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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

FMZ forum

This example demonstrates subscribing to Binance USDⓈ-M futures book-ticker streams for multiple symbols over WebSocket. It opens a stream for each listed market, reads the latest messages in a loop, parses each JSON payload, and logs the best bid and ask…

CryptoFuturesMarket microstructureArbitrage
NautilusTrader

This guide shows how to assemble and run a Rust live-trading node connected to OKX. It covers registering venue data and execution adapters, configuring a trader and account, adding a grid market-making strategy, and supplying credentials through environment…

CryptoGrid tradingMarket makingExecution
OctoBot

The document describes OctoBot’s exchange connectivity and distinguishes officially supported venues from community-tested ones. It says OctoBot connects through the CCXT library, so other CCXT-listed exchanges may work in principle, but only official and…

CryptoExecutionMarket microstructure
Binance API docs

This glossary explains terminology used by the Binance Spot API, including order types, order statuses, time-in-force settings, trade and allocation fields, balances, market data, and order-list structures. It distinguishes concepts such as limit and market…

CryptoSpot marketsExecutionMarket microstructure
Amberdata research

This market recap interprets a sharp Bitcoin rally and concurrent Ethereum strength through realized and implied volatility, term structure, skew, option flows, and dealer gamma. It reports that volatility rose as spot advanced, options buyers chased upside…

CryptoOptionsVolatilityMarket microstructure
FMZ forum

This short forum post reports that OKX simulated API v5 perpetual futures orders were rejected when submitted with fractional quantities such as 0.126. The exchange response indicated that order quantity must be an integer multiple of the instrument’s lot…

CryptoPerpetual futuresExecution
FMZ forum

This teaching example describes a trend strategy for cryptocurrency futures using two exponential moving averages. It looks for a local peak or trough in both EMA series: matching troughs trigger a long entry, while matching peaks trigger a short entry. A…

CryptoFuturesTrend followingTechnical indicators
Cryptohopper blog

The article explains how proof-of-work mining validates transactions and rewards miners, tracing the shift from home computers toward large operations using specialized ASIC hardware. It describes mining as increasingly difficult for small participants as…

CryptoRisk managementSpot markets
Cryptohopper blog

This crypto trading blog page presents a comparison of two trading-bot services and frames the choice around whether a trader wants to build strategies or follow existing ones. It also summarizes a broader point: a bot automates execution, but the quality of…

CryptoExecutionBacktesting
Cryptohopper blog

The document explains how candlesticks summarize open, high, low, and close prices for a chosen time frame. It describes how bodies and shadows show the range between opening and closing prices and the extremes reached, and how traders may read their shape…

CryptoTechnical indicatorsMomentumTrend following
Hummingbot docs

The document describes a partnership between Hummingbot and Binance focused on attracting algorithmic traders and expanding token liquidity-mining campaigns. Hummingbot is presented as software for automated crypto trading, including market making and…

CryptoMarket makingHigh-frequency trading
Kraken Learn

The guide compares hot and cold crypto wallets, self-custody and third-party custody, and several approaches to protecting access. Hot wallets offer convenient access for frequent trading and decentralized application use, while cold wallets keep keys…

CryptoRisk managementDeFi
OctoBot

This French-language guide explains how to run several automated crypto strategies or asset baskets through OctoBot Cloud. Its key operating rule is to assign only one strategy or basket to each exchange portfolio, which is intended to prevent strategies…

CryptoPortfolio constructionRisk managementExecution
Amberdata research

This article summarizes a 2025 industry report that describes tokenization moving into institutional production. Examples cited include tokenized U.S. Treasuries and money-market funds, as well as bank workflows for settlement and repo. The article frames…

Fixed incomeCryptoOn-chain dataMarket microstructure
Hummingbot docs

This document explains a Hummingbot strategy that makes markets on a single perpetual swap order book. It places limit bids and asks at configured distances from a reference price; fills open derivative positions rather than exchanging spot assets. Settings…

CryptoPerpetual futuresMarket makingRisk management
Amberdata research

This market snapshot reviews digital asset conditions across spot and derivatives markets, exchange-traded fund flows, stablecoins, and DeFi lending. It reports a shift in Bitcoin perpetual funding from negative to positive, tighter BTC and ETH spreads,…

CryptoPerpetual futuresMarket microstructureVolatility
Hummingbot docs

This overview describes the 2018 Hummingbot whitepaper’s case for improving liquidity in digital asset markets. It introduces decentralized market making as a way for individuals and institutions to participate in a role often handled by centralized firms,…

CryptoMarket makingArbitrageExecution
Amberdata research

This October 2023 snapshot reviews crypto market structure and activity alongside industry news. It reports shifts in centralized exchange volume share, including gains for Bybit and changes in Binance and OKX shares, while noting that aggregate exchange…

CryptoSpot marketsDeFiOn-chain data
Kraken Learn

This guide outlines Australian crypto tax reporting at a high level, describing the financial-year calendar, filing deadlines, and the general distinction between crypto activity treated as capital gains and activity treated as income. It says taxpayers…

CryptoRisk management
Kraken Learn

This survey report examines how cryptocurrency policy figures in U.S. voters’ priorities ahead of the 2024 election. It reports that many crypto owners want candidates to address the sector, that a substantial share describe themselves as split-ticket…

CryptoSentimentUS marketsStatistics
NautilusTrader

This example configures a live execution tester for a DOGE perpetual contract on Lighter. At startup, it can open a position with an immediate-or-cancel market order, then maintain post-only limit buy and sell quotes offset from the top of book. It enables…

CryptoPerpetual futuresExecutionMarket microstructure
Freqtrade

This Freqtrade strategy uses three Supertrend direction signals to confirm each trade. It enters a long position when all three buy-side indicators point up and volume is present, and marks an exit when all three sell-side indicators point down with volume…

CryptoTrend followingTechnical indicatorsBacktesting
Amberdata research

The document describes the growing role of cryptocurrency derivatives and the need to combine data from fragmented trading venues. It identifies trades, price aggregates, deep order books, open interest, funding rates, liquidations, and long/short ratios as…

CryptoDerivatives pricingMarket microstructureRisk management
Amberdata research

This company profile describes Amberdata’s effort to provide financial institutions with a shared data source for digital asset markets. It groups the information into cryptocurrency market data, blockchain records such as contracts and events, and…

CryptoDeFiOn-chain data