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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

19,452 documents

Amberdata research

This market recap compares realized and implied volatility in Bitcoin and Ethereum options, then reviews changes in their volatility term structures. It describes a negative variance risk premium in both assets, with realized volatility above implied…

CryptoOptionsVolatilityDerivatives pricing
Hyperliquid docs

This document describes the API workflow for deploying HIP-1 and HIP-2 assets on Hyperliquid. The core process sends five actions in order: register the token specification, distribute initial balances and blacklist settings as needed, finalize genesis using…

CryptoSpot marketsExecution
FMZ forum

This tutorial develops a spot-style cryptocurrency grid strategy by extending a finite set of price levels as the market moves beyond its upper or lower boundary. It tracks the current and previous ticker prices to detect upward and downward crossings. At an…

CryptoGrid tradingBacktestingRisk management
OctoBot

This release note describes new features and fixes in OctoBot 1.0.4. Users can download strategies from OctoBot Cloud into a self-hosted bot, then configure them for different exchanges or assets and use the platform’s backtesting or strategy design tools to…

CryptoBacktestingFuturesExecution
Kraken Learn

The document describes borrowing against SOL to access liquidity or buying power without selling the asset. The SOL remains pledged as collateral while the loan is open, so the borrower retains price exposure, and the collateral is released after repayment.…

CryptoRisk managementPosition sizingSpot markets
OctoBot

This guide explains how to launch an OctoBot Cloud strategy or crypto basket with real exchange funds. The user selects a strategy, chooses live trading, links an exchange API key, and starts the bot. OctoBot checks that the account has enough funds before…

CryptoExecutionPortfolio constructionRisk management
Kraken Learn

This brief overview defines memecoins as digital assets linked to internet memes, trends, animals, or objects, and notes their increased popularity in recent years. It frames these tokens as an entry point into crypto communities for some users, while…

CryptoVolatilitySentiment
Amberdata research

The commentary assesses a Bitcoin breakout alongside crypto options positioning and volatility, while contrasting Ethereum’s weaker price action. It links Bitcoin’s strength to a possible safe-haven narrative and reports that spot had moved above a long-term…

CryptoOptionsVolatilityBreakout
Amberdata research

This options-market newsletter reviews a strong week for Bitcoin and Ethereum amid hotter-than-expected inflation data, higher rates, and rising volatility in equity volatility products. It argues that Ethereum could attract attention as traders look for a…

CryptoOptionsVolatilityDerivatives pricing
ProRealCode

The DELOREAN sto SC-SV v.2.0 is described as a stochastic-style oscillator intended for volatile instruments, with Bitcoin and DAX40 given as examples. It first locates the close within a rolling high-low range, smooths that reading into K and D lines, then…

Technical indicatorsVolatilityCryptoFutures
Amberdata research

This market recap summarizes several conditions in Bitcoin and Ether derivatives as of February 15, 2023. It reports that realized volatility continued to ease and that term structures were flattening after being in contango. It also describes Bitcoin…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This market commentary links the inflation outlook and Federal Reserve communications to crypto sentiment, then focuses on Bitcoin positioning ahead of the April 2024 halving. It notes the reported PCE and core PCE readings, upcoming employment data, strong…

CryptoOptionsFuturesVolatility
Freqtrade docs

This documentation explains how a trading bot builds the set of markets it can trade. Pairlist handlers can start from a static whitelist or dynamically select pairs by measures such as volume or percentage change; subsequent filters can remove or reorder…

CryptoMarket microstructureRisk managementExecution
BigQuant

This research note introduces time-series stationarity as preparation for studying pairs trading in cryptocurrency futures. It explains weak stationarity through stable mean and variance and covariance that depends on the time gap rather than the observation…

CryptoFuturesPairs tradingStatistics
Hyperliquid docs

This API reference describes actions available to deployers of builder-deployed perpetual markets. It covers registering a DEX and assets, updating oracle inputs, setting funding parameters and margin tables, configuring open-interest caps, assigning fee…

CryptoPerpetual futuresDerivatives pricingRisk management
Kraken Learn

The document explains Convex Finance as an intermediary for Curve liquidity providers and CRV holders. Users stake assets through Convex to access boosted CRV rewards, CVX incentives, and other reward tokens. It describes cvxCRV as a receipt for CRV…

CryptoDeFiRisk management
FMZ forum

The author explains why Bitcoin markets can suit systematic trading, citing continuous access, low entry barriers, active spot and futures markets, and opportunities across platforms. The main lesson is to understand the economic reason a strategy should…

CryptoArbitrageFuturesSpot markets
Hummingbot docs

The document explains Hummingbot connectors as adapters between its trading engine and exchange or blockchain interfaces. Using WebSocket and REST APIs, connectors standardize access to market and blockchain data and support actions such as placing,…

CryptoExecutionMarket microstructureDeFi
Hyperliquid docs

This reference describes Hyperliquid’s information endpoint for retrieving market and account data across perpetual and spot markets. It covers mid prices, order book snapshots, candles, open and historical orders, fills, order status, user portfolios, fees,…

CryptoPerpetual futuresSpot marketsMarket microstructure
Hyperliquid docs

This documentation explains how to send requests through Hyperliquid’s WebSocket API when those requests would normally use the HTTP API. It distinguishes informational requests from signed actions and describes a common wrapper with a method, request…

CryptoExecution
Amberdata research

The article introduces OKX Nitro Spreads as a way to trade the price difference between futures and perpetual swap contracts through a single instrument. It describes spread trading as useful for hedging exposure or responding to price differences, with the…

CryptoFuturesPerpetual futuresArbitrage
Amberdata research

The newsletter links crypto markets to broader risk assets and discusses how macroeconomic uncertainty, Federal Reserve messaging, tariff concerns, and upcoming data releases may affect prices. It interprets falling VIX and VVIX as evidence that near-term…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The document argues that combining blockchain activity data with options and volatility data may help traders identify crypto opportunities and build hedges. It describes comparing on-chain transaction flows with realized volatility, as well as examining…

CryptoOptionsOn-chain dataVolatility
Amberdata research

The article surveys ways decentralized finance represents familiar financial products on blockchains. It describes lending pools where suppliers earn variable interest and borrowers post crypto collateral, often in excess of the loan value. Smart contracts…

DeFiCryptoDerivatives pricingPerpetual futures