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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
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

19,452 documents

Amberdata research

This article explains governance and day-to-day management practices for organizations handling crypto market, blockchain, liquidity, and customer data. It recommends assigning data stewards, setting access rules, defining quality standards, protecting data…

CryptoOn-chain dataDeFiRisk management
Kraken Learn

This page is an introductory guide to non-fungible tokens, pointing readers toward topics such as what NFTs represent, ways to buy them, collection rarity rankings, and blockchain gas fees. It also gives brief descriptions of example NFT collections and…

CryptoDeFiSpot markets
Kraken Learn

The document explains parathreads as an alternative way for projects to use Polkadot or Kusama network resources. Instead of winning a parachain slot auction or receiving a public-goods slot, a project can access the network without committing to a fixed…

CryptoDeFi
Amberdata research

The document outlines ways to compare blockchain activity and use cross-chain data in trading research. It proposes converting transaction volume into a common currency, aligning observations across networks in time, and adjusting measurements so activity…

CryptoOn-chain dataArbitrageExecution
Freqtrade

This Freqtrade strategy uses a variable moving average and an OTT trailing-line calculation to generate directional entries on a one-hour chart. It enters long when the variable average crosses above OTT and short when it crosses below. The OTT function…

CryptoTechnical indicatorsTrend followingRisk management
Amberdata research

The article compares the first 30 trading days of US spot Bitcoin and Ethereum ETFs, examining net flows, assets under management, issuer patterns, and asset prices. It reports substantial Bitcoin ETF inflows alongside redemptions from Grayscale, while…

CryptoMulti-assetSpot marketsEvent-driven
SuperMind

This article examines stop-loss decisions in frequently trading strategies, especially market making. It describes a method that adjusts order submission probabilities when market direction appears unfavorable, cancels resting orders, and tracks the…

CryptoMarket makingRisk managementExecution
Kraken Learn

A price ladder presents market prices alongside the depth of market (DOM), letting traders observe order-book activity and manage orders directly. The article describes it as a way for market makers, arbitrage traders, and scalpers to monitor several markets…

CryptoMarket microstructureMarket makingExecution
Amberdata research

This market snapshot reviews Coinbase’s crypto futures approval and Base’s launch alongside activity across centralized exchanges, decentralized exchanges, lending markets, and several blockchain networks. It reports declining exchange volumes and market…

CryptoSpot marketsDeFiPerpetual futures
Hummingbot docs

This introduction explains arbitrage as buying an asset in one market and selling it in another to capture a price difference. A banana-trading example illustrates the basic economics, while a USD-JPY example shows how a trade on one exchange can create a…

ArbitrageCryptoExecutionMarket microstructure
Hyperliquid docs

This documentation explains how cross, isolated, strict isolated, and HIP-3 margin modes affect collateral sharing and liquidation exposure. Cross margin pools eligible collateral across positions, with the scope of sharing depending on account abstraction…

CryptoPerpetual futuresDerivatives pricingRisk management
OctoBot

This introductory guide outlines a workflow for training and backtesting a cryptocurrency trading agent using a scripting framework. It explains reinforcement learning as an approach in which an agent takes actions in a market environment and receives…

CryptoMachine learningBacktestingTechnical indicators
OctoBot

The document explains HODL as a cryptocurrency-community term for retaining an asset through price fluctuations, in contrast with frequent short-term trading. It traces the term to a misspelling in a Bitcoin forum post during a market decline and describes…

CryptoSpot markets
FMZ live strategies

This live-trading log describes a one-minute ETH/USDT futures robot on OKX. It uses Bollinger band readings to report a neutral signal and manages long positions through staged dollar-cost-averaging orders. The log shows four successive long entry levels,…

CryptoFuturesPerpetual futuresTechnical indicators
OctoBot

This documentation introduces OctoBot script, an early alpha Python framework for writing automated trading strategies with an interface compared to Pine Script. Its example uses RSI to identify buy entries: it computes the indicator over historical candle…

CryptoTechnical indicatorsBacktestingRisk management
Amberdata research

This article compares three types of privacy-enhancing tools in digital assets: mixers, privacy coins, and zero-knowledge proofs. Mixers obscure the link between senders and receivers, while privacy coins can conceal transaction details at the protocol…

CryptoDeFiRisk managementMarket microstructure
FMZ forum

This tutorial explains ways to extend FMZ trading strategies beyond the platform’s standard exchange wrappers. It covers retrieving raw REST responses, calling public endpoints and authenticated exchange APIs, and using WebSockets for market data and account…

CryptoExecutionMarket microstructureBacktesting
Amberdata research

The article compares Bitcoin market conditions in late 2023 with the rally in late 2020, using spot returns, options implied volatility, futures basis, and realized volatility. It reports that implied volatility was near its 2023 high amid call buying, while…

CryptoOptionsFuturesVolatility
Amberdata research

The document introduces Uniswap V3’s concentrated liquidity, where providers allocate liquidity within chosen price ranges, and explains how to examine decentralized exchange activity through trade records, prices, and OHLCV aggregates. Individual trades…

CryptoDeFiMarket microstructureExecution
OctoBot

This short OctoBot configuration guide explains three ways to specify an order price relative to a crypto market. A constant sets an exact price. A signed price delta moves the current price up or down by a fixed amount, while a signed percentage changes it…

CryptoExecution
FMZ forum

The document presents exchange limit order data as a way to monitor large crypto traders. It distinguishes resting limit orders from market orders, then describes tracking unusually large orders by price, size, direction, and duration. Its central premise is…

CryptoMarket microstructureFuturesSpot markets
Amberdata research

This notice describes global cryptocurrency reference rates calculated as volume-weighted moving averages across exchanges. Users can request a rate by asset symbol, aggregating across exchanges and cross-rate pairs, or by a specific trading pair,…

CryptoSpot marketsMarket microstructure