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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

5,018 documents

Quant Q&A

The document considers whether MATLAB-generated code can meet live trading speed requirements. Its central guidance is that suitability depends on the strategy’s trading frequency, holding period, model complexity, and surrounding system. The responses cite…

ExecutionHigh-frequency tradingRisk managementMachine learning
Quant Q&A

The document explores whether Hidden Markov Models might identify useful market regimes more effectively in relatively high-frequency data than in daily or weekly returns. The author reasons that denser observations could make it easier to distinguish groups…

Machine learningHigh-frequency tradingStatistics
Quant Q&A

The document questions whether historical backtesting can adequately test systematic strategies, especially macro-oriented trend strategies. The concern is that the historical record contains only a limited range of events, so it cannot represent every…

BacktestingMachine learningStatistics
Quant Q&A

This document frames a statistical modeling question about fitting an ARMA mean process to data generated by an ARMA-GARCH process. It asks whether the ARMA parameter estimates remain asymptotically optimal when conditional variance changes over time, and…

StatisticsVolatilityMachine learning
Quant Q&A

The document asks which GARCH-family model is best for forecasting daily stock returns. The replies clarify that ARCH and GARCH variants are primarily used to model conditional volatility, including its time variation and clustering, rather than to predict…

EquitiesVolatilityStatisticsMachine learning
Quant Q&A

The document presents a portfolio optimization problem in which trades should either be zero or exceed a chosen minimum absolute size. The proposed objective combines active risk with a turnover penalty, while portfolio weights and auxiliary buy and sell…

Portfolio constructionPosition sizingMachine learning
Quant Q&A

The author considers how to assign training targets to a machine-learning trading model that can choose entries and exits at variable horizons. The proposed workflow separates input features, a value assigned to each market moment, and the trading rules that…

Machine learningStatisticsBacktestingTechnical indicators
Quant Q&A

The document compares two ways to classify the next day’s price direction using recent closing prices, exponential moving averages, and intraday volatility. One approach trains separate classifiers for each feature type and feeds their class predictions into…

Machine learningEquitiesTechnical indicatorsBacktesting
Quant Q&A

The document asks how to select trading and portfolio rules used in a backtest for indicators built with machine learning. The parameters include position size at different signal strengths, allocation per trade, selling rules, and whether to use a stop…

BacktestingMachine learningRisk managementPosition sizing
OKX Learn

This overview describes common design elements in decentralized platforms across finance, gaming, healthcare, logistics, and other fields. It explains hybrid architectures that keep some operations transparent on-chain while processing sensitive or complex…

CryptoDeFiMarket microstructureRisk management
OKX Learn

The document surveys cryptocurrencies associated with artificial intelligence and machine learning, describing them as tokens tied to services or infrastructure such as autonomous agents, data exchange, GPU computing, AI marketplaces, blockchain indexing,…

CryptoMachine learningDeFiMarket microstructure
OKX Learn

The document introduces Aleph Cloud as a decentralized infrastructure network offering storage, computing, and database services through distributed nodes. It describes IPFS-based storage, cross-chain access, confidential virtual machines using…

CryptoDeFiMachine learningSpot markets
OKX Learn

The article connects Amazon’s announced investment in AI and supercomputing with possible changes in crypto infrastructure. It describes Bitcoin miners diversifying into AI and high-performance computing, and points to cloud AI services as potential tools…

CryptoMachine learningMarket microstructureDeFi
OKX Learn

The document presents a cube-root scaling model in which memory access time grows with the cube root of memory size, challenging the simplifying assumption that access costs remain constant. It attributes the proposed scaling to physical effects such as…

CryptoStatisticsMachine learningExecution
OKX Learn

The article describes AI trading platforms as tools that analyze market data, generate bullish or bearish signals, automate trades, and rebalance portfolios. It presents potential benefits including less emotion-driven decision-making, wider retail access,…

CryptoMachine learningRisk managementExecution
OKX Learn

The document introduces Bittensor as a decentralized marketplace for machine learning services, where specialized subnets compete and TAO supports the ecosystem. It describes a capped token supply and scheduled emission halvings, and presents these features…

CryptoMachine learningRisk managementSentiment
OKX Learn

The article describes Venice AI as a privacy-focused AI service and outlines how its VVV token is intended to support API access and governance. Users stake tokens to receive a share of API capacity, with the amount staked determining their proportional…

CryptoMachine learningOn-chain dataDeFi
OKX Learn

The guide explains how crypto trading simulators use virtual balances and live or historical market data to mimic exchange activity. Users can practice with spot or derivatives pairs, order types, charts, and indicators without risking real funds. It…

CryptoBacktestingMachine learningTechnical indicators
OKX Learn

The article introduces Aspecta’s ASP token and describes staking as locking tokens for rewards and governance participation. It places staking within a broader ecosystem that combines AI-based trust assessments with decentralized identity tools for…

CryptoDeFiMachine learningRisk management
OKX Learn

The document outlines a proposed architecture in which autonomous AI agents use smart contracts, on-chain identities, and blockchain wallets to carry out actions and manage funds. It sketches applications in decentralized finance, gaming, supply chains, and…

CryptoDeFiMachine learningRisk management
OKX Learn

The document surveys several proposed intersections of AI and blockchain. For crypto traders, it highlights AI tools that analyze social media sentiment and produce signals, alongside a security and market intelligence service that combines project…

CryptoMachine learningSentimentDeFi
OKX Learn

This overview describes forces shaping cryptocurrency adoption, including institutional participation, blockchain technology, regulation, decentralized finance, stablecoins, and applications beyond financial markets. It contrasts Bitcoin’s proof-of-work…

CryptoDeFiVolatilityMulti-asset
OKX Learn

The article surveys AI-assisted cryptocurrency trading, describing how machine learning may analyze historical prices, market trends, and blockchain activity to inform or automate decisions. It also introduces multi-chain access through a single account,…

CryptoMachine learningOn-chain dataExecution