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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

BigQuant

The document describes a daily classification approach for detecting positive momentum, negative momentum, or normal conditions in Bitcoin, Ethereum, and Litecoin. It uses historical prices and technical indicators as features, then compares classifiers…

CryptoMomentumMachine learningTechnical indicators
Kraken Learn

The article compares crypto exchanges using security practices, fee structures, product range, geographic availability, transparency, and customer support. It profiles Kraken, Coinbase, Gemini, Crypto.com, Bitget, and Bybit, describing distinctions such as…

CryptoSpot marketsPerpetual futuresRisk management
SuperMind

This documentation explains how Hummingbot’s history command summarizes trading activity, asset inventory, pair prices, fees, and performance. It defines average execution price as total quote volume divided by total base volume, then compares the current…

CryptoStatisticsRisk management
Cryptohopper blog

This introductory guide explains bull markets as sustained rising-price environments and bear markets as prolonged declines accompanied by weaker confidence. It connects market direction with investor sentiment and outlines several discretionary approaches:…

CryptoTrend followingRisk managementPosition sizing
Kraken Learn

The document explains how decentralized exchanges can use liquidity pools instead of a conventional order book. Liquidity providers deposit crypto assets into smart contracts, creating reserves that traders can exchange against. Automated market maker…

CryptoDeFiMarket making
Amberdata research

This market snapshot discusses three digital-asset themes: institutional Bitcoin adoption, prospective uses for autonomous AI systems in decentralized finance, and tokenization of real-world assets. Its Bitcoin analysis describes a sharp rise above $100,000…

CryptoOn-chain dataSentimentDeFi
Amberdata research

This podcast account follows Michael Dunn’s move from fixed-income and equity trading into crypto derivatives and Bitnomial’s effort to build a regulated U.S. exchange and clearing infrastructure. It describes exchange components such as matching engines,…

CryptoFuturesOptionsMarket microstructure
Amberdata research

This market newsletter combines digital-asset developments with indicators and market commentary from October 2024. It reports growth in OpenEden’s tokenized U.S. Treasury vault, contrasts Bitcoin and Ethereum ETF assets and flows, and describes a recovery…

CryptoSpot marketsTechnical indicatorsSentiment
FMZ forum

The document presents a proposed one-minute crypto strategy using moving-average crosses to open and close long or short positions. Long entries require a fast-over-slow cross alongside upward slope and alignment filters; short entries reverse those…

CryptoTechnical indicatorsMomentumPosition sizing
FMZ forum

The article describes a way to collect exchange ticker data concurrently while a JavaScript trading strategy runs. A separately compiled Go program acts as a protocol plugin and repeatedly requests market data, stores the latest ticker response, and serves…

CryptoExecutionMarket microstructure
Freqtrade

This five-minute crypto strategy combines entry conditions drawn from two named Bollinger Band approaches. One setup looks for a sharp downward move below a 40-period lower band, with price change, candle tail, and closing-price conditions used to qualify…

CryptoTechnical indicatorsMean reversionRisk management
Amberdata research

The article explains stablecoins as crypto assets designed to track another asset, usually the US dollar, and distinguishes reserve-backed tokens from algorithmic designs. Reserve-backed tokens depend on the issuer holding assets intended to support…

CryptoDeFiRisk managementVolatility
Cryptohopper blog

The article explains how Bitcoin halvings reduce the issuance of new coins and considers possible effects on price and mining. It describes the expected block reward reduction and argues that a supply decrease could support prices if demand does not fall by…

CryptoSpot marketsEvent-driven
Amberdata research

This weekly market recap reviews Bitcoin and Ether derivatives conditions, including realized volatility, implied-volatility term structure, skew, option flows, and dealer gamma. It describes weak spot prices alongside subdued realized volatility, while…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The article explains why financial institutions need direct on-chain data alongside market data, then identifies four obstacles: many changing data sources, protocol differences, complex processing, and scarce specialist talent. It describes how smart…

CryptoOn-chain dataDeFiMarket microstructure
FMZ forum

This document introduces a digital-asset trading library that combines an existing spot-trading template with futures support for OKCoin and BitVC. Its main teaching is operational: futures orders require contract selection and position-aware handling that…

CryptoFuturesSpot marketsExecution
Binance API docs

This technical overview compares three API key types used to authenticate exchange requests: Ed25519, HMAC, and RSA. Ed25519 and RSA use asymmetric cryptography: the client keeps a private key to sign requests and shares a public key for verification. HMAC…

CryptoExecutionMarket microstructure
Amberdata research

This market recap describes how a sharp crypto decline affected BTC and ETH options. It reports rising realized volatility, a larger response in short-dated implied volatility than in longer maturities, and an inverted term structure after spot fell. The…

CryptoOptionsVolatilityDerivatives pricing
MQL5 code base

This document describes a MetaTrader workflow that records historical real ticks once, then replays them in mathematical mode for strategy testing. Sharing a tick file among optimizer agents is intended to avoid repeated data writes and reduce the time spent…

BacktestingExecutionStatisticsCrypto
FMZ forum

This discussion examines how starting portfolio composition can distort a simple account-value profit calculation for a cryptocurrency strategy. It compares two accounts following the same price move: one begins with a bitcoin and no cash, while the other…

CryptoStatisticsBacktesting
Amberdata research

The document explains how crypto data aggregators combine information from centralized and decentralized exchanges into normalized time series. It frames fragmentation across venues, trading pairs, and blockchains as an infrastructure problem for…

CryptoArbitrageBacktestingRisk management
Hummingbot docs

This guide explains how to connect Hummingbot to GRVT, a self-custodial perpetual futures venue with central limit order book matching, and outlines its authentication, funding, fee, instrument, and order settings. It also walks through using Hummingbot’s…

CryptoPerpetual futuresMarket makingMean reversion
Hummingbot docs

This recap describes Hummingbot Miner’s first year, during which token issuers used rewards to attract decentralized market makers. It reports campaign participation, reward payouts, filled trading volume, and activity across Binance and a new KuCoin launch.…

CryptoMarket makingMarket microstructureExecution
BigQuant

This podcast summary discusses crypto market structure, decentralized finance, governance, and emerging chain ecosystems. Its trading content centers on automated arbitrage between centralized exchanges: bots use exchange APIs to act on price differences,…

CryptoArbitrageExecutionMarket microstructure