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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

5,922 documents

Paradigm research

The paper proposes distribution markets, prediction markets where traders express beliefs over a continuous range of possible outcomes rather than choosing among fixed options. Its example is a forecast of an event’s timing: participants can trade a full…

CryptoDeFiMarket makingStatistics
Paradigm research

The paper presents Across Prime, a bonded design for fast cross-chain bridges. In conventional escrowed bridges, users pay into an origin-chain contract, and relayers advance their own funds on the destination chain while waiting for fulfillment…

CryptoDeFiRisk managementMarket microstructure
Paradigm research

The essay describes a competitive pattern in layer-one blockchains: a new network can attract users by challenging assumptions that have become central to an incumbent’s identity. It gives examples involving programmability, validator participation, and…

CryptoMarket microstructureDeFi
Paradigm research

The document frames blockspace as a scarce resource sold through a decentralized market. Users signal demand with transaction fees, while miners supply transaction inclusion and network security. It applies market-design criteria—depth, safety, and…

CryptoMarket microstructureExecutionDeFi
Paradigm research

This roadmap presents the Reth team’s view of what Ethereum should prioritize after Pectra, with a proposed Fusaka release in the third quarter of 2025 focused on scaling layer-2 networks. Recommended work includes PeerDAS and a higher blob target, EVM…

CryptoDeFiExecutionMarket microstructure
Paradigm research

The article explains a vulnerability in an older version of Geth’s fast-sync state downloader. Full synchronization independently executes transactions, while fast sync downloads state data from peers and checks it against cryptographic trie roots. The…

CryptoDeFiRisk managementMarket microstructure
Paradigm research

The document introduces the Rainbow Network as a design for an off-chain, non-custodial exchange and payment system. It proposes supporting synthetic versions of assets when counterparties can agree on a price oracle, allowing users to trade, borrow, lend,…

CryptoDerivatives pricingSpot marketsDeFi
Paradigm research

The document outlines Reth’s proposed route to higher Ethereum Layer 2 throughput and recommends measuring EVM performance in gas processed per second. It describes a scaling program that combines single-machine improvements with architectures that…

CryptoExecutionMarket microstructureStatistics
Paradigm research

RICKS proposes fractionalizing an NFT through recurring issuance and auctions. The protocol continuously creates new shards at a set rate and sells them, distributing auction proceeds to existing holders as staking rewards. This design aims to preserve a…

CryptoDeFiMarket microstructure
Paradigm research

Gradual Ownership Optimization (GOO) is an issuance mechanism for ecosystems where NFTs generate a fungible token. It aims to keep token and NFT ownership aligned by making each NFT’s emission rate depend on the square root of the tokens already held in its…

CryptoDeFiOn-chain dataStatistics
Paradigm research

This security write-up describes how a researcher found a flaw in Etherscan’s Solidity contract verification process. The verifier treated bytecode regions resembling embedded metadata as variable, even when similar-looking bytes appeared inside executable…

CryptoDeFi
Paradigm research

The document examines insurance for protocols and decentralized organizations as a potential DeFi building block. It frames the market as serving three groups: users seeking protection, traders speculating on failure risk, and investors seeking yield. This…

CryptoDeFiDerivatives pricingPerpetual futures
Paradigm research

The document argues that stablecoins can improve digital payments through public blockchain infrastructure, programmability, and composability. It proposes regulatory principles that address user and financial risks while preserving access, competition, and…

CryptoRisk managementMarket microstructureDeFi
Paradigm research

The document proposes replacing Ethereum’s MEV-Boost relays with direct, private communication between block builders and proposers. Its design uses silent threshold encryption with validators’ existing BLS keys: a builder encrypts a proposed block for a…

CryptoMarket microstructureExecutionOn-chain data
Paradigm research

The document explains how to adapt the incremental reward accounting used for Uniswap v1 and v2 to Uniswap v3’s concentrated liquidity. In earlier versions, a staking contract tracks a cumulative reward-per-liquidity value as users enter or leave. Each…

CryptoDeFiOn-chain dataMarket microstructure
Paradigm research

The document surveys North Korean cyber operations that threaten cryptocurrency organizations, distinguishing activity associated with groups such as Lazarus, APT38, AppleJeus, and TraderTraitor from schemes involving North Korean IT workers. It describes…

CryptoRisk managementDeFi
Paradigm research

This guide explains how researchers can assemble granular data on fiat-backed stablecoin activity directly from Ethereum. It scopes the example to five USD-denominated tokens and focuses on mint, burn, and transfer events. Rather than run a full node, the…

CryptoOn-chain dataStatisticsDeFi
Paradigm research

The essay argues that DeFi lending should be assessed according to its users and market structure, rather than treated as a direct substitute for bank lending. It describes collateralization as a spectrum that trades capital efficiency against risk and…

CryptoDeFiRisk managementFixed income
Paradigm research

The paper proposes Orbital, an automated market maker designed to extend concentrated liquidity from two-asset pools to pools with three or more stablecoins. It represents liquidity ranges as nested ticks around the point where all coins have equal value.…

CryptoDeFiMarket making
Paradigm research

The article explains how automated market makers quote prices and why a trader’s average fill can differ from the marginal price. For a constant-product pool, the reserve ratio determines the current marginal price; a trade shifts that ratio, so larger…

CryptoDeFiExecutionMarket microstructure
Paradigm research

The article explains design choices behind Optimism’s early optimistic rollup system, with emphasis on reusing Ethereum’s developer stack and preserving familiar tooling. Its central execution mechanism is the Optimistic Virtual Machine, which replaces…

CryptoDeFiStatistics
Paradigm research

The paper proposes organizing financial assets into parallel “verses,” each representing an event or set of possible outcomes. Assets tied to the same event can be used together: for example, collateral and borrowed tokens that both become worthless if the…

CryptoDeFiDerivatives pricingRisk management