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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
Alphalens
14 documents
WonderTrader
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

9,797 documents

FMZ digest

This tutorial designs a deliberately random dYdX futures strategy to illustrate automated trading logic. It chooses long or short at random, enters using order-book prices with a slippage allowance, and exits at fixed profit or loss thresholds. After a loss,…

CryptoFuturesPosition sizingRisk management
FMZ digest

The document describes short-running plugins that add manual trading helpers to a trading terminal. Immediate plugins execute code through a debugging process, can return a chart or table, and have a stated runtime limit; longer-running tasks use background…

FuturesSpot marketsExecutionMarket microstructure
FMZ digest

The document introduces a platform data exploration tool for querying exchange OHLC and tick data with SQL, including user-uploaded datasets. It explains how query parameters can make filters adjustable, how results can be viewed as tables or visualizations,…

CryptoFuturesVolatilityMarket microstructure
FMZ digest

The document describes a semi-automated workflow for manually hedging cryptocurrency futures against spot positions across multiple exchange pairs. A manager collects futures and spot quotes, displays price differences, and provides controls to open or close…

CryptoFuturesSpot marketsArbitrage
FMZ digest

The article introduces Dual Thrust as a reversal-based breakout strategy for digital-asset futures. It derives a range from prior highs, lows, and closes, scales that range with separate long and short parameters, and places entry thresholds above and below…

CryptoFuturesTrend followingBreakout
FMZ digest

The document uses a backtest walkthrough to explain a cash-and-carry style hedge: short a quarterly Bitcoin futures contract while buying spot BTC, then close both legs after the futures premium narrows. It compares executable futures and spot quotes at…

CryptoFuturesSpot marketsArbitrage
FMZ digest

The article reconstructs a trend-following strategy that combines fast and slow exponential moving averages with a range-filter indicator. Long entries require a bullish range-filter signal, the fast EMA above the slow EMA, and a positive candle closing…

CryptoFuturesTrend followingTechnical indicators
FMZ digest

This document describes a multi-instrument tool for manually opening and closing futures–spot hedges. The strategy gathers futures and spot quotes, calculates the price differences for two hedge directions, checks available margin and spot balances, adjusts…

CryptoFuturesSpot marketsExecution
FMZ digest

This article presents a short-term countertrend strategy for crypto futures. It opens long positions when price is below a moving average and average true range exceeds its own moving average by a chosen multiple. The thesis is that a sharp volatility…

CryptoFuturesMean reversionVolatility
FMZ digest

The document teaches a simple trend-following futures strategy built from two exponential moving averages. It signals a long entry or reversal when both averages form a local trough, and a short entry or reversal when both form a local peak. The…

CryptoFuturesTrend followingTechnical indicators
FMZ digest

The document extends a multi-contract spread monitor into a grid-based hedging strategy for cryptocurrency futures. It compares near- and far-dated contracts for the same underlying, calculates positive and negative spreads from bid and ask prices, and…

CryptoFuturesArbitrageGrid trading
FMZ digest

The document describes a workflow for turning TradingView strategy alerts into exchange orders through a hosted trading platform. A Pine script sends a webhook request whose body contains a structured signal, including the instrument, contract type, action,…

CryptoExecutionFuturesSpot markets
FMZ digest

This tutorial shows how to assemble trading workflows with a visual programming interface. Examples cover counting configured exchange objects, iterating through them to retrieve names, reading a trading pair, placing orders, listing open orders, looking up…

CryptoFuturesExecutionBacktesting
FMZ digest

This tutorial demonstrates how to add several synchronized charts to a trading strategy so that price series and indicators can be inspected across different candle intervals. Its example configures separate candlestick panels for hourly, 15-minute, and…

Technical indicatorsFuturesBacktesting
FMZ digest

This document presents a futures indicator intended to help identify comparatively low-price conditions. It first reviews chart patterns such as double bottoms, head-and-shoulders formations, and triple bottoms, then defines a bottom indicator as the count…

FuturesTechnical indicatorsTrend followingBacktesting
FMZ digest

This course excerpt introduces commodity trading advisor strategies as systematic or discretionary approaches that can extend beyond commodities into other futures and financial markets. It surveys trend and countertrend trading, arbitrage, market making,…

FuturesTrend followingArbitragePosition sizing
FMZ digest

This tutorial explains a cryptocurrency futures intertemporal hedge that trades the spread between near and deferred contracts. When the deferred contract trades above the near contract, the described position sells the deferred contract and buys the near…

CryptoFuturesArbitrageTechnical indicators
FMZ digest

This personal account follows a programmer’s move from early cryptocurrency trading to managing money for friends and relatives, developing trading tools, and later building automated strategies. The author describes an early winning trade and rapid growth…

CryptoFuturesArbitrageRisk management
FMZ digest

This overview introduces grid trading as a way to trade repeated price movement by placing orders at defined price levels. It distinguishes grid nodes, spacing, and range, then contrasts a bounded grid with a rebalancing approach that maintains a target…

CryptoGrid tradingFuturesSpot markets
FMZ digest

The document explains how to calculate and implement a SuperTrend signal using a midpoint price and ATR-based upper and lower bands. True range is calculated from the current high-low range and gaps from the previous close; ATR is smoothed, then multiplied…

CryptoFuturesTrend followingTechnical indicators
FMZ digest

This article presents a simple random K-line generator for testing strategies in simulated market conditions. Its proposed workflow creates bars with configurable time ranges, intervals, initial price, trend categories, and volatility settings; saves the…

BacktestingStatisticsRisk managementCrypto
FMZ digest

This tutorial demonstrates how to assemble visual blocks for common trading operations. It covers reading the number and names of configured exchange objects, retrieving the current trading pair, submitting an order using a price derived from a market tick,…

CryptoFuturesExecutionBacktesting
FMZ digest

This beginner overview explains the components of automated trading in crypto markets. It distinguishes exchange accounts and their internal wallet, spot, and derivatives balances; exchange APIs and their access keys; trading pairs; and spot markets versus…

CryptoSpot marketsFuturesExecution
FMZ digest

The document explains how to use FMZ’s mobile trading terminal to connect to configured exchanges through a deployed host, select a market and instrument, view order book and account information, and place or monitor trades. It also describes terminal…

CryptoFuturesExecutionRisk management