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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

Strategy library

This document presents a simple Binance spot grid approach. At timed intervals, when no orders are open, it places a buy below the best bid and a sell above the best ask, each offset by half the configured grid spacing. When either order fills, it cancels…

Spot marketsCryptoGrid tradingExecution
Strategy library

This long-horizon Bitcoin framework organizes trades around halving dates. It proposes buying near a halving, taking profits gradually during a later post-halving window, and restarting dollar-cost averaging after a longer interval when the market is…

CryptoEvent-drivenBacktestingRisk management
Strategy library

This long-only breakout system enters when the closing price rises above the upper Bollinger Band and closes the position when price falls below the lower band. The middle band can use several moving-average methods, while the upper and lower bands are set…

Spot marketsBreakoutTechnical indicatorsRisk management
Strategy library

This document describes a spot selling tool that breaks a large target quantity into smaller orders. Each order is sized around a configurable average, with a random variation, and priced as an offset from the current best ask. The tool waits for an order to…

Spot marketsCryptoExecutionMarket microstructure
Strategy library

This workflow automates a dollar-cost averaging process for cryptocurrency spot purchases. On a recurring hourly cycle, it gathers market data to calculate MACD, RSI, ATR, and OBV, and retrieves recent crypto news for AI-based short- and long-term sentiment…

CryptoSpot marketsTechnical indicatorsSentiment
Strategy library

This strategy uses consecutive candles with the same direction as a simple short-term trend signal. Candle direction is determined by comparing close with open; after a configurable run of upward candles it enters long, and after a run of downward candles it…

Trend followingTechnical indicatorsCryptoSpot markets
Strategy library

This strategy combines RSI thresholds, crossings of a rolling 125-period high, and a volume surge filter. The stated RSI defaults are 14 periods, with oversold and overbought levels of 30 and 70. A long or short entry can be triggered by an RSI threshold…

CryptoSpot marketsTechnical indicatorsBreakout
Strategy library

This document outlines a simple recurring Bitcoin purchase simulation. At each fixed interval, it spends a preset amount of currency to buy BTC at the observed latest price, accumulates the purchased quantity, and compares the holding’s current market value…

CryptoSpot marketsBacktestingPortfolio construction
Strategy library

This controller tracks an asset balance on a spot exchange and compares it with a short position on a perpetual market. It calculates a target hedge by multiplying the spot balance by a configurable hedge ratio, then measures the difference between that…

CryptoSpot marketsPerpetual futuresRisk management
Strategy library

This spot strategy repeatedly rebalances one cryptocurrency toward a target share of account value. When the asset’s share moves below the target by a configured adjustment threshold, it places a buy order; when the share moves above the target threshold, it…

CryptoSpot marketsGrid tradingPortfolio construction
Strategy library

This document describes a single-coin spot strategy that repeatedly returns the portfolio toward a target coin allocation. When the coin’s share of account value moves below the target by a set adjustment band, the bot places a buy order; when it moves above…

CryptoSpot marketsGrid tradingPortfolio construction
Strategy library

This document describes a spot trading workflow in which an external AI service gathers data and news, forms a buy, sell, or hold decision, and sends a structured signal to an execution bot. The bot receives signals through a channel, checks required fields…

CryptoSpot marketsExecutionRisk management
Strategy library

SuperTREX combines RSI threshold crossings with ATR-based trend levels to generate directional signals. An RSI crossing above the oversold threshold records a long reference price, while a cross below the overbought threshold records a short reference price.…

CryptoSpot marketsTechnical indicatorsTrend following
Strategy library

This introductory execution strategy splits a target cryptocurrency purchase into smaller limit orders to reduce the market impact of a large buy. It sets each bid below the best bid by a configurable depth, varies order size randomly around a chosen…

ExecutionMarket microstructureCryptoSpot markets
Strategy library

This strategy combines EMA and ADX trend classification with RSI pullback conditions, a four-hour context check, and below-average volume as an entry filter. Long trades require price above the EMA with ADX above the stated trend threshold, a prior close…

CryptoSpot marketsTrend followingTechnical indicators
Strategy library

This document presents an implementation framework for calculating Stochastic RSI from price records. It first obtains RSI, then compares each value with the rolling RSI high and low over a selected lookback window. Moving averages smooth the resulting…

Technical indicatorsStatisticsSpot markets
Strategy library

This strategy uses a 21-period and 55-period exponential moving average (EMA) relationship to identify directional moves, with a Supertrend indicator intended to confirm the prevailing trend. The document also describes 200- and 233-period averages as…

Technical indicatorsTrend followingBacktestingRisk management
Strategy library

This strategy uses 14-period and 28-period simple moving averages. A cross above the longer average starts a long position; a cross below it can close positions, subject to a gain condition in the supplied source. The source also includes an averaging…

Spot marketsCryptoTrend followingTechnical indicators
Strategy library

This strategy combines unusual volume or candle-body readings with candle direction and recent highs or lows to generate long and short signals. Z-scores are calculated against a moving average and standard deviation over a configurable lookback; the user…

Technical indicatorsMomentumVolatilityRisk management
Strategy library

This strategy combines moving averages, MACD, RSI, Stochastic, and VWAP readings to seek aligned directional signals from 15-minute price data. A long requires a fast moving average to cross above a slow one, MACD to exceed its signal line, RSI to be above…

Spot marketsTrend followingMomentumTechnical indicators
Strategy library

This short script demonstrates a basic scheduled accumulation method: it checks the date once per minute and submits one market buy for a configured amount when the date differs from the last recorded investment date. The amount is fixed rather than adjusted…

ExecutionPosition sizingSpot markets
Strategy library

This monitor searches a small, predefined set of spot currency pairs on Binance, OKX, or Bybit for two possible triangular conversion routes through a selected base currency. It calculates gross route returns from the latest close prices, keeps the best…

CryptoArbitrageSpot marketsExecution
Strategy library

This spot strategy looks for a price decline from a recent Donchian high before making an initial purchase. After entry, it tracks the lowest price; if price falls sufficiently below the last entry and then rebounds by a set amount from that low, it adds…

CryptoSpot marketsMean reversionPosition sizing
Strategy library

This example screens three related crypto markets for triangular arbitrage opportunities involving EOS, BTC, and USDT. It reads the best ask and bid prices from each order book, then compares cross-market price relationships in both directions. For a…

CryptoArbitrageExecutionMarket microstructure