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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

3,736 documents

Amberdata research

This product update describes several analyses for crypto derivatives and blockchain activity. Its options material includes constant-maturity butterfly values across selected deltas and time windows, at-the-money implied volatility box plots, and dealer…

OptionsVolatilityDerivatives pricingOn-chain data
Amberdata research

This market snapshot discusses the October 2023 Bitcoin rally alongside regulatory headlines, exchange activity, DeFi markets, lending, and network metrics. It cautions that reports of a spot ETF listing or approval rumors did not establish that an ETF had…

CryptoSpot marketsDeFiOn-chain data
Amberdata research

This article explains why total value locked can give a misleading impression of a decentralized finance protocol’s health. TVL rises or falls with the market prices of deposited assets, so a decline may reflect falling token prices rather than users…

DeFiCryptoOn-chain dataMarket microstructure
Amberdata research

The document compares Ethereum, Polygon, BNB Chain, Avalanche, Arbitrum, Optimism, and Base by their early network histories. It describes how each network differs in architecture, consensus, execution environment, token use, and launch context, then uses…

CryptoOn-chain dataStatisticsMarket microstructure
Amberdata research

This case study describes how blockchain ratings company Metafide used a third-party data platform to support an AI and machine-learning product. Its required inputs spanned blockchain networks, crypto market data, decentralized finance, and several traded…

CryptoMachine learningOn-chain dataDeFi
Amberdata research

This article explains governance and day-to-day management practices for organizations handling crypto market, blockchain, liquidity, and customer data. It recommends assigning data stewards, setting access rules, defining quality standards, protecting data…

CryptoOn-chain dataDeFiRisk management
Amberdata research

The document outlines ways to compare blockchain activity and use cross-chain data in trading research. It proposes converting transaction volume into a common currency, aligning observations across networks in time, and adjusting measurements so activity…

CryptoOn-chain dataArbitrageExecution
Amberdata research

This report surveys digital-asset market conditions in the first quarter of 2025, connecting sharp price moves with macroeconomic news, regulatory actions, exchange security events, and institutional positioning. It discusses Bitcoin and Ethereum, ETF flows,…

CryptoOn-chain dataDerivatives pricingVolatility
FMZ live strategies

This live-robot page shows a screening and observation workflow for newly active tokens across several chains. The displayed table ranks candidates by one-hour volume expansion and reports liquidity, fully diluted valuation relative to liquidity, token age,…

CryptoMomentumOn-chain dataRisk management
Amberdata research

The document argues that informed DeFi analysis requires four complementary data views: protocol, pool, asset, and wallet. Protocol data supports comparisons across financial functions such as lending, staking, and asset management. Pool data describes…

DeFiCryptoOn-chain dataArbitrage
Amberdata research

The document introduces decentralized finance as blockchain based software that can perform functions commonly handled by financial institutions. It describes smart contracts supporting lending, trading, liquidity pools, risk management, derivatives,…

CryptoDeFiArbitrageOn-chain data
Amberdata research

The episode explains how Ethereum’s move to proof of stake helped create demand for liquid staking. Users stake ETH and receive liquid staking tokens that can be used in decentralized finance, lowering the technical and asset threshold for participating in…

CryptoDeFiOn-chain data
Amberdata research

This weekly snapshot reviews digital-asset activity from February 6 to 13, 2024. It compares centralized exchange volume in major Bitcoin quote pairs, decentralized exchange volumes, lending deposits and withdrawals, token-level depositor activity, and…

CryptoSpot marketsDeFiMarket microstructure
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
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
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
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
Amberdata research

This product update describes an institutional dashboard for monitoring tokenized, treasury-backed assets on Ethereum. It focuses on aggregate market capitalization, protocol-level activity, and unique wallet holders, with individual views of issuers and the…

CryptoFixed incomeOn-chain dataDeFi
Amberdata research

The article explains a framework for examining digital assets by combining exchange data, such as trades, with blockchain information about transaction proofs, protocols, and asset supply. It argues that market data alone can miss changes defined by an…

CryptoMarket microstructureOn-chain data
Amberdata research

The document introduces Rho Protocol as an on-chain venue for trading crypto-native interest rates, especially perpetual funding rates and staking rates. It describes fixed-for-floating contracts as a way to hedge exposure to changing rates, similar to…

CryptoFuturesArbitrageCarry
SuperMind

The document introduces network value to transactions (NVT) as a crypto-market analogue to the price-to-earnings ratio. It defines NVT as market capitalization divided by transaction volume, treating on-chain transfer activity as a rough measure of network…

CryptoOn-chain dataStatisticsRisk management
Amberdata research

The report compares on-chain behavior around Bitcoin volatility shocks in bull and bear periods. It defines a shock as a day when absolute daily return exceeds two standard deviations above its historical average, then studies 21 shock days in each market…

CryptoOn-chain dataVolatilityStatistics
Amberdata research

This weekly crypto snapshot links institutional news and regulatory developments with activity across centralized exchanges, decentralized exchanges, lending protocols, and blockchain networks. It describes spot Bitcoin ETF filings and a planned traditional…

CryptoSpot marketsDeFiOn-chain data