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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
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

3,101 documents

NautilusTrader

This example configures a live Coinbase spot execution test for BTC-USDC. At startup, the built-in tester can open a position with an immediate-or-cancel order, then place post-only buy limits below the top of book. It subscribes to quotes and trades, and is…

CryptoSpot marketsExecutionMarket microstructure
Binance API docs

This document explains how to connect to a spot exchange through FIX order entry, drop copy, and market data sessions. It covers TLS and server-name checks, Ed25519 logon signatures, API-key permissions, message sequencing, response modes, timestamps, and…

ExecutionMarket microstructureSpot marketsRisk management
FMZ forum

The document describes a simple launch-time buying approach for a newly listed crypto pair. A continuously running script checks the clock, selects the PI/USDT market, and, once a specified opening time has arrived, submits two buy orders at different prices…

CryptoSpot marketsEvent-drivenExecution
Amberdata research

This dashboard description covers tokenized gold, silver, and platinum on Ethereum, alongside stablecoins. It outlines how to track token issuance, circulating supply, market capitalization, transfers, distinct senders and receivers, velocity, and holders.…

CryptoCommoditiesOn-chain dataSpot markets
Kraken Learn

This overview surveys seven themes the article expects to influence crypto markets in 2025: regulatory developments, traditional finance’s engagement with DeFi, stablecoin use, tokenization of real-world assets, memecoins, AI and blockchain projects, and…

CryptoDeFiSpot marketsSentiment
Amberdata research

This report summarizes an institutional panel discussion about blockchain and digital assets. The speakers describe tokenization as a way to create potential liquidity and new exchange venues for assets that are difficult to sell, while smart contracts could…

CryptoDeFiSpot marketsMarket microstructure
Kraken Learn

The document introduces USDC as a stablecoin designed to track the US dollar. It says the token launched on Ethereum in 2018 and is now available across several major blockchains, giving a brief overview of its development and distribution. It also…

CryptoSpot markets
Hummingbot docs

The document describes a spot strategy that places limit orders on a maker exchange and, when they fill, trades on a taker exchange to rebalance the base asset. It aims to keep a target quantity distributed across both venues while earning the spread…

CryptoMarket makingSpot marketsVolatility
Binance API docs

The document explains smart order routing (SOR) as a way to seek liquidity across configured order books that share a base asset and use interchangeable quote assets, such as stablecoins treated as having a fixed one-to-one exchange rate. An order submitted…

CryptoExecutionMarket microstructureSpot markets
Kraken Learn

The document explains permissionlessness as the ability to use a financial network without asking a central intermediary to authorize each action. It describes public blockchains as open networks where participants can join, contribute computing resources,…

CryptoSpot marketsOn-chain data
Amberdata research

This market snapshot links crypto weakness to recession concerns, higher Treasury yields, a cautious Federal Reserve, and reported liquidations. It reviews Bitcoin and Ethereum ETF flows, exchange trading volumes, and open interest as indicators of investor…

CryptoSentimentStatisticsSpot markets
Binance API docs

This technical reference describes FIX and FIX SBE connectivity for a spot exchange. It distinguishes order-entry, drop-copy, and market-data sessions; explains API-key permissions, TLS and signing requirements, connection lifecycle, heartbeats, message…

CryptoSpot marketsExecutionMarket microstructure
Cryptohopper blog

This article discusses holding cryptocurrencies through bear markets and adding to a position as prices fall through dollar-cost averaging (DCA). It illustrates how successive purchases at lower prices reduce the average entry price, while stressing that…

CryptoSpot marketsPosition sizingRisk management
FMZ forum

The strategy monitors Binance announcement listings for delisting notices, extracts the named assets, and checks whether the account holds them or has open orders in their markets. It cancels matching orders and repeatedly submits sell orders for eligible…

CryptoEvent-drivenExecutionSpot markets
OctoBot

This guide describes a TradingView Trading Mode for automating exchange orders from alerts emitted by TradingView indicators or Pine Script strategies. It says the mode can create and cancel market, limit, and stop orders, including straightforward entries…

ExecutionSpot marketsFutures
Hyperliquid docs

This support note briefly describes how assets become available on Hyperliquid. Spot token deployments are permissionless, while perpetual market listings are based on community requests and organic demand. It points readers to the platform’s native token…

CryptoSpot marketsPerpetual futuresMarket microstructure
Hummingbot docs

This strategy monitors the same spot trading pair across two venues: one is an automated market maker decentralized exchange, and the other may be a centralized order-book exchange or another supported spot venue. When the price difference offers…

ArbitrageSpot marketsExecutionMarket microstructure
FMZ forum

This code commentary explains a directional spot trading bot that can open either a long or short position, add to the position as price moves against it, and close when a profit target or stop-loss condition is reached. It exposes settings for order size,…

CryptoSpot marketsGrid tradingExecution
Amberdata research

The article compares estimated cost bases across 11 spot Bitcoin ETF issuers to argue that aggregate figures hide uneven exposure to losses. It highlights Fidelity as a low-cost-basis buyer, BlackRock as the largest holder with a higher break-even level, and…

CryptoSpot marketsRisk managementStatistics
FMZ forum

This article describes a cash-and-carry approach to crypto perpetual futures: hold spot while shorting a matching perpetual position to collect funding when the rate is positive. It explains that funding payments help keep perpetual prices near spot, and…

CryptoArbitragePerpetual futuresSpot markets
Amberdata research

The article explains order book slippage as the extra execution cost incurred when a market order consumes liquidity beyond the best available price. It advocates calculating slippage from the quantities available at each price level, which reflects the…

CryptoSpot marketsExecutionMarket microstructure
Lumibot

This guide explains how LumiBot connects to cryptocurrency exchanges through CCXT and how to distinguish documented live broker paths from backtesting support. It lists credential auto-detection and exchange-specific order handling for Coinbase, Kraken,…

CryptoBacktestingExecutionSpot markets
Lumibot

The document describes Coinbase as a spot crypto venue available through Lumibot’s shared CCXT broker integration. It explains that current Coinbase Cloud Developer Platform credentials use a key name and private key, while a passphrase is generally relevant…

CryptoSpot marketsExecutionBacktesting