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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

FMZ forum

This guide outlines an event-driven framework for monitoring and trading many Binance spot pairs quoted in a selected base currency. It recommends using the aggregated ticker WebSocket feed instead of repeatedly polling individual pairs, while noting that…

CryptoSpot marketsExecutionMarket microstructure
Hyperliquid docs

HIP-2 describes an on-chain strategy for bootstrapping liquidity in newly deployed spot tokens quoted against USDC on Hyperliquid. A deployment specifies an initial price, order count and size, and how many levels begin as bids. Prices form a recursively…

CryptoSpot marketsMarket makingDeFi
FMZ forum

A trader reports that a live ETH/USDT setup returns a ticker whose raw exchange data identifies the symbol as ETCUSDT, with a last price far below the ETH price shown in the Binance app. The example also shows an account response containing a raw information…

CryptoSpot marketsExecutionMarket microstructure
Jesse

This report gives results for an hourly, long-only IFR2 strategy on ADA/USDT using Binance candles from January 2019 through April 2021. The simulation records 260 closed trades and reports a positive net result and annual return, alongside a maximum…

CryptoSpot marketsTechnical indicatorsBacktesting
Kraken Learn

The article compares crypto exchanges using security practices, fee structures, product range, geographic availability, transparency, and customer support. It profiles Kraken, Coinbase, Gemini, Crypto.com, Bitget, and Bybit, describing distinctions such as…

CryptoSpot marketsPerpetual futuresRisk management
Amberdata research

This market newsletter combines digital-asset developments with indicators and market commentary from October 2024. It reports growth in OpenEden’s tokenized U.S. Treasury vault, contrasts Bitcoin and Ethereum ETF assets and flows, and describes a recovery…

CryptoSpot marketsTechnical indicatorsSentiment
Cryptohopper blog

The article explains how Bitcoin halvings reduce the issuance of new coins and considers possible effects on price and mining. It describes the expected block reward reduction and argues that a supply decrease could support prices if demand does not fall by…

CryptoSpot marketsEvent-driven
FMZ forum

This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…

CryptoFuturesSpot marketsExecution
NautilusTrader

This example demonstrates an execution test that streams public Binance spot market data into a local sandbox matching engine. The built-in strategy opens a position with an immediate-or-cancel order, maintains post-only buy and sell limit quotes, then…

ExecutionMarket microstructureSpot marketsRisk management
Binance API docs

This document describes an exchange execution rule that bounds the prices at which a taker order may fill, using upper and lower multipliers around a reference price. The applicable bounds can differ by buy or sell side and by direction. The reference price…

ExecutionMarket microstructureSpot marketsFutures
Binance API docs

The document explains three spot-trading fee categories: standard commissions, tax commissions, and special commissions. It distinguishes account and symbol rate queries, which show current rates and buyer or seller components, from a test-order calculation…

Spot marketsExecutionRisk management
Kraken Learn

Blockchain bridges connect networks that use different technical standards, allowing assets and data to move between them. The article describes a common lock-and-mint pattern: a user deposits an asset into a bridge contract on the source chain, the bridge…

CryptoDeFiRisk managementSpot markets
Kraken Learn

The document explains Bitcoin Cash’s origin as a 2017 fork of Bitcoin, formed by users and developers who favored changes aimed at cheaper, higher-capacity payments. It describes larger blocks as the central design choice: more transaction space may reduce…

CryptoSpot marketsMarket microstructure
Binance API docs

This reference explains how to connect to Binance’s SBE market-data WebSocket service and what the streams provide. It covers real-time trade events, best bid and ask updates, incremental order-book depth updates, and periodic snapshots of the top levels.…

CryptoSpot marketsMarket microstructureExecution
Amberdata research

This webinar recap reviews digital-asset market indicators around Q2 2024, covering Bitcoin exchange-traded fund flows, spot trading, DeFi lending, blockchain transfers, and tokenized real-world assets. It reports that Bitcoin ETF flows cooled in Q2, with…

CryptoSpot marketsDeFiOn-chain data
Kraken Learn

The document explains how fiat-backed stablecoins aim to maintain a one-to-one value with currencies such as the U.S. dollar or euro, using fiat funds or cash-equivalent assets as reserves. It describes their roles as trading media, DeFi collateral,…

CryptoDeFiRisk managementSpot markets
Hummingbot docs

These release notes describe trading infrastructure changes in Hummingbot 2.12. Dynamic order book initialization loads books only for trading pairs in use, which the notes say can reduce startup time and memory use for bots configured across many pairs. The…

CryptoPerpetual futuresSpot marketsExecution
Amberdata research

This market commentary interprets crypto options conditions ahead of the U.S. election, focusing on Bitcoin and Ethereum realized volatility, implied volatility, skew, term structure, and relative performance. It describes realized volatility as stable while…

CryptoOptionsVolatilityFutures
Amberdata research

This market commentary connects Federal Reserve easing, Bitcoin price prospects, spot ETF adoption, and options volatility. It contrasts a possible short-term volatility surge with a longer-term decline as institutional ownership grows. For a bullish…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This market snapshot links a sharp crypto price swing with changes in centralized exchange activity, DeFi lending flows, and miner behavior. It reports that spot trading volumes recovered after a brief decline, with Binance gaining share and Bybit trading…

CryptoSpot marketsVolatilityOn-chain data
FMZ forum

This document describes a multi-coin spot strategy for Binance and OK accounts, with configurable entry sizes, add-on signals, take-profit signals, and order execution. It distinguishes market-style tracking from limit orders: tracking can respond to…

CryptoSpot marketsGrid tradingPosition sizing
OctoBot

The guide explains how to authorize OctoBot Cloud to trade through a Coinbase account using API credentials. The setup involves creating a key in Coinbase, choosing the intended wallet, enabling trading permission, adding OctoBot’s IP addresses to the key’s…

CryptoSpot marketsExecutionRisk management
Hyperliquid docs

This document explains the conditions for enabling a token as a spot quote asset on Hyperliquid. Requirements include specified token precision, no deployer fee share, a USD peg mechanism, and liquidity thresholds across the quote token’s USDC and HYPE…

CryptoSpot marketsMarket microstructureRisk management
Amberdata research

This report reviews digital-asset market developments in Q4 2023 and gives an outlook for 2024. It discusses token prices, circulating supply, market capitalization, Bitcoin spot-exchange share and volume, and activity across blockchain networks and DeFi…

CryptoSpot marketsDeFiSentiment