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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

3,101 documents

Hummingbot docs

This strategy monitors the price difference between a spot market and a perpetual derivatives market. When the spread reaches a configured opening threshold, it places a spot order and opens an opposing perpetual position. It then watches the spread and…

CryptoArbitrageSpot marketsPerpetual futures
Kraken Learn

Bored Ape Yacht Club is an Ethereum NFT collection whose tokens depict distinct characters assembled from combinations of visual traits. The document describes how rarity can shape collector interest and how ownership also grants access to online and…

CryptoSpot marketsSentiment
FMZ forum

The article introduces arbitrage as offsetting positions in related instruments, aiming to reduce exposure to broad price moves while earning a spread or other income. It describes crypto approaches that may capture differences between spot and futures…

CryptoArbitrageSpot marketsFutures
Amberdata research

This report surveys crypto spot and derivatives activity amid exchange security incidents, regulatory changes, and macroeconomic volatility in early 2025. It discusses exchange trading volumes, futures and perpetual contract activity, funding rates,…

CryptoFuturesPerpetual futuresSpot markets
Hummingbot docs

The document explains how Hummingbot connectors provide a common interface to exchanges that use central limit order books. The interface covers order placement and cancellation as well as order book data, while exchange-specific code handles differences…

CryptoExecutionMarket microstructurePerpetual futures
Amberdata research

This market snapshot reviews digital asset activity around Thailand’s approval of its first spot Bitcoin ETF, which is restricted to institutional investors. It describes centralized exchange spot volumes settling after a March surge associated with…

CryptoSpot marketsDeFiOn-chain data
Amberdata research

The article surveys how crypto firms and traditional financial institutions responded to the 2022–23 market downturn. It describes venture investment and expansion, wallet and custody partnerships, financial AI development, crypto exchange launches, and…

CryptoDeFiSpot marketsEvent-driven
OctoBot

Dip Analyser is a trading mode for buying during local price dips and selling positions through multiple take-profit orders. It is presented as an advanced form of dollar-cost averaging that combines several evaluators. The mode supports spot and futures…

Spot marketsFuturesMean reversionPosition sizing
Binance API docs

This FAQ explains how spot trailing stop orders follow favorable price movement and trigger after a specified reversal. Buy orders track the lowest price after tracking begins and trigger on a rise; sell orders track the highest price and trigger on a…

CryptoSpot marketsExecutionMarket microstructure
FMZ forum

This introductory guide explains foundational concepts for automated cryptocurrency trading, using the FMZ platform as its main example. It covers exchange accounts and internal asset wallets, APIs for market data and order actions, and API keys with…

CryptoExecutionPerpetual futuresSpot markets
Amberdata research

This digital-asset snapshot discusses Bitcoin’s rally above $70,000 and frames ETF demand, the approaching supply halving, and possible approval of an Ethereum ETF as supportive factors. It also explains that Ethereum’s Dencun upgrade introduced blob storage…

CryptoSpot marketsDeFiSentiment
Binance API docs

This document explains an exchange rule that limits the number of new spot orders counted as unfilled over a defined time interval. Successful new orders increase the count, while an order's first partial or complete fill reduces it. Maker fills may earn a…

CryptoSpot marketsExecutionMarket microstructure
FMZ forum

The article describes a cash-and-carry style trade using spot cryptocurrency and a short crypto-margined delivery futures contract. It monitors the futures premium over spot, buys spot, and opens a matching short to capture the basis; the legs can be closed…

CryptoArbitrageFuturesSpot markets
Hummingbot docs

Hummingbot version 2.4 adds Gateway connectors for the Solana decentralized exchanges Meteora and Raydium, with standardized interfaces for automated market makers, concentrated liquidity market makers, and swaps. Gateway can also run as a standalone…

CryptoSpot marketsPerpetual futuresDeFi
Stratmill research code

These release notes describe Hummingbot 1.14.0, including new centralized and decentralized exchange connectors, documentation changes, and updates to bot orchestration and execution components. The trading-related changes include a KuCoin perpetual…

CryptoPerpetual futuresSpot marketsExecution
Amberdata research

This market snapshot reviews crypto developments and recent indicators across centralized spot exchanges, decentralized exchanges, lending protocols, and blockchain networks. It notes reports that FTX creditors may be repaid in full after asset values…

CryptoSpot marketsDeFiOn-chain data
OctoBot

OctoBot’s Dip Analyser trading mode is designed to enter near local bottoms and exit through multiple take profit orders. The document describes it as similar to an evaluator-driven dollar-cost averaging mode, with support for spot and futures markets.…

Spot marketsFuturesExecutionRisk management
FMZ forum

This document describes a semi-automated workflow for manually hedging cryptocurrency futures against spot positions across multiple symbols. It tracks both venues' quotes and account positions, displays the futures–spot spread, and provides controls to open…

CryptoFuturesSpot marketsArbitrage
Kraken Learn

This page explains that a satoshi is a small denomination of bitcoin and gives the conversion relationship between satoshis and BTC. It notes that bitcoin can be represented to eight decimal places, making satoshis a convenient way to express small balances…

CryptoSpot markets
Hyperliquid docs

The document explains that Hyperliquid presents entry price and profit-and-loss figures as convenience calculations, while its underlying accounting relies on margin for perpetuals, balances for spot, and trade records. For perpetual positions, trades that…

CryptoPerpetual futuresSpot marketsRisk management
FMZ forum

This article describes a server strategy that receives trade signals and mirrors them on a connected exchange. It adds a pause-and-restart control protected by a password, allowing order following to be disabled without stopping the bot. It also supports…

ExecutionFuturesSpot marketsRisk management
Kraken Learn

This overview surveys reported large Bitcoin holdings across individuals, companies, investment vehicles, and governments. It names prominent individual holders and explains that public estimates rely on attributed holdings or statements, while Bitcoin’s…

CryptoSpot marketsMarket microstructure
Kraken Learn

This article recounts Bitcoin’s beginnings and the unknown identity of its creator. It describes the Cypherpunk movement’s interest in cryptography and privacy, Bitcoin’s peer-to-peer design, the publication of its white paper, and the mining of its first…

CryptoSpot marketsMarket microstructure