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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

Amberdata research

This recap describes conditions in Bitcoin and Ether derivatives markets for the week ending March 29, 2023. It tracks volatility, option term structure, skew, option trading flows, and gamma positioning, highlighting calmer markets and term structures…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This market snapshot argues that Bitcoin could benefit from anticipated U.S. regulatory changes, a proposed strategic reserve, supportive congressional sentiment, and lower interest rates. It combines this policy outlook with several market indicators: a…

CryptoMomentumOn-chain dataSentiment
FMZ forum

This document reports an attempt to submit a Gate.io futures order through an exchange API wrapper. The example first sets the contract currency, then sends a POST request with a contract identifier, size, price, time-in-force, and text fields. The author…

CryptoFuturesExecution
Amberdata research

The note reviews BTC and ETH options activity during a week shaped by US rate moves and changing ETF expectations. It links delayed spot BTC ETF decisions with a loss of October implied-volatility premium, while reports of a possible Ethereum futures ETF…

CryptoOptionsVolatilityDerivatives pricing
Hummingbot docs

This roadmap describes Hummingbot’s plans for expanding open-source crypto trading tools, with liquidity mining as the central initiative. It outlines campaigns that would reward users for providing liquidity, exchange coverage expansion, and dashboards…

CryptoMarket makingArbitrageMarket microstructure
Lumibot

The document explains Lumibot’s WEEX connection through its shared CCXT broker. The path is described as spot-oriented and auto-detected, with authentication requiring an API key, secret, and passphrase. It also states that WEEX does not offer a conventional…

CryptoSpot marketsPerpetual futuresExecution
Amberdata research

This market snapshot reviews BTC and ETH price movements, spot trading activity, ETF flows, DeFi activity, and Bitcoin holder behavior ahead of the April 2024 halving. It frames resistance levels and falling exchange volume and ETF demand as signs that…

CryptoSpot marketsOn-chain dataDeFi
Kraken Learn

The document explains the Crypto Fear and Greed Index as a daily sentiment gauge scored from 0 to 100. It outlines its components: volatility and market momentum or volume each contribute 25%, social media and surveys 15% each, and Bitcoin dominance and…

CryptoSentimentTechnical indicatorsBacktesting
Hyperliquid docs

This documentation overview explains the trading architecture of Hyperliquid. It describes HyperBFT, a HotStuff variant, as the consensus mechanism, with validators producing blocks in proportion to native tokens staked to them. The state is divided between…

CryptoMarket microstructureExecutionHigh-frequency trading
Amberdata research

This article outlines a data-driven approach to cryptocurrency compliance. It recommends continuous transaction monitoring that uses machine learning to flag behavioral anomalies and graph analysis to trace fund flows and indirect links to mixers, darknet…

CryptoOn-chain dataMachine learningRisk management
Hummingbot docs

In this interview, a crypto trader describes using Hummingbot for liquidity mining, primarily through pure market making. She reports narrowing activity to a small number of markets, reviewing pair performance periodically, and adjusting settings in response…

CryptoMarket makingExecutionRisk management
NautilusTrader

This document explains how a trading adapter connects to dYdX v4, a Cosmos-based exchange where order matching occurs on-chain. It describes the separate read paths through the Indexer’s HTTP and WebSocket APIs and the write path through validator gRPC,…

CryptoPerpetual futuresExecutionMarket microstructure
Amberdata research

This weekly market review interprets Bitcoin and Ethereum options activity during a sharp crypto rally ahead of the Federal Open Market Committee decision. It discusses backwardated term structure, elevated call skew, concentrated call buying, and the…

CryptoOptionsVolatilityDerivatives pricing
FMZ forum

The author describes turning a strategy intended to earn money into one intended to accumulate bitcoin. The original approach bought cautiously and sold quickly; the reversed version spends most of its time holding the asset, sells cautiously, and buys more…

CryptoSpot marketsMean reversionRisk management
Cryptohopper blog

The guide explains that a quote currency is the asset used to buy another asset and received when selling it. It compares Bitcoin with USDT as quote currencies for cryptocurrency trading. BTC may suit traders who want their holdings to remain exposed to…

CryptoSpot marketsExecutionMarket microstructure
Amberdata research

This analysis estimates the cost basis of holdings across 11 spot Bitcoin ETFs using daily flow records since January 2024 and a FIFO assumption for outflows. It uses the resulting aggregate and price-level distributions to describe how institutional…

CryptoSpot marketsStatisticsMarket microstructure
Amberdata research

This excerpt analyzes Bitcoin supply by coin age and wallet balance to describe a 2025 shift from smaller or shorter-term holders toward larger holders. It reports that long-term holder supply declined as short-term holder supply rose, while wallets holding…

CryptoOn-chain dataSentiment
OctoBot

This guide explains how to route TradingView Pine Script strategy order events to OctoBot so that the bot can act on an exchange. It instructs users to define an alert message containing trade parameters, attach that message to strategy entry, exit, or close…

CryptoExecution
Amberdata research

The document surveys several cryptocurrency arbitrage approaches: buying and selling across centralized exchanges, comparing decentralized and centralized venues, cycling among assets, trading derivatives against underlying assets, and model driven…

CryptoArbitrageExecutionHigh-frequency trading
Amberdata research

The article describes Ethereum’s planned transition from proof-of-work to proof-of-stake by joining its main network with the Beacon Chain. It explains proof-of-work mining as repeated computation to find a valid block, requiring energy-intensive hardware.…

CryptoDeFiRisk management
FMZ forum

The author discusses practical issues in compounding returns from perpetual-futures funding-rate strategies. They describe high taker fees and possible price slippage during hedging, the need to correctly complete a partially executed leg, and a profit…

CryptoPerpetual futuresRisk managementExecution
FMZ forum

The document shows a simple two-sided quoting loop for BTC/USDT. On each tick, it reads the order book, places a sell price just below the best ask and a buy price just above the best bid, cancels existing orders, and repeats after a short delay. Its title…

CryptoMarket makingExecutionBacktesting
Amberdata research

The article describes a major bank’s over-the-counter Bitcoin option trade, facilitated by a crypto firm, as an example of institutional participation in digital assets. The contract was non-deliverable and settled in cash, so it provided Bitcoin exposure…

CryptoOptionsDerivatives pricingRisk management
Amberdata research

This market recap surveys Bitcoin and Ether options after a sharp crypto-market move. It discusses realized and implied volatility, term structures, call skew, options flows, and dealer gamma. The account says shorter-horizon realized volatility had…

CryptoOptionsVolatilityDerivatives pricing