out of open-market circulation, while familiar account…

CryptoSpot marketsMarket microstructurePortfolio construction
OctoBot

The article explains SAFU as Binance’s emergency fund intended to help protect users’ assets in extreme situations. It says the exchange established the fund in 2018 and allocated a portion of trading fees to it. The described holdings include BNB, Bitcoin,…

CryptoRisk managementSpot markets
FMZ forum

This news report describes an Indonesian central bank warning against selling, buying, or trading virtual currencies and states that Bitcoin and similar assets were not recognized as valid payment instruments in the country. It says the bank, alongside the…

CryptoSpot markets
Binance API docs

This exchange guide explains how spot order rate limits count newly placed orders that remain unfilled. A successful order placement increases the count for the current interval; reaching the configured limit causes later requests to be rejected. The limit…

Spot marketsExecutionMarket microstructure
MQL5 code base

This indicator example smooths the Accumulation/Distribution (A/D) time series by filtering higher-order harmonics in its spectrum. The document presents the method as a way to smooth other indicator outputs as well, with the stated advantage of practically…

Technical indicatorsSpot markets
NautilusTrader

The document explains how a currency pair represents a spot or cash instrument quoted as base currency against quote currency. It distinguishes the asset being traded from the currency used to price it, and describes how the instrument type can represent…

ForexCryptoSpot marketsExecution