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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

3,101 documents

Freqtrade docs

This reference explains how Freqtrade handles pair naming, fees, and strategy execution. Spot pairs use a base and quote currency, while futures pair names also identify the settlement currency. Profit calculations include fees: simulations use the…

BacktestingExecutionPerpetual futuresSpot markets
OctoBot

The document introduces spot trading as buying or selling cryptocurrency at the current market price with the asset intended for immediate delivery. It contrasts this with futures and options, which involve contracts tied to later transactions or specified…

CryptoSpot marketsExecutionRisk management
Kraken Learn

The document explains how a crypto debit card funds purchases by converting crypto to fiat at the point of sale. It contrasts this with traditional debit cards and crypto credit cards, covering funding, liquidation timing, spending limits, rewards, credit…

CryptoSpot marketsRisk management
Amberdata research

The document outlines Lyra V2 as a decentralized options venue that replaced its earlier automated market maker model with a gasless central limit order book and on-chain settlement. It describes an app-chain architecture based on an optimistic Layer 2…

CryptoOptionsDerivatives pricingRisk management
SuperMind

This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…

CryptoSpot marketsTechnical indicatorsBacktesting
Kraken Learn

The document defines a stablecoin depeg as a departure from the value the token is intended to track. It uses a dollar-pegged token falling below its target as an illustration. It notes that small deviations can occur when liquidity is insufficient, while…

CryptoRisk managementSpot markets
OctoBot

This document explains an index trading mode that maintains a portfolio across a configured set of cryptocurrencies. When the bot starts, it checks which assets are held and their portfolio weights. If an asset is missing or its weight differs from the…

CryptoPortfolio constructionRisk managementSpot markets
Hyperliquid docs

This document describes the API workflow for deploying HIP-1 and HIP-2 assets on Hyperliquid. The core process sends five actions in order: register the token specification, distribute initial balances and blacklist settings as needed, finalize genesis using…

CryptoSpot marketsExecution
Kraken Learn

The document describes borrowing against SOL to access liquidity or buying power without selling the asset. The SOL remains pledged as collateral while the loan is open, so the borrower retains price exposure, and the collateral is released after repayment.…

CryptoRisk managementPosition sizingSpot markets
Hummingbot docs

The document describes an automated dollar-cost averaging executor that distributes an entry or exit across a sequence of orders. Its configuration includes a market, trading pair, side, order amounts and prices, leverage, order mode, and optional profit,…

ExecutionSpot marketsPerpetual futuresPosition sizing
FMZ forum

The author explains why Bitcoin markets can suit systematic trading, citing continuous access, low entry barriers, active spot and futures markets, and opportunities across platforms. The main lesson is to understand the economic reason a strategy should…

CryptoArbitrageFuturesSpot markets
Hyperliquid docs

This reference describes Hyperliquid’s information endpoint for retrieving market and account data across perpetual and spot markets. It covers mid prices, order book snapshots, candles, open and historical orders, fills, order status, user portfolios, fees,…

CryptoPerpetual futuresSpot marketsMarket microstructure
Kraken Learn

This guide outlines U.S. federal tax reporting topics for digital asset activity during the 2025 tax year. It describes taxable disposals, including crypto-for-crypto trades, and treats staking rewards as income when the taxpayer gains the ability to control…

CryptoUS marketsRisk managementSpot markets
FMZ forum

This tutorial describes a simple spot arbitrage approach across two cryptocurrency exchanges: buy on the venue with the lower price and sell on the one with the higher price when the spread is large enough to cover trading costs. It explains that the…

CryptoSpot marketsArbitrageExecution
Binance API docs

This glossary explains spot pegged orders, which derive a limit price from the order book instead of requiring a fixed price. A primary peg references the best price on the same side of the book; a market peg references the best price on the opposite side.…

Spot marketsExecutionMarket microstructureRisk management
Binance API docs

This exchange note explains how spot market orders consume the best available prices and liquidity until the requested quantity is filled or the order book cannot supply more. It distinguishes insufficient account balance, which causes rejection, from…

Spot marketsExecutionMarket microstructure
Kraken Learn

This page is a beginner-oriented overview of cryptocurrency topics, including coin and token types, wallets and custody, transactions, stablecoins, tokenomics, staking, and major assets. Its FAQ section discusses energy use, potential payment and inclusion…

CryptoSpot marketsRisk management
Amberdata research

This weekly market note connects Bitcoin ETF flows and continued GBTC selling with pressure on BTC prices, while describing the effect of past GBTC premiums and subsequent liquidations. It reports that BTC risk reversal skew had begun to recover from a low…

CryptoOptionsVolatilityDerivatives pricing
Kraken Learn

A crypto ATM is a physical kiosk for buying cryptocurrency with cash or a card, and some machines also let users sell crypto for cash. For purchases, the customer provides a wallet address and the machine sends the cryptocurrency directly to that wallet.…

CryptoSpot marketsExecutionRisk management
Kraken Learn

The document explains how Bitcoin ETFs provide indirect exposure to bitcoin through shares traded on traditional exchanges. It distinguishes spot funds, which hold bitcoin, from futures funds, which track futures contracts, and leveraged futures funds, which…

CryptoFuturesSpot marketsUS markets
Hyperliquid docs

The document explains two Hyperliquid aligned quote asset specifications. AQAv1 links a stablecoin’s onchain supply to protocol revenue sharing and offers trading incentives when the asset is used for eligible spot pairs or HIP-3 perpetual markets. Its…

CryptoOn-chain dataSpot marketsPerpetual futures
Kraken Learn

The document explains Bancor as a decentralized automated market maker that uses asset pools to support trading. Users deposit tokens and receive pool tokens representing their claim on the deposit; traders pay fees, which are shared with liquidity…

CryptoDeFiMarket makingSpot markets
FMZ forum

This note explains two cash-and-carry approaches to perpetual futures funding. When funding is positive, it buys spot and shorts the perpetual contract to collect payments from longs. When funding is negative, it describes borrowing and selling spot while…

CryptoArbitragePerpetual futuresSpot markets
FMZ forum

This tutorial outlines the design of a simple cryptocurrency spot grid strategy. It defines an equal-difference grid around an initial price, with grid levels extending both above and below that starting point. Each level stores its price and whether a buy…

CryptoGrid tradingSpot markets