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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

Hyperliquid docs

This documentation summarizes eligibility and account limits for Hyperliquid sub-accounts. A master account can create up to ten after reaching the stated trading-volume threshold; further volume milestones allow additional accounts, subject to a maximum of…

CryptoExecution
Stratmill research code

This Rust example configures a live trading bot for the BTCUSDT futures instrument on Bybit and invokes a separate grid-trading routine. It registers instrument precision and market-depth settings, installs an error handler for connection, order, and custom…

CryptoFuturesGrid tradingExecution
MQL5 code base

This MetaTrader 5 indicator displays metrics for the candle under the chart crosshair. Its information bar can show the bar index, distance from the cursor to the close, OHLC prices, total range, body size as a share of range, upper and lower wick shares,…

Technical indicatorsMarket microstructureForexCrypto
Amberdata research

This podcast overview traces Premia’s development from an early peer-to-peer options concept to a decentralized platform supporting order books, RFQ, pools, and vaults. The team’s traditional finance experience shaped its response to crypto-specific…

CryptoOptionsDerivatives pricingDeFi
Amberdata research

This market report reviews crypto price action and options positioning during a sharp late June 2023 rally. It links the move to news about spot ETF filings and a new exchange, then describes rising Bitcoin volatility, a higher options term structure, and a…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This article explains how liquidators can profit by repaying part of an undercollateralized Aave borrower’s debt and receiving collateral with a liquidation bonus. It introduces the health factor as the protocol’s solvency measure, describes how falling…

CryptoDeFiExecutionRisk management
Hyperliquid docs

This document explains how Hyperliquid referral codes affect trading fees and referral rewards. A trader can create a code after reaching $10,000 in trading volume. The referrer receives 10% of referred users’ fees after accounting for their fee discounts,…

CryptoExecutionMarket microstructure
Amberdata research

This market snapshot reviews regulatory developments in the United States and United Kingdom alongside trading activity across centralized exchanges, decentralized exchanges, lending protocols, and major networks. It argues that the approved FTX asset sales…

CryptoSpot marketsDeFiMarket microstructure
Hummingbot docs

This document explains a software component for executing arbitrage between two markets or exchanges. The proposed workflow validates that the selected markets have compatible trading pairs, tracks the buy and sell orders, and estimates profitability after…

CryptoArbitrageExecutionRisk management
Stratmill research code

This notebook excerpt describes evaluating multiple cryptocurrency pairs from grid-trading backtests. It filters for assets listed before May 2024, excluding Bitcoin and Ether, and examines a run made in June 2024 using May data. For each pair, it builds an…

CryptoGrid tradingBacktestingMarket microstructure
Amberdata research

The article explains how Bitcoin ETF inflows and outflows may relate to market liquidity, price pressure, and investor sentiment. Inflows can add buying demand and are often read as bullish, while outflows can reduce liquidity and accompany profit-taking or…

CryptoSentimentOn-chain dataRisk management
SuperMind

This beginner overview explains Chainlink as a decentralized oracle network that connects smart contracts with external data and computation. It describes data feeds, lower-latency data streams, cross-chain messaging, developer functions, automation, and…

CryptoDeFiOn-chain dataMarket microstructure
Binance API docs

This Binance spot API reference explains general REST behavior relevant to market-data retrieval and automated trading. It covers endpoint selection, chronological responses, timestamp units, request parameters, response and error codes, data sources, and…

CryptoSpot marketsExecutionMarket microstructure
Kraken Learn

The document explains bracket orders as a linked entry, stop-loss, and take-profit setup. Once the entry fills, the exit orders become active and operate on a one-cancels-the-other basis. It relates this structure to support and resistance trading, including…

CryptoTechnical indicatorsRisk managementPosition sizing
Amberdata research

The article presents a framework for managing crypto portfolio risk through sector diversification, active hedging, quantitative monitoring, and rebalancing. It suggests diversifying across asset categories such as Layer 1 tokens, DeFi governance tokens, and…

CryptoRisk managementPortfolio constructionDerivatives pricing
Amberdata research

This press release summarizes a survey of asset managers and hedge funds in the United States and Europe about digital-asset activity and infrastructure needs. It reports that 48% of respondents had digital assets under management, while 25% had a dedicated…

CryptoOn-chain dataRisk managementPortfolio construction
Amberdata research

This article presents Almanax’s approach to preventing blockchain exploits through AI-assisted code review and continuous security monitoring. The described system uses language models to examine code logic and potential attack surfaces, and is intended to…

CryptoMachine learningRisk managementDeFi
BigQuant

This meetup summary collects questions and answers on quantitative research, strategy development, and live trading. It points readers toward factor analysis, information coefficient interpretation, portfolio performance assessment, and resampling data to…

EquitiesCryptoFactor investingBacktesting
Hyperliquid docs

This document explains auto-deleveraging (ADL) as a last-resort mechanism for keeping a trading platform solvent when an account or isolated position falls below zero. It describes how the platform ranks profitable traders on the opposite side of the…

CryptoPerpetual futuresRisk management
Amberdata research

This brief market recap highlights four observations about Bitcoin and Ether derivatives as of November 22, 2022: realized and implied volatility had fallen, the six-month historical volatility spread between ETH and BTC was described as supported, option…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This article explains how current and historical crypto market data can support risk decisions. It describes volatility measures such as standard deviation and beta, and liquidity indicators including trading volume, order books, market depth, bid-ask…

CryptoVolatilityRisk managementPortfolio construction
FMZ forum

This document raises implementation questions about trading two OKEX futures maturities through one exchange object. Its example switches between the this-week and quarterly contracts to request tickers over WebSocket, then switches again before submitting…

CryptoFuturesArbitrageExecution
Hummingbot docs

This guide explains how to create and fund a Vega wallet, connect it to Hummingbot, and launch a sample directional strategy on Vega perpetual markets. The sample uses RSI to open long positions in oversold conditions and shorts in overbought conditions,…

CryptoPerpetual futuresTechnical indicatorsExecution
Amberdata research

The document explains six Bitcoin indicators used to interpret investor sentiment and supply behavior: realized price, net unrealized profit/loss (NUPL), coins held or presumed lost, monthly long-term-holder position change, liquid versus illiquid supply,…

CryptoOn-chain dataSentimentRisk management