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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

OctoBot

The document explains how OctoBot can act on buy and sell signals from TradingView indicators or strategies. Alerts sent through a webhook can prompt the bot to create corresponding simulated or live orders on a supported exchange. Signals may also include…

ExecutionTechnical indicatorsCrypto
Kraken Learn

The document introduces Bitcoin's unspent transaction output model and contrasts it with account-based balance tracking. A wallet's spendable funds consist of previously created outputs. To make a payment, it selects one or more outputs as inputs, consumes…

CryptoSpot marketsMarket microstructure
Amberdata research

This commentary presents a framework for crypto volatility trading that stresses timing and carrying costs over the simple idea of selling volatility whenever it appears historically high. It describes realized volatility as mean reverting, while warning…

CryptoOptionsVolatilityMean reversion
Cryptohopper blog

This primer explains three common crypto market data formats and the questions each can answer. A ticker summarizes current price, top bid and ask, recent volume, price change, and range, making it useful for broad scans and cross-market comparisons. An…

CryptoMarket microstructureExecutionTechnical indicators
NautilusTrader

This integration guide describes a Rust and Python adapter for connecting NautilusTrader to Coinbase Advanced Trade. It covers live market data and order execution for spot products and Coinbase Financial Markets derivatives, including perpetual swaps and…

CryptoSpot marketsPerpetual futuresFutures
Amberdata research

This webinar recap summarizes Q2 2023 analysis of crypto options, focusing on how spot price moves relate to implied volatility, how option trade direction can be inferred, and how Bitcoin’s volatility risk premium compares with realized volatility. It…

CryptoOptionsVolatilityDerivatives pricing
Kraken Learn

The document describes reducing directional exposure in a crypto spot portfolio by shorting perpetual futures. A short position with notional value matching the spot holding is presented as an approximately delta-neutral hedge: losses in spot may be offset…

CryptoSpot marketsPerpetual futuresRisk management
Cryptohopper blog

The document presents five basic practices for controlling risk in cryptocurrency trading: keep position size appropriate to one's experience and comfort, limit leverage, cap planned loss on an idea using a 2% capital rule, place a stop loss, and favor…

CryptoRisk managementPosition sizingExecution
FMZ forum

The article reviews how a crypto perpetual-futures funding strategy changed as more traders adopted it. It describes lower positive premiums, less extreme negative premiums during declines, faster-moving entry opportunities that increase slippage, and…

CryptoArbitragePerpetual futuresExecution
Amberdata research

The article explains how liquid staking lets ETH holders stake through a provider and receive liquid staking tokens that represent deposited ETH and accrued rewards, net of fees. Those tokens can remain usable in trading, lending, and other DeFi activities.…

CryptoDeFiOn-chain data
Hummingbot docs

The release notes describe an update to Hummingbot’s hedge strategy. It can hedge multiple assets across multiple exchanges, size hedges by asset amount or quote-currency value, and use either spot or perpetual markets for monitored and hedge legs. The notes…

CryptoArbitrageSpot marketsPerpetual futures
OctoBot

This guide explains how investors can explore themed cryptocurrency baskets and ready-made trading strategies on a cloud trading platform. Baskets group cryptocurrencies by a shared theme, such as market capitalization, so users can select a group without…

CryptoBacktestingPortfolio construction
Hyperliquid docs

The document explains how Hyperliquid handles transaction nonces for API wallets, also called agent wallets, and why its scheme differs from Ethereum’s sequential nonce model. Hyperliquid retains the 100 highest nonces per signer, accepts only unused values…

CryptoExecutionHigh-frequency tradingMarket microstructure
OctoBot

This guide explains how to connect OctoBot to Reddit and configure it to monitor selected subreddits for traded cryptocurrencies. When its forum evaluator is enabled, the bot analyzes post sentiment with VADER and produces a coin-level summary for use by a…

CryptoSentimentMachine learningExecution
Amberdata research

The article describes why institutions entering digital assets may struggle to recruit blockchain specialists. It attributes the limited talent pool to the technology’s relative novelty, the absence of long-established training pipelines, and the specialized…

CryptoOn-chain data
Hyperliquid docs

The document defines the account value and profit-and-loss measures displayed in Hyperliquid portfolio graphs. Account value combines unrealized profit or loss on cross-margin and isolated-margin positions with vault balances. P&L adjusts account value for…

CryptoPerpetual futuresPortfolio construction
OctoBot

OctoBot is presented as an open-source cryptocurrency automation platform with a graphical interface. It supports configurable approaches such as grids, dollar-cost averaging, and crypto baskets, along with external signal connections, social indicators, and…

CryptoGrid tradingBacktestingExecution
Amberdata research

The article explains how institutions can use crypto ETF holdings data to monitor capital allocation, investor behavior, liquidity, and portfolio risk. It highlights assets under management, largest holdings, inflows and outflows, historical returns, and…

CryptoPortfolio constructionRisk managementExecution
Amberdata research

This article explains how leveraged crypto positions can be forcibly closed when margin falls below maintenance requirements. Forced sales from long liquidations can push prices lower and trigger further liquidations, while short liquidations can create…

CryptoPerpetual futuresVolatilityRisk management
Hummingbot docs

The guide introduces Condor, an open-source harness that links language-model-driven trading agents to deterministic execution through the Hummingbot API. It describes a setup wizard, the choice between Telegram and local dashboard access, required API…

ExecutionCryptoRisk management
FMZ forum

This tutorial introduces visual strategy construction through examples involving price changes, volume expansion, gaps, moving averages, MACD, and KDJ. Its main worked strategy applies threshold rebalancing between cash and Bitcoin: compare the market value…

CryptoSpot marketsGrid tradingPortfolio construction
Amberdata research

This newsletter reviews a sharp market sell-off through several proposed catalysts: Middle East tensions, the Bank of Japan’s rate increase, weaker-than-expected US employment data, and a cautious Federal Reserve. It discusses the yen’s rally and Japanese…

CryptoOptionsVolatility
Amberdata research

The document describes a chart for comparing options trading volume executed on screen with volume executed through block trades. Its purpose is to help users assess which execution channel is contributing to market participation. It notes that large…

OptionsCryptoMarket microstructure