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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

19,452 documents

Stratmill research code

This document describes a data-conversion workflow for preparing Hyperliquid market feeds for HftBacktest. It reads timestamped stream records, handles trade and level-two book messages, and converts them into typed depth and trade events using configurable…

CryptoMarket microstructureBacktestingExecution
OctoBot

Dollar-cost averaging (DCA) invests a fixed amount at regular intervals regardless of market price. The approach buys more units when prices are lower and fewer when they are higher, spreading entry points over time. The document presents it as a way to…

CryptoPosition sizingRisk managementSpot markets
Amberdata research

The document compares Ethereum, Polygon, BNB Chain, Avalanche, Arbitrum, Optimism, and Base by their early network histories. It describes how each network differs in architecture, consensus, execution environment, token use, and launch context, then uses…

CryptoOn-chain dataStatisticsMarket microstructure
BigQuant

The document describes Panoptic, a decentralized protocol that offers perpetual options linked to Uniswap liquidity pools. It explains how concentrated liquidity ranges can serve as strike selection and how liquidity provision can create option-like…

CryptoOptionsVolatilityDeFi
Cryptohopper blog

The article recommends waiting for a possible bottom to form before buying a cryptocurrency dip. Its main signal is a higher low, interpreted as evidence that downward momentum may be weakening. It then describes an AB=CD-style three-wave reversal: the BC…

CryptoTechnical indicatorsTrend followingBreakout
Jesse

This report gives simulated results for the IFR2 strategy on Binance UNI-USDT candles at a one-hour interval, covering October 1, 2020 through April 1, 2021. It records 83 closed trades, all long, with a reported net profit of 16,466.17 from a starting…

CryptoBacktestingMomentumRisk management
Hummingbot docs

Hummingbot release 1.18.0, dated July 24, 2023, introduced platform and connector changes relevant to automated trading. The release upgraded the software to Python 3.10, added direct Uniswap pool quoting through QuoterV2 as an alternative to router-based…

CryptoExecutionTechnical indicatorsTrend following
OctoBot

The document introduces cryptocurrency trading bots as software that places trades according to preset rules. It describes three possible inputs: technical indicators such as moving averages and RSI, predictions based on historical data, and external trading…

CryptoTechnical indicatorsMachine learningBacktesting
Amberdata research

This case study describes how blockchain ratings company Metafide used a third-party data platform to support an AI and machine-learning product. Its required inputs spanned blockchain networks, crypto market data, decentralized finance, and several traded…

CryptoMachine learningOn-chain dataDeFi
Cryptohopper blog

The article explains the Fear and Greed Index as a gauge of cryptocurrency investor sentiment. It describes a scale where low readings represent fear, high readings represent greed, and a midpoint is neutral. The Alternative.me crypto index is described as…

CryptoSentimentTechnical indicatorsMomentum
Amberdata research

The article argues that ETH options volatility may offer a long-volatility opportunity despite the historically positive variance risk premium often observed in crypto. It compares ETH and BTC implied and realized volatility, describing ETH’s relative…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This market commentary examines crypto options and volatility around the US presidential inauguration, alongside regulatory developments and upcoming economic releases. It argues that Bitcoin’s implied volatility around the event was close to the realized…

CryptoOptionsVolatilityPerpetual futures
FMZ forum

This analysis describes the Profit Harvester as a crypto trading strategy built around short-term price bursts, inventory balancing, and order-book-aware execution. It estimates a smoothed market price from the top three bid and ask levels and sets buy and…

CryptoMarket microstructureBreakoutExecution
Hummingbot docs

This guide describes a workflow for managing Hummingbot trading bots through its Dashboard: connect exchange credentials, review portfolio holdings, configure a strategy controller, backtest the configuration, and deploy and monitor bot instances.…

CryptoBacktestingExecutionRisk management
FMZ forum

The note warns that exceptionally high win rates and smooth profit curves can conceal risks, especially in strategies that add to losing positions. It argues that evaluating a strategy requires tracking total account value against a relevant baseline. For a…

CryptoGrid tradingRisk managementBacktesting
Amberdata research

This overview frames institutional digital-asset adoption around three operational challenges: custody, compliance, and market infrastructure. It explains that private-key loss can mean permanent loss of bearer assets, and describes institutional use of…

CryptoDeFiRisk managementMarket microstructure
Amberdata research

The document explains how to read order book depth snapshots and update sequences to assess liquidity, possible support and resistance, and the price impact of larger trades. Comparing bid and ask stacks over time can reveal whether displayed liquidity…

CryptoMarket microstructureExecutionRisk management
Lumibot

This documentation explains how to use Polygon as a historical price-data source for LumiBot backtests across stocks, options, forex, and cryptocurrencies. It describes supplying an API key, selecting a backtest date range, and running a simple example…

BacktestingMulti-assetEquitiesOptions
FMZ forum

This teaching example outlines a basic arbitrage strategy for digital-asset spot markets across multiple exchanges. It gathers account balances and quotes, adjusts buy and sell prices for exchange fees, and compares venues to find opportunities to buy on a…

CryptoSpot marketsArbitrageExecution
Kraken Learn

Badger DAO is presented as a decentralized finance project intended to make tokenized bitcoin usable across blockchain applications. Its Sett vaults let users deposit supported assets into smart-contract-managed pools, receive interest-bearing representative…

CryptoDeFiPerpetual futures
Amberdata research

This market recap reviews BTC and ETH options conditions around ETF-related news. It describes a surge in realized volatility followed by lower implied volatility after the event, and explains that the resulting negative volatility carry is not, by itself, a…

CryptoOptionsVolatilityDerivatives pricing
Hyperliquid docs

This documentation explains the precision limits for prices and order sizes on Hyperliquid. Prices may use up to five significant figures, subject to a maximum number of decimal places determined by the market type and the asset’s size precision. Integer…

CryptoExecutionMarket microstructure
Hyperliquid docs

This reference describes signed exchange actions for trading and account management on Hyperliquid. It explains how asset identifiers are derived from perpetual and spot metadata, and how subaccounts or vaults are accessed through a master account with a…

CryptoPerpetual futuresSpot marketsExecution
FMZ forum

This tutorial introduces the FMZ quantitative trading platform’s core workflow for writing automated strategies. It explains how REST requests differ from WebSocket subscriptions, how platform APIs are wrapped into a common interface, and how to choose among…

CryptoExecutionBacktestingMarket microstructure