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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

5,922 documents

Amberdata research

This podcast recap explains how real-world assets can be represented on blockchains, with examples including real estate, commodities, stablecoins, and Treasury-backed products. It presents tokenization as a way to broaden access, improve transferability,…

CryptoDeFiOn-chain dataFixed income
Amberdata research

The primer explains how Curve developed from a stablecoin-focused automated market maker into a broader DeFi ecosystem. It contrasts Curve’s dynamic invariant with constant-product pricing: the curve is flatter when a pool is balanced to reduce slippage,…

CryptoDeFiMarket makingRisk management
Amberdata research

This interview summary reports Shawn Douglass’s views on institutional participation in digital assets and DeFi, including how U.S. regulation may affect adoption. It says institutions continued building crypto capabilities after the FTX collapse and points…

CryptoDeFiOptionsArbitrage
Amberdata research

This market snapshot connects crypto news and on-chain activity with spot-market, decentralized exchange, lending, and network indicators. It notes that BTC and ETH pairs remained prominent in centralized exchange dollar volume, while Binance’s share of…

CryptoSpot marketsDeFiMarket microstructure
NautilusTrader

This document describes an adapter for collecting DeFi data from EVM blockchains and making it available through a trading system’s data model. It covers historical and live block feeds, DEX pool discovery, pool event replay, snapshots, and an experimental…

CryptoDeFiExecutionMarket microstructure
Amberdata research

The document describes an institutional data product for analyzing stablecoins across blockchains, decentralized finance, and centralized exchange venues. Its stated analytics include transfers, minting and burning, wallet activity, supply changes,…

CryptoOn-chain dataDeFiMarket microstructure
Amberdata research

This product update describes two types of on-chain data for analyzing decentralized finance activity. Lending and borrowing summaries aggregate deposits, borrows, protocol revenue, liquidations, and withdrawals across protocols, assets, and chains, with…

DeFiOn-chain dataMarket microstructure
Amberdata research

This podcast recap follows quant Artur Sepp’s move from traditional finance into crypto derivatives. It describes his work on delta-neutral options strategies, volatility modeling, and market making in illiquid options, where one-sided order flow and…

CryptoOptionsVolatilityMarket making
Amberdata research

The document describes two risks institutions may encounter in decentralized finance: scam tokens, especially liquidity-draining rug pulls, and crypto assets connected to illicit activity. It argues that blockchain data can support token due diligence by…

CryptoDeFiOn-chain dataRisk management
Amberdata research

This report section reviews DeFi activity and security incidents in 2025. It frames the year through several measures: total value locked (TVL), lending utilization, liquidations, decentralized exchange volume, and major protocol exploits. It argues that…

CryptoDeFiOn-chain dataRisk management
Hummingbot docs

This overview explains Hummingbot executors as components that manage order lifecycles under conditions set by controllers using market data. It lists executor categories for positions, dollar-cost averaging, grids, arbitrage, time-weighted execution,…

ExecutionMarket makingDeFiSpot markets
Kraken Learn

This introductory overview explains how blockchains function as decentralized databases and distinguishes them from the cryptocurrencies that may use them. It describes distributed nodes as participants that store data and verify transactions under protocol…

CryptoDeFiMarket microstructure
Amberdata research

The article explains how crypto market makers support trading by placing bids and asks around prevailing prices, seeking to earn the spread while keeping order books populated. It links two-sided quoting with faster execution, narrower spreads, reduced price…

CryptoMarket makingMarket microstructureExecution
Amberdata research

The guide explains how impermanent loss arises when the relative prices of two tokens change while they are held in an automated market maker (AMM) liquidity pool. It contrasts a liquidity position with simply holding the deposited assets, describes how…

CryptoDeFiRisk managementBacktesting
Amberdata research

The document introduces blockchain oracles as software that retrieves off-chain information and makes it available to smart contracts. Because a blockchain cannot directly query external APIs or data feeds, an oracle provides a link between on-chain…

CryptoDeFiDerivatives pricing
Kraken Learn

The article compares custodial wallets, where a provider controls private keys, with non-custodial wallets, where users control and protect them. Custody by a platform can simplify setup, account recovery, and internal transfers. It also exposes users to…

CryptoSpot marketsDeFiRisk management
Cryptohopper blog

This article explains how to combine centralized exchange market data with blockchain data through multiple Model Context Protocol servers. Exchange tools provide prices, candles, and order books; on-chain tools can reveal transfers, holders, decentralized…

CryptoOn-chain dataMarket microstructureExecution
Amberdata research

This market snapshot examines the February 2024 crypto rally through spot-market activity, ETF flows, decentralized exchange volumes, lending deposits, miner supply behavior, and Bitcoin net unrealized profit and loss (NUPL). It presents the view that ETF…

CryptoOn-chain dataSentimentMarket microstructure
Amberdata research

This study builds separate XGBoost models to predict next-day Ethereum volatility from activity in the USDC, USDT, and DAI lending ecosystems. Features include lagged borrowing, repayment, and flash-loan measures, plus seven-day averages. It uses time-series…

CryptoDeFiVolatilityMachine learning
Kraken Learn

This introductory overview explains Celo as a blockchain payment platform designed with mobile users in mind, including payments linked to phone numbers and support for decentralized applications. It distinguishes CELO, used for governance and staking, from…

CryptoDeFiSpot marketsRisk management
Hyperliquid docs

Hyperliquidity Provider (HLP) is described as a community-owned protocol vault that supplies liquidity to Hyperliquid. It uses multiple market-making strategies, carries out liquidations, and supplies USDC to the platform’s Earn product. In return, the vault…

CryptoMarket makingDeFiRisk management
Amberdata research

The report explains how AAVE v2 liquidators repay part of an undercollateralized loan and receive collateral with a protocol bonus. It examines stablecoin debt backed by ETH from 2021 to 2023, relating liquidation activity to ETH price drops and volatility.…

CryptoDeFiOn-chain dataExecution
Amberdata research

This podcast recap describes Loop Crypto’s approach to recurring cryptocurrency payments. Because ordinary crypto wallets send funds through user-initiated transactions, collecting subscriptions is less convenient than card-based payment collection. Loop’s…

CryptoExecutionMarket microstructureDeFi