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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
WonderTrader
14 documents
Alphalens
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

Freqtrade

This Freqtrade strategy uses 15-minute candles to enter long positions when price falls below a selected lower Bollinger Band and to exit above a selected upper band. The bands use a 20-period window with four standard-deviation settings. Optional guards can…

CryptoMean reversionTechnical indicatorsBacktesting
Amberdata research

This research article examines whether lending activity in USDC, USDT, and DAI helps forecast Ethereum volatility. It describes time-series autocorrelation and partial autocorrelation analysis, then uses Granger causality tests to assess whether past…

CryptoDeFiVolatilityStatistics
Jesse

This report summarizes a two-year simulation of a Donchian strategy on NEO-USDT using six-hour candles from Binance, covering January 2019 through January 2021. It reports 18 closed trades, all long, with no open positions at the end. The strategy shows a…

CryptoTechnical indicatorsTrend followingBacktesting
Kraken Learn

Bitcoin halvings are programmed reductions in the block reward paid to miners. The document explains that rewards are cut in half every 210,000 blocks, slowing the issuance of new bitcoin toward a maximum supply of 21 million. It outlines how proof-of-work…

Crypto
Amberdata research

This weekly market commentary reviews crypto options conditions around January 29, 2023. It interprets Bitcoin options term structure as having moved into backwardation during a spot rally, suggesting the market priced more near-term movement. It also…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The document introduces a chart for examining an options butterfly across constant maturities. It defines the structure as long one call and one put with a short position in two at-the-money options, and says users can select among several delta levels and…

OptionsVolatilityDerivatives pricingCrypto
Amberdata research

The document introduces charts for comparing Bitcoin and Ethereum options implied volatility across delta levels. It describes two views: a spread calculated by subtracting Ethereum implied volatility from Bitcoin implied volatility, and a ratio calculated…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The article argues that Bitcoin implied volatility should be read alongside broader market measures. It highlights VIX, VVIX, MOVE, the dollar index, gold volatility, and yield curve shape as potential clues to changes in crypto volatility. It attributes…

CryptoVolatilityOptionsMulti-asset
Cryptohopper blog

The article attributes a rise in Bitcoin network activity to small transactions linked to inscription and data-layer protocols, including Ordinals, Runes, and BRC-20. It reports that transfers below 0.01 BTC account for about 80% of daily activity, compared…

CryptoOn-chain dataMarket microstructure
Amberdata research

The article presents realized volatility (RV) as a measure of observed price movement and implied volatility (IV) as the options market’s forecast. It uses the ratio of 7-day RV to 30-day RV to distinguish short-term expansion from compression, then compares…

CryptoOptionsVolatilityTechnical indicators
Amberdata research

This market snapshot combines price action with ETF and stablecoin flows, derivatives positioning, funding rates, open interest, orderbook depth, spreads, and volatility. It interprets the period as consolidation: Bitcoin and Ether held up better than…

CryptoPerpetual futuresArbitrageMarket microstructure
Amberdata research

This article explains Nouns DAO’s model: one NFT is auctioned each day, with proceeds accruing to a treasury that holders allocate through proposals and votes. It presents gradual, recurring funding as a way to give members time to coordinate and assess…

CryptoOn-chain dataDeFi
Hummingbot docs

This Hummingbot reference page catalogs scripts and strategies that connect Gateway to decentralized exchange markets. The listed examples cover AMM data monitoring, token swaps, liquidity-position management, arbitrage between centralized and decentralized…

CryptoDeFiArbitrageMarket making
FMZ forum

This short trading-log excerpt shows a close signal appearing even though the position was reportedly still open. The accompanying note says a close at 19:21 was manual. Earlier entries show repeated buy orders rejected by Binance futures with an…

CryptoFuturesExecutionRisk management
Amberdata research

This overview explains how centralized exchange spot-volume dashboards can be used to examine market activity across exchanges, quote currencies, stablecoins, and frequently traded tokens. It describes comparing total volume and exchange shares, then…

CryptoSpot marketsOptionsMarket microstructure
Kraken Learn

The article addresses the criticism that bitcoin lacks intrinsic value because it is not backed by a government or reserve of assets. It acknowledges that bitcoin differs from traditional currencies and from stablecoins backed by cash or other real-world…

CryptoSpot markets
Cryptohopper blog

This tutorial explains how to assemble an automated cryptocurrency strategy with a visual strategy designer. Its example combines an exponential moving average with the relative strength index: RSI identifies an oversold move, while the EMA provides a…

CryptoTechnical indicatorsMomentumBacktesting
MQL5 code base

The document briefly introduces BBMA, a trading approach that combines Bollinger Bands with moving averages to identify potential trading opportunities. It attributes the strategy to Malaysian trader Oma Ally and says it is intended to support entries,…

Technical indicatorsForexEquitiesCrypto
BigQuant

This guide walks through preparing an XRP Ledger account for use with Hummingbot, importing the account into a wallet app, connecting the connector, and checking balances. It also describes editing connector settings to use custom markets or node endpoints.…

CryptoMarket makingExecutionSpot markets
Amberdata research

This partial report examines Binance ETH/USDT trading and order book behavior around the yen carry trade unwind. It connects macro events—including yen appreciation and a sharp Nikkei decline—to crypto price moves, then describes how volume, net trading…

CryptoVolatilityMarket microstructureExecution
Amberdata research

This weekly market note interprets Bitcoin and Ether options alongside macro conditions for the week of February 26, 2023. It describes rising bond yields and hawkish Federal Reserve expectations as pressure on risk assets, while noting that crypto had…

CryptoOptionsVolatilityDerivatives pricing
Hummingbot docs

This quickstart explains how to install and run Hummingbot with Docker, then use its command-line interface to create and manage bots. It introduces a simple market-making script on a paper-trading connector, which uses live Binance market data to simulate…

CryptoMarket makingExecution
Cryptohopper blog

The article recounts the emergence of Bitcoinmarket.com, describing its proposal on the Bitcointalk forum and launch in 2010 as an early venue for exchanging US dollars and bitcoin. It notes that bitcoin had no widely agreed market price beforehand and gives…

CryptoSpot marketsMarket microstructureRisk management
Amberdata research

This document outlines a compliance-oriented framework for assessing digital asset risks. It recommends categorizing protocol-level concerns such as smart-contract integrity, consensus vulnerabilities, and network security, while evaluating privacy coins…

CryptoRisk managementOn-chain dataVolatility