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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 conference recap highlights themes discussed at Consensus 2024, including institutional participation in digital assets, interest in blockchain applications such as tokenization of real-world assets, and the prospect of consolidated crypto trading. It…

CryptoSentimentMarket microstructure
Amberdata research

The report describes tests of 14 Ethereum trading strategies using stablecoin issuance and Uniswap V2 USDC/ETH pool activity. It outlines signals based on rolling issuance sums, moving averages, standard-deviation thresholds, Pearson correlation, and pool…

CryptoOn-chain dataBacktestingPosition sizing
Kraken Learn

The document introduces candlesticks as a compact record of price movement during a chosen period. The body marks the open and close, while the upper and lower wicks mark the period’s high and low. A close above the open is presented as bullish, and a close…

Technical indicatorsCryptoMarket microstructure
Amberdata research

The document explains how comparing implied volatility (IV) surfaces across dates can reveal patterns that a single snapshot misses. It describes tracking Mark IV and Forward IV across maturities with term-structure time-lapse views, and comparing…

CryptoOptionsVolatilityDerivatives pricing
OctoBot

This introductory guide compares market, limit, stop, and take-profit orders for cryptocurrency trading. A market order seeks the best available price and usually prioritizes execution, while a limit order specifies the price at which a trader is willing to…

CryptoExecutionMarket microstructureRisk management
Cryptohopper blog

The document outlines the European Union’s Markets in Crypto-Assets Regulation, a framework for crypto-assets outside existing financial-services rules. It describes requirements for public token offers, including clear disclosures, white papers,…

CryptoDeFiRisk management
Cryptohopper blog

The document explains how Bitcoin can be represented as an Ethereum ERC-20 token backed by BTC held on another network. This structure is intended to combine Bitcoin’s liquidity with Ethereum smart contracts, allowing the token to be used in decentralized…

CryptoDeFiSpot marketsRisk management
Hummingbot docs

The roadmap outlines planned upgrades to Hummingbot’s strategy framework, bot management tools, and core architecture. Its strategy plans include configurable scripts, reusable components for cross-exchange market making, dollar-cost averaging, statistical…

CryptoArbitrageGrid tradingMarket making
OctoBot

This introductory article explains cryptocurrency futures as contracts used to gain exposure to expected price movements without directly holding the underlying coins. It outlines long and short positioning, noting that short sellers aim to buy back at a…

CryptoFuturesArbitrageRisk management
Kraken Learn

The article distinguishes among spend-based crypto card cashback, staking rewards, and referral or sign-up bonuses under the U.S. tax treatment it describes. Cashback tied to a purchase is generally treated as a rebate rather than income. Staking rewards are…

CryptoSpot markets
Hummingbot docs

This introductory guide explains how an exchange order book records bids and asks and how its matching engine fills orders. It connects liquidity and order-book depth to the price impact of market orders, defines the bid-ask spread and mid price, and…

CryptoMarket makingMarket microstructureExecution
Binance API docs

This document describes Binance’s SBE WebSocket feeds for spot market data, including trades, best bid and ask updates, incremental depth changes, and partial book snapshots. It explains how to connect to one or multiple streams, authenticate with an API…

CryptoMarket microstructureExecution
Cryptohopper blog

This introductory guide recommends spreading a crypto portfolio across multiple tokens and varying allocation sizes. It frames diversification as a way to avoid relying on a single asset and suggests researching a project’s market capitalization, roadmap,…

CryptoPortfolio constructionRisk management
OctoBot

This introductory post explains cryptocurrency trading and presents general reasons a trader might use an automated trading bot. It describes bots as tools that can execute preset rules continuously, which may reduce the influence of fear or greed and free a…

CryptoExecutionRisk management
Amberdata research

This case study describes a hedge fund seeking to add digital asset strategies and the data infrastructure needed to research and trade them. Its requirements included real-time and historical market data, high-volume feeds for algorithm development and…

CryptoOn-chain dataHigh-frequency tradingBacktesting
Amberdata research

This weekly report reviews a sharp crypto selloff alongside higher US yields, China-related risk concerns, and the upcoming Federal Reserve outlook at Jackson Hole. It describes heavy BTC futures and perpetual liquidations, falling open interest, a temporary…

CryptoOptionsVolatilityDerivatives pricing
Cryptohopper blog

This overview describes meme coins as cryptocurrencies whose popularity often depends on humor, online communities, and attention rather than a distinct practical use. It gives examples including Dogecoin, Shiba Inu, Pepe, and Bonk, and notes that tokens may…

CryptoVolatilitySentimentRisk management
Amberdata research

This weekly market note connects US inflation releases and speculation about Federal Reserve leadership to moves in gold, bonds, and crypto. It interprets mixed producer and consumer inflation readings, resilient employment, and possible political pressure…

CryptoOptionsVolatilityEquities
OctoBot

This explainer describes exchange API keys as credentials that let trading software interact with a cryptocurrency account without using the account email address or password. The stated bot functions include reading portfolio balances and retrieving,…

CryptoExecutionRisk managementMarket microstructure
OctoBot

This guide surveys ten cryptocurrency trading bot platforms, describing their strategy types, free-plan restrictions, and usability. It introduces bots as software that connects to exchanges and executes predefined rules, then compares offerings that include…

CryptoGrid tradingMarket makingArbitrage
SuperMind

This guide explains Bitcoin mining as the process that validates transactions, adds blocks, and issues new bitcoin. Miners use specialized computers to repeatedly hash block data while changing a nonce, seeking an output that meets the network's target.…

CryptoRisk management
Kraken Learn

The document presents perpetual futures funding rates as indicators of leveraged positioning as well as periodic payments. Sustained positive rates suggest crowded long exposure and may precede a pullback, while negative rates during a rising market can…

CryptoPerpetual futuresSpot marketsCarry
MQL5 code base

The document describes the delivery of historical and current market and blockchain datasets through cloud storage, including data in a format suited to analytical workflows. The described coverage includes decentralized exchange trades and liquidity,…

CryptoDeFiOn-chain dataSpot markets
Amberdata research

This quarterly recap surveys digital-asset market developments in Q2 2024, including softer token prices and trading activity, regulatory progress, Bitcoin exchange-traded fund flows, memecoin trading, and launches of new layer-two and layer-three networks.…

CryptoVolatilityOn-chain data