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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
Quantpedia
86 documents
TqSdk
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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

3,101 documents

Strategy library

This trading-terminal plugin automates a simple buy-then-sell sequence. The user sets a buy price, purchase amount, target sell price, and account-check interval. The script first cancels all pending orders, checks that the account balance can cover the…

ExecutionSpot marketsRisk management
Strategy library

This spot trading routine rebalances a coin and USDT toward a configured target share of portfolio value. It reads account balances and the ticker, values the coin holdings at the sell price, and compares that value with the target allocation. If the…

CryptoSpot marketsGrid tradingPosition sizing
Strategy library

This simple trading bot places a limit buy at a configured price, then monitors the account for an increase in the BTC balance and submits a limit sell for the detected amount at a higher configured price. It checks that the buy price is below the sell price…

CryptoSpot marketsExecutionRisk management
Strategy library

This document presents a single-asset rebalancing method that compares an account’s cash balance with the marked value of its crypto holdings. When the imbalance exceeds a configurable threshold, it buys or sells part of the asset to move the two sides…

CryptoSpot marketsMean reversionPosition sizing
Strategy library

This prototype outlines a statistical arbitrage strategy for the price spread between spot assets and delivery futures. It proposes running an Augmented Dickey–Fuller stationarity test hourly and allowing trades only when the spread passes a p-value…

ArbitrageSpot marketsFuturesStatistics
Strategy library

This prototype describes a market-neutral approach to trading the spread between spot assets and dated futures. It proposes checking spread stationarity with an Augmented Dickey–Fuller test, then using a Z-score to identify unusually wide or narrow spreads.…

ArbitrageSpot marketsFuturesStatistics
Strategy library

This single-venue strategy aims to keep the cash balance and the marked value of a crypto holding near parity. It compares the account’s cash with the asset value, then calculates half the difference as the amount to shift: buy when cash exceeds the…

CryptoMean reversionSpot marketsPosition sizing
Strategy library

This strategy identifies bullish and bearish Three-Line Strike candle patterns, then filters them using ADX so trades are taken only when the indicator exceeds a threshold. ATR sets dynamic stop-loss and take-profit levels. The described pattern uses three…

CryptoSpot marketsBreakoutTechnical indicators
Strategy library

This document describes a polling tool for comparing prices from two exchanges, including spot and futures markets. Users can choose each market’s quote currency, futures contract and leverage settings, and whether to compare best ask, last price, or best…

Multi-assetFuturesSpot marketsArbitrage
Strategy library

This educational moving-average strategy uses separate EMA crossover settings for entries and exits. It opens a long position after the entry crossover persists for a configured observation period, sizing the purchase as a fraction of available cash. While…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

This market-making bot adjusts its orders according to the relative value of its coin inventory and cash balance. It values inventory using prices offset from the best ask and bid by a configured percentage spread. When coin value is high relative to cash,…

Market makingExecutionMarket microstructureCrypto
Strategy library

This strategy seeks directional trades from fair value gaps (FVGs), filtered by trend, volume, and price movement. It uses the relationship between 50-period and 200-period EMAs to set the trend direction. An FVG is considered actionable when volume exceeds…

CryptoSpot marketsMomentumTechnical indicators
Strategy library

This spot strategy repeatedly places a buy limit order at a preset price, then places a sell limit order after the buy fills. Once the sell fills, it returns to the buy stage, creating a simple two-price trading loop. The parameters include the buy and sell…

Spot marketsGrid tradingExecutionBacktesting
Strategy library

This strategy pairs a volatility channel with Stochastic RSI to generate long entries. The channel uses a 20-period exponential moving average as its center and places its boundaries two standard deviations from that average. Stochastic RSI is calculated…

Spot marketsMomentumBreakoutTechnical indicators
Strategy library

This monitoring tool collects Binance spot trade events for a configurable pair and interval. It classifies each trade by the exchange’s maker-side flag, accumulates traded quantity and notional value for buyer- and seller-initiated flow, and displays the…

CryptoSpot marketsMarket microstructureStatistics
Strategy library

This educational strategy monitors two spot exchanges for a price gap large enough to justify buying on one venue and selling on the other. The trigger can be set as an absolute price difference or a percentage of an average price derived from both books.…

CryptoSpot marketsArbitrageExecution
Strategy library

This short example illustrates regular fixed-amount investing: at each weekly interval, it uses a fixed 100 USDT to buy an asset at the latest quoted price. The purchase quantity therefore changes inversely with price. It updates cumulative holdings and…

CryptoSpot marketsPosition sizing
Strategy library

This long-only grid strategy places price levels between configurable upper and lower bounds. Levels can be spaced geometrically or arithmetically; the script description says it buys when price crosses a level downward and sells on an upward crossing to the…

CryptoSpot marketsGrid tradingExecution
Strategy library

The document describes a long-only grid strategy for LINK/USDT that places a series of buy and sell levels between configured high and low prices. It supports geometric or arithmetic spacing, with geometric spacing selected by default. A downward crossing of…

CryptoGrid tradingSpot marketsExecution
Strategy library

This strategy uses fast and slow simple moving averages to generate directional trades. A crossover of the fast average above the slow average opens a long position; a cross below opens a short position. Date inputs restrict the trading window, and any open…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

PowerTower is a long-only crypto strategy on a five-minute timeframe. Its entry condition compares each of the latest three closes with closes two and four candles earlier, using an adjustable exponent; the exit condition applies a corresponding less-than…

CryptoSpot marketsMomentumTechnical indicators
Strategy library

This Binance spot strategy rebalances a selected basket of crypto assets toward configured target weights. It values each holding using the midpoint of the bid and ask, compares each asset’s share of the tracked account value with its target allocation, and…

CryptoSpot marketsPortfolio constructionExecution
Strategy library

This execution strategy divides a target purchase or sale into repeated market orders sized from visible order book depth. It converts a total quote-currency budget into a fixed base-asset target using the initial price, then checks the book out to a…

ExecutionMarket microstructureSpot markets
Strategy library

This strategy identifies bullish and bearish engulfing candles by comparing the current candle with the previous one. It requires the current candle’s range to cover the prior candle’s high and low, while its open and close also span the previous body in the…

Technical indicatorsSpot marketsExecution