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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

5,922 documents

OKX Learn

This overview explains how blockchain based payment systems can support peer to peer transfers and describes proposed benefits including cross-chain transfers, cryptographic security, lower intermediary costs, and faster settlement. It outlines potential…

CryptoDeFiExecutionMarket microstructure
OKX Learn

The article links SUI’s reported DeFi expansion with possible drivers of market momentum. It cites a rise in total value locked from $1.56 billion to $2.27 billion over two weeks and names SuiLend and Cetus DEX as contributors. It also describes SUI’s…

CryptoDeFiTechnical indicatorsMomentum
OKX Learn

The document introduces wrapped Bitcoin as an ERC-20 representation intended to track Bitcoin one for one, allowing holders to use Bitcoin-linked value in Ethereum applications without directly selling BTC. It describes potential uses in decentralized…

CryptoDeFiSpot markets
Strategy library

This example shows how to collect decentralized exchange quotes through an AMM gateway data feed. Users configure a network, a base order amount, and up to three trading pairs; the network’s configured swap provider determines which DEX supplies the quotes.…

DeFiCryptoSpot marketsMarket microstructure
Strategy library

This document describes a platform library for interacting with Uniswap V3 and other Web3 contracts. It explains how to call standard token methods, register an ABI for other contract methods, invoke node RPC methods, encode and decode structured values, and…

DeFiCryptoExecutionMarket microstructure
Strategy library

This read-only Web3 scanner compares yield opportunities across Ethereum, Arbitrum, Base, and BNB Chain. It reports Aave V3 supply and borrowing rates, utilization, available liquidity, and collateral limits; estimates leveraged stablecoin lending returns;…

DeFiMulti-assetRisk managementMarket microstructure
Strategy library

This strategy monitors a trading pair on the XRPL decentralized exchange and opens an automated market maker liquidity position after price crosses a configured target condition: above the target or below it. Once triggered, it sets a price range around the…

CryptoDeFiMarket makingExecution
Strategy library

This document describes an LP rebalancer controller that delegates position closure to an executor. The controller sets upper and lower price limits from a rebalance threshold; when price moves beyond those limits, the executor closes the liquidity position.…

DeFiExecutionRisk managementPosition sizing
Strategy library

This workflow proposes finding candidate tokens by starting with a successful seed project, screening its holders, and examining the other ERC-20 assets held by qualifying wallets. The described filters exclude large project holders and labeled institutions,…

CryptoOn-chain dataDeFiSentiment
Strategy library

This document describes a monitor for Uniswap V4 pool initialization events on Robinhood Chain. It checks the configured chain ID, scans logs from a specified PoolManager in small block ranges, decodes pool assets and parameters, and deduplicates events by…

CryptoDeFiOn-chain dataMarket microstructure
Strategy library

This strategy selects active ETH/WETH liquidity pools on Robinhood Chain and opens concentrated liquidity positions to earn trading fees. It discovers candidate pools through paginated directories, screens activity and market conditions, then checks pool…

CryptoDeFiOn-chain dataExecution
Robot Wealth

The article explains why market making is demanding for beginners. A market maker posts bids and asks around an estimate of fair value, seeking to earn the spread while providing liquidity. The example shows how a mistaken estimate can attract trades on the…

Market makingMarket microstructureCryptoDeFi
Machine Learning for Trading

This document describes data access and alignment conventions for crypto perpetual futures and related on-chain series. It explains that premium-index bars are timestamped at their opening time: an eight-hour bar records the premium leading into the funding…

CryptoPerpetual futuresOn-chain dataDeFi
Machine Learning for Trading

This notebook assesses whether total value locked can serve as an alternative-data signal for ether returns. TVL aggregates the dollar value of crypto assets deposited in decentralized finance protocols. Because it is a price-valued stock rather than a…

CryptoDeFiOn-chain dataStatistics
Machine Learning for Trading

This notebook treats total value locked as alternative data and evaluates the hypothesis that DeFi capital conditions can help predict ether returns. It defines TVL as the dollar value of crypto assets deposited in protocols, then emphasizes that it is a…

CryptoOn-chain dataDeFiStatistics
Strategy library

This workflow proposes using holders of a successful token as a starting group for discovering other assets they own. It filters holders by token ownership share and portfolio value, removes addresses labeled as exchanges, project treasuries, or protocol…

CryptoDeFiOn-chain dataSentiment
Strategy library

The document presents a proposed arbitrage framework comparing prices for a trading pair on the XRPL decentralized exchange with a centralized exchange. It estimates volume-weighted prices for a configured trade size, adjusts prices for fees, and calculates…

CryptoArbitrageDeFiExecution
Machine Learning for Trading

This notebook evaluates a DeFi total value locked series as alternative data for trading ether. It organizes the review around four questions: whether the series relates to forward returns, whether the data is sound and reconstructible, whether its use is…

CryptoDeFiOn-chain dataStatistics
Machine Learning for Trading

This case study assesses DeFi Llama total value locked data as a possible input to an Ether trading research pipeline. It separates signal strength, data quality, legal suitability, and commercial value, with legal issues and the lack of reconstructible…

CryptoDeFiOn-chain dataStatistics
Machine Learning for Trading

The chapter argues that repeatable research discipline is a more durable source of trading advantage than any individual strategy. It presents a workflow built around falsifiable hypotheses, out-of-sample evaluation, and corrections for multiple testing to…

Machine learningStatisticsRisk managementDeFi
arXiv papers

This paper models how trading on centralized exchanges may affect staking choices and token distribution in a Proof-of-Stake blockchain. In its continuous-time mean-field framework, participants serve as both validators and traders in a centralized market…

CryptoMarket microstructureStatisticsDeFi
arXiv papers

This analysis examines the May 2022 failure of the Terra project, focusing on the relationship between TerraUSD, Luna, and the Anchor protocol. It reviews news from varied social media sources to organize the events surrounding the collapse, then uses hourly…

CryptoDeFiSentimentMarket microstructure
arXiv papers

The paper proposes a regulatory framework that incorporates legal transaction confirmation into blockchain consensus. It argues that permissionless consensus protocols generally do not distinguish lawful from unlawful transactions, even when traded assets…

CryptoMarket microstructureDeFi