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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

Strategy library

The visible portion describes a long-only daily spot strategy that combines market structure with indicator-based scoring. It argues that a rebound within a downtrend can resemble a genuine reversal, so it requires a close above a confirmed swing high before…

Spot marketsTechnical indicatorsBreakoutMomentum
Strategy library

This spot strategy defines a normalized MACD-style indicator as the ratio of a 12-period exponential moving average to a 26-period exponential moving average, minus one. It enters long when the indicator falls within a configurable buy range and exits when…

CryptoSpot marketsMomentumTechnical indicators
Strategy library

This hourly EUR/USD strategy assigns a short position during the specified morning window, when Europe is open and the US is described as closed, then a long position during the following window, described as Europe closed and the US open. Outside those…

ForexSpot marketsExecutionBacktesting
Strategy library

This visual-programming example describes a loop that compares the market value of a crypto holding with the account's cash balance. It calculates the difference between those values and, when that difference exceeds a threshold of five percent of the…

CryptoSpot marketsPortfolio constructionPosition sizing
Strategy library

This long-only DCA system starts with a fixed-amount purchase, then adds safety orders when price falls by a specified percentage from the latest entry. Each successive order grows by a configurable multiplier, while the strategy tracks aggregate cost and…

CryptoSpot marketsMean reversionGrid trading
Strategy library

This teaching example describes a triangular hedge using ETH/BTC, ETH/USDT, and BTC/USDT markets. It compares the ETH/BTC quote on one venue with an implied ETH/BTC rate calculated from the other two pairs. When the difference exceeds a fixed threshold, it…

CryptoArbitrageExecutionMarket microstructure
Strategy library

This document outlines an automated crypto dollar-cost-averaging workflow that runs hourly. It gathers daily market candles to calculate MACD, RSI, ATR, and OBV, and retrieves recent crypto news for an AI model to assess short- and long-term sentiment. The…

CryptoSpot marketsTechnical indicatorsSentiment
Strategy library

This script describes a passive dollar-cost averaging benchmark. It invests a fixed amount in the asset at regular intervals, either on a selected weekday or every specified number of chart bars. The script converts the quote-currency contribution into units…

Spot marketsEquitiesBacktestingPortfolio construction
Strategy library

The document describes an execution method for spreading a large buy across smaller limit orders. It sets each order near the current best bid, adjusted by a configurable depth, and varies order size around a chosen average. After an order fills, the process…

ExecutionMarket microstructureSpot markets
Strategy library

This document describes a simple altcoin price index denominated in Bitcoin, initialized at a base value of 1000 on February 22, 2018. It retrieves Binance ticker prices, selects symbols ending in BTC, and compares each eligible coin’s current price with its…

CryptoSpot marketsStatistics
Strategy library

This spot-style grid method begins by dividing the initial investment between cash and an asset, with the code setting each allocation to half. It tracks the marked value of the asset position against a reference value. When that value falls below the…

Grid tradingSpot marketsCryptoExecution
Strategy library

This reversal system combines a 14-period RSI with Bollinger Bands built from a 20-period simple moving average and bands two standard deviations wide. A long signal occurs when RSI crosses upward through 30 while price is at or below the lower band; a short…

Spot marketsMean reversionTechnical indicatorsVolatility
Strategy library

This short Python strategy monitors a crypto account's coin holdings, cash balance, and the current coin price. It calculates the market value of the coin position and compares that value with the cash balance. When the difference exceeds 5% of the cash…

CryptoSpot marketsPortfolio constructionPosition sizing
Strategy library

This educational example maintains a BTC/USDT portfolio by comparing its cash share with a 50% target. It begins by using half of the account balance to buy the asset. On each polling cycle, it estimates total account value from cash and coin holdings, then…

CryptoSpot marketsGrid tradingPosition sizing
Strategy library

This short example demonstrates a basic iceberg-style spot buying method. It records the initial account balance and asset holdings, then repeatedly submits a small buy order at the current ask while the accumulated purchase remains below the requested…

Spot marketsExecutionMarket microstructurePosition sizing
Strategy library

Dollar-cost averaging invests a fixed amount on a recurring schedule without using market forecasts to time each purchase. This implementation accepts a contribution amount and an interval, converts the contribution into units at the current close, and…

EquitiesCryptoSpot marketsPortfolio construction
Strategy library

This document outlines an order-placement plugin for gradually buying a target quantity of a spot asset while seeking to remain at the best bid. It checks account balances and market quotes repeatedly, cancels and replaces an outstanding order when the bid…

Spot marketsCryptoExecutionMarket microstructure
Strategy library

This document presents a simplified Turtle-style strategy for Bitcoin spot trading. It opens a position when price exceeds a Donchian upper channel, adds units after price advances by a fraction of ATR from the last entry, and exits the entire position when…

CryptoSpot marketsTrend followingBreakout
Strategy library

This strategy uses Williams Percent R to classify recent price position and proposes an intraday long entry when the reading is between the stated low and high thresholds. Percent R ranges from 0 near the recent high to −100 near the recent low. The document…

Technical indicatorsMean reversionCryptoSpot markets
Strategy library

This Bitcoin spot strategy combines a fast and slow moving-average crossover on 15-minute records with an RSI condition. It buys when the fast average crosses above the slow average while RSI is below 30, and sells holdings when the fast average crosses…

CryptoSpot marketsTechnical indicatorsExecution
Strategy library

This manual hedging tool coordinates positions in a futures instrument and its spot counterpart across configured symbol pairs. It supports opening either a short futures and long spot combination or the reverse, as well as covering those paired positions.…

CryptoFuturesSpot marketsArbitrage
Strategy library

This document describes a bounded grid system that divides a chosen price range into evenly spaced levels and places buy or sell orders as price moves between them. Users set the trading pair, lower and upper bounds, grid count, per-grid quantity, and price…

CryptoSpot marketsGrid tradingExecution
Strategy library

This cryptocurrency trading script polls configured markets and submits orders when prices enter user-defined buy or sell ranges. It uses the ask price to check the buy range and the bid price to check the sell range, then places orders at the opposite side…

CryptoSpot marketsExecutionPosition sizing
Strategy library

This document outlines a simple spot-market copy-trading bot that monitors a designated reference exchange account and sends corresponding trades to one or more follower accounts. It requires at least two exchange connections, checks that the reference and…

CryptoSpot marketsExecution