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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

19,452 documents

Amberdata research

This conference recap presents qualitative themes about institutional participation in digital assets. It reports that attendees observed broader participation by traditional financial institutions, and links growing interest to regulatory, market-structure,…

CryptoMarket microstructureSentimentMulti-asset
SuperMind

This documentation overview maps backtesting data sources to asset classes, bar intervals, and setup requirements in LumiBot. It suggests Yahoo for uncomplicated daily stock and ETF tests, ThetaData for intraday stock or options history, Polygon for several…

BacktestingEquitiesOptionsFutures
Amberdata research

This market commentary reviews the December 2024 Federal Reserve decision and inflation releases alongside crypto options activity. It argues that strong seasonal equity sentiment and bullish crypto narratives could reduce volatility, while noting that the…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The article surveys how market and blockchain data may inform long-term crypto investing and short-term trading. For fundamental research, it lists measures such as market capitalization, supply, trading activity, network use, token holders, velocity, total…

CryptoOn-chain dataTechnical indicatorsArbitrage
Kraken Learn

The document explains Compound as an Ethereum-based lending protocol that matches crypto asset suppliers with borrowers through smart contracts. Suppliers deposit assets into pools and receive cTokens representing their claims on the deposited assets.…

CryptoDeFiRisk management
OctoBot

This introductory guide explains four order types used in cryptocurrency trading. A market order seeks immediate execution at available prices, so the final fill may differ from the trader’s expected price. A limit order sets a price condition for buying or…

CryptoExecutionRisk management
Amberdata research

This market snapshot examines a broad crypto selloff alongside macroeconomic and policy developments. It tracks spot prices, realized volatility, trading volume, open interest, funding, ETF flows, stablecoin supply, order-book depth, and DeFi liquidations.…

CryptoVolatilityPerpetual futuresMarket microstructure
Freqtrade

This Freqtrade strategy combines three Supertrend direction readings for each side of the market. It enters long when all three configured buy readings are up and volume is positive; it enters short when all three sell readings are down and volume is…

CryptoTrend followingTechnical indicatorsBacktesting
Kraken Learn

The guide outlines French tax treatment of crypto activity, distinguishing private asset management from professional trading and describing when gains, mining rewards, and other income may be taxable. It says private disposals to fiat generally fall under…

CryptoRisk management
Cryptohopper blog

This introductory guide explains supply and demand trading as an approach to locating possible price reversals in cryptocurrency markets. Instead of treating support or resistance as a single price, it treats a zone as a range where buying or selling…

CryptoTechnical indicatorsMean reversion
Amberdata research

This report excerpt proposes assessing crypto-market stress through volatility regimes, flows, leverage, liquidity, daily range and volume, and persistent funding. Its central example is the October 2025 Bitcoin selloff: an initial macro-driven decline was…

CryptoVolatilityRisk managementMarket microstructure
Jesse

This report summarizes a Binance BTC-USDT daily-candle backtest covering January 2019 through January 2021. The strategy recorded 155 closed trades and one open trade. The displayed metrics include an 89.77% net profit, 22.4% maximum drawdown, 37.64% annual…

CryptoSpot marketsBacktestingRisk management
OctoBot

This guide describes order-size expressions in OctoBot, grouping them into fixed, portfolio-scaled, and variable amounts. Fixed amounts specify a quantity in the base asset or a value in the quote asset. Scaled amounts can reference holdings associated with…

Position sizingCryptoFuturesRisk management
Amberdata research

This report examines Bitcoin spot liquidity across six market regimes, focusing on the October liquidation cascade. It tracks order book depth at several distances from mid-price, exchange volume shares, and a composite resilience measure based on depth…

CryptoMarket microstructureExecutionRisk management
Kraken Learn

This short consumer-security note recommends caution when evaluating unusually attractive investment offers and checking that platforms and schemes are legitimate before committing funds. It also points to account and asset safeguards, including two-factor…

CryptoRisk management
FMZ forum

This tutorial explains how to collect market data for many trading pairs through aggregated exchange endpoints and organize it for a multi-symbol strategy. Using Binance futures and Huobi spot as examples, it shows how to normalize different response formats…

CryptoFuturesSpot marketsExecution
FMZ forum

This translated tutorial builds a simplified digital currency called Infocoin to explain core Bitcoin protocol ideas. It begins with signed payment messages, then introduces unique coin identifiers and a shared transaction ledger. Because separate users…

CryptoMarket microstructureRisk management
Kraken Learn

The document explains Lightning as a Bitcoin layer that moves payments through off-chain channels, with channel opening and closing settled on the base chain. It contrasts this approach with ordinary on-chain transfers: Lightning can support faster,…

CryptoSpot marketsMarket microstructure
SuperMind

This introductory guide groups technical indicators into trend, momentum, volatility, and volume categories for cryptocurrency trading. It explains that trend tools such as simple and exponential moving averages smooth prices, while MACD compares moving…

CryptoTechnical indicatorsMomentumVolatility
Amberdata research

This market note links crypto performance and options positioning to the prospect of persistently high interest rates, upcoming US inflation releases, and central-bank commentary. It characterizes Bitcoin as more resilient than Ether and reports stronger…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This podcast overview discusses Nexus Mutual, an Ethereum-based mutual insurance protocol focused on covering smart contract and decentralized finance risks. The protocol combines member-provided capital with a market for assessing covered risks: the team…

CryptoDeFiRisk managementOn-chain data
NautilusTrader

This tutorial describes a live short-volatility strategy that sells an out-of-the-money BTC call and put on Bybit, then hedges the resulting delta exposure with a BTCUSDT perpetual. It selects strikes by percentile within the nearest-expiry option chain,…

CryptoOptionsVolatilityPerpetual futures
FMZ live strategies

The document shows a live monitor comparing executable buy and sell quotes across decentralized exchange pools for several crypto pairs and chains. For a stated trade size of 10,000 stablecoins, it selects the best buy pool and best sell pool, reports gross…

CryptoDeFiArbitrageExecution
MQL5 code base

This document explains an adjustable Zigzag indicator for identifying price swing points. It uses a step-size threshold: the current wave continues until price moves far enough in the opposite direction to confirm a reversal. Unlike the traditional Zigzag…

Technical indicatorsForexCryptoCommodities