Skip to content

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

1,116 documents

Bitget Academy

The article presents Sei as a Layer 1 blockchain designed for trading applications. It describes its Cosmos SDK foundation and IBC connectivity, along with features intended to reduce processing delays: block propagation using transaction identifiers,…

CryptoDeFiMarket microstructureExecution
Bitget Academy

The document describes institutional liquidity for contracts for difference and contrasts it with retail liquidity. It highlights straight-through order routing, aggregation of quotes from banks and non-bank market makers, multi-level depth, low-latency…

ExecutionMarket microstructureHigh-frequency tradingRisk management
Bitget Academy

The document compares three CFD account modes by fees, spreads, quote depth, access, switching, and intended users. ECN charges a symbol-dependent fee per lot and offers raw spreads with standard shared depth. STP has no stated transaction fee but uses an…

ExecutionMarket microstructureHigh-frequency tradingArbitrage
Bitget Academy

The document surveys common crypto spot approaches: intraday trading, long-term buy-and-hold, range trading around support and resistance, scalping, high-frequency algorithms, cross-exchange arbitrage, and dollar-cost averaging. It briefly explains each…

CryptoSpot marketsArbitrageHigh-frequency trading
Bitget Academy

The article describes Bitcoin Era as automated crypto trading software that sends orders through connected brokers or exchanges. It says the tool analyzes market and other data to identify trades, and compares it with centralized exchanges on assets, fees,…

CryptoMachine learningHigh-frequency tradingRisk management
Bitget Academy

The document compares three CFD account modes by explicit transaction fees, spread structure, quote depth, access requirements, and intended user. ECN charges a fixed per-lot fee with raw spreads and supports self-service switching. STP removes explicit…

ExecutionMarket microstructureHigh-frequency tradingRisk management
Bitget Academy

The document introduces Sei as a layer-1 blockchain designed for digital asset trading. It describes a Twin Turbo consensus mechanism, parallel processing, and an order-matching approach intended to reduce latency and improve throughput. Its stated design…

CryptoMarket microstructureExecutionHigh-frequency trading
Bitget Academy

This guide presents a master and sub-account structure for firms running multiple trading desks. It describes separating spot and futures market making, arbitrage, hedging, quantitative strategies, and longer-term portfolios into distinct account…

CryptoExecutionHigh-frequency tradingRisk management
Bitget Academy

The document describes how an institutional trading firm can use a master account and multiple sub-accounts to organize desks, strategies, capital, and API credentials. Separate accounts can make it easier to attribute positions and activity, assign teams,…

CryptoExecutionHigh-frequency tradingRisk management
Bitget Academy

This article explains how order book depth at increasing distances from the mid-price relates to execution costs. It defines 5, 10, and 50 basis point bands as nested regions of the book and explains that larger orders may consume liquidity farther from the…

ExecutionMarket microstructureHigh-frequency tradingRisk management
Bitget Academy

The document describes Fogo as a Solana Virtual Machine-compatible layer 1 designed for trading applications. Its proposed architecture combines a Firedancer-based client, validators located near financial centers, native price feeds, and an integrated…

CryptoHigh-frequency tradingExecutionMarket microstructure
Bitget Academy

This overview compares five approaches to Bitcoin trading. Trend following seeks to participate in sustained price moves, while swing trading looks for entries around pullbacks, pauses, or reversals within broader moves. Scalping targets small price changes…

CryptoTrend followingMomentumArbitrage
Bitget Academy

The document explains Bitget CFD Pro mode as an account option with dedicated quote depth separate from the standard order book. It says the mode charges fees on the same per-lot basis as ECN mode, applies overnight fees, and uses the same rebate rules. Pro…

ExecutionMarket microstructureHigh-frequency tradingArbitrage
Bitget Academy

This FAQ describes a professional account mode for CFD trading, including eligibility, application, account configuration, fees, instrument labels, and switching restrictions. Access requires an application and manual review, with configuration tied to an…

FuturesForexExecutionMarket microstructure
Bitget Academy

The document compares three CFD account configurations: an ECN model with instrument-based per-lot fees and raw shared-depth spreads, an STP model with no transaction fees and all-inclusive spreads, and a Pro institutional model with ECN-style fees and…

ExecutionMarket microstructureHigh-frequency tradingRisk management
Bitget Academy

The document describes Bitget CFD Pro Mode as a separately configured account mode with its own market depth and trading symbols marked by a .pro suffix. Its transaction fees match ECN mode, using a fixed charge per lot that varies by trading pair; overnight…

ExecutionMarket microstructureHigh-frequency tradingRisk management
OKX Learn

The article explains how exchanges can offer trades without explicit transaction fees and why the model may appeal to high-volume traders and beginners. Lower stated trading costs can matter when many transactions are made, but zero trading fees do not mean…

CryptoHigh-frequency tradingExecutionMarket microstructure
OKX Learn

The document profiles SEI as the token of a Layer 1 blockchain designed for DeFi, highlighting fast transaction finality, front-running protection, native price oracles, and interoperability through the Cosmos SDK. It links those features to possible…

CryptoDeFiHigh-frequency tradingMarket microstructure
OKX Learn

The document explains how fork testnets let developers and validators trial hard fork changes in a controlled setting before mainnet activation. Testing can expose compatibility or performance issues, let participants prepare for new protocol rules, and…

CryptoMarket microstructureHigh-frequency tradingDeFi
OKX Learn

The document introduces MegaETH as an Ethereum Layer 2 built around high transaction throughput. It attributes the stated capacity of up to 1.7 gigagas per second to a single-sequencer design and presents that architecture as a way to support real-time…

CryptoDeFiHigh-frequency tradingMarket microstructure
OKX Learn

The document outlines Hyperliquid’s token and ecosystem model, focusing on Builder Code fees, protocol revenue, HYPE buybacks and burns, and staking. Builder Code lets applications add transaction fees that are shared among developers, the protocol, and…

CryptoDeFiPerpetual futuresHigh-frequency trading
OKX Learn

The document surveys Thailand’s efforts to integrate digital assets into its financial system. It describes a proposed arrangement in which tourists spend crypto through linked credit cards while merchants receive baht, a temporary capital gains tax…

CryptoFixed incomeSpot marketsHigh-frequency trading
OKX Learn

The document surveys liquidity in crypto markets, from centralized exchange order books to decentralized exchange pools using automated market makers. It characterizes centralized venues as generally deeper and faster, while noting withdrawal and control…

CryptoMarket microstructureExecutionArbitrage
OKX Learn

The guide presents Solayer as a blockchain designed for high transaction throughput using hardware networking technologies such as RDMA and InfiniBand, alongside speculative parallel smart-contract execution. It describes a multi-executor consensus approach…

CryptoDeFiHigh-frequency tradingExecution