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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

19,452 documents

FMZ forum

This study compares Bitcoin returns during a defined US daytime window with returns outside that window, using hourly Gemini data from 2015 through 2024. It splits results around the October 2021 launch of the BITO fund as a rough proxy for Bitcoin’s growing…

CryptoTrend followingBreakoutBacktesting
Lumibot

This broker integration guide explains how LumiBot handles Bitunix USDT perpetual futures. It covers account funding, leverage requests, hedge-mode requirements, order precision, reduce-only closes, and historical candle retrieval. The integration does not…

CryptoFuturesPerpetual futuresExecution
OctoBot

This FAQ explains how OctoBot Cloud users can evaluate strategies and crypto baskets through paper trading with virtual funds, and says strategy performance is assessed periodically through historical backtesting. It notes that results vary with market…

CryptoBacktestingRisk managementExecution
Amberdata research

This report section reviews DeFi activity and security incidents in 2025. It frames the year through several measures: total value locked (TVL), lending utilization, liquidations, decentralized exchange volume, and major protocol exploits. It argues that…

CryptoDeFiOn-chain dataRisk management
Amberdata research

This report reviews 2024 activity in centralized crypto spot and derivatives markets. It describes how exchange and asset trading volumes changed through the year, noting periods of high activity across major venues and tokens. It suggests using volume…

CryptoFuturesPerpetual futuresArbitrage
Binance API docs

This documentation explains spot trading commissions as the combination of standard, tax, and special rates. It distinguishes account commission queries, which report current rates for a symbol and include maker, taker, buyer, and seller components, from…

CryptoSpot marketsExecutionRisk management
Amberdata research

This weekly market note reviews Bitcoin and Ether options conditions in early December 2022 alongside macroeconomic context. It describes falling realized volatility and implied volatility, a soft volatility backdrop, changing risk reversals, and steep Ether…

CryptoOptionsVolatilityDerivatives pricing
Kraken Learn

This introductory overview explains how blockchains function as decentralized databases and distinguishes them from the cryptocurrencies that may use them. It describes distributed nodes as participants that store data and verify transactions under protocol…

CryptoDeFiMarket microstructure
Hyperliquid docs

This documentation explains how Hyperliquid's time-weighted average price order divides a total order into smaller submissions at intervals based on order size and duration. It gives examples of how a one-hour order and a multi-day order are divided, and…

CryptoExecutionMarket microstructureRisk management
Hummingbot docs

The article introduces a marketplace model in which exchanges and token issuers fund campaigns that reward participants for supplying crypto market liquidity with market-making bots. Rewards are tied to observable order-book conditions: a spread-based…

CryptoMarket makingExecutionMarket microstructure
Amberdata research

An interview with an experienced derivatives trader traces his move from equity derivatives into crypto and explains how exotic option books can behave under stress. Autocallables combine contingent coupons with short exotic downside exposure, while their…

CryptoOptionsVolatilityRisk management
Amberdata research

The article explains how crypto market makers support trading by placing bids and asks around prevailing prices, seeking to earn the spread while keeping order books populated. It links two-sided quoting with faster execution, narrower spreads, reduced price…

CryptoMarket makingMarket microstructureExecution
Amberdata research

This market commentary examines crypto options and spot-market conditions during the November 2022 FTX collapse. It argues that contagion concerns, thin liquidity, and possible abrupt news-driven moves made short-volatility positions especially exposed, even…

CryptoOptionsVolatilityMarket microstructure
Amberdata research

This market commentary links changing US inflation, employment, and rate expectations to crypto risk sentiment, then reviews Bitcoin and Ethereum options positioning ahead of an FOMC decision. It describes bullish Bitcoin flows, including call buying and put…

CryptoOptionsVolatilityDerivatives pricing
Lumibot

This document describes how to configure Lumibot’s CCXT broker for KuCoin. KuCoin is not presented as a globally auto-detected credential route, so the guide uses an explicit broker configuration with the exchange identifier and API key, secret, and…

CryptoExecutionBacktesting
OctoBot

OctoBot profiles determine which strategies and evaluators run, which cryptocurrencies and trading pairs are considered, which exchanges are enabled, and whether trading uses spot or futures. The guide explains how to edit strategy settings through the…

CryptoFuturesSpot marketsRisk management
Amberdata research

This weekly crypto market note reviews Bitcoin’s rally, liquidation-driven price swings, upcoming US macro events, and the implications for options volatility. It connects a sharp move through prior price levels with short liquidations, a subsequent rapid…

CryptoOptionsVolatilityRisk management
Freqtrade docs

This documentation explains how to configure FreqAI within a Freqtrade configuration and strategy. It outlines core settings for training and backtesting periods, model identification, timeframes, correlated pairs, shifted candles, indicator periods, labels,…

CryptoMachine learningBacktestingStatistics
SuperMind

This guide surveys data services that traders and researchers might use for market quotes, historical bars, and related financial information. It discusses Google Finance, Finnhub, iTick, and Bloomberg, contrasting broad asset coverage, real-time delivery,…

Multi-assetForexCryptoEquities
FMZ forum

This tutorial explains how the OKCoin spot API’s market orders interpret the amount parameter. It describes a backtest example that estimates a buy quantity from the latest price, then submits a market buy with a cash-denominated amount. The author contrasts…

CryptoSpot marketsExecution
Amberdata research

The article explains how data supports several spot Bitcoin ETF functions: calculating net asset value (NAV) and intraday indicative value, checking reserves, and helping authorized participants trade around price deviations. Because Bitcoin trades…

CryptoSpot marketsOn-chain dataArbitrage
OctoBot

The document introduces spot trading as buying or selling cryptocurrency at the current market price, where the trader transacts in the asset rather than a futures or options contract. It outlines basic setup: choose an exchange that lists the desired pair,…

CryptoSpot marketsExecutionRisk management
Amberdata research

This market commentary links Federal Reserve uncertainty and tariff-related inflation concerns with higher volatility in traditional markets, then considers possible spillovers to Bitcoin. It cites a rise in the VIX after Powell’s remarks, strength and…

CryptoOptionsVolatilityUS markets