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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

5,922 documents

Hummingbot docs

The document describes a cross-exchange market-making strategy that posts limit orders on a less liquid maker market and hedges filled orders on a more liquid taker market. Maker prices are intended to leave at least a configured minimum profitability…

CryptoMarket makingExecutionRisk management
Amberdata research

This overview explains how Layer 2 protocols reduce the work handled directly by a blockchain’s base layer. They process transactions off-chain or in batches and anchor settlement information to Layer 1. The proposed benefits are lower congestion, reduced…

CryptoExecutionMarket microstructureDeFi
Cryptohopper blog

The article explains the distinction between market makers, who add liquidity by posting buy and sell orders, and market takers, who use existing orders to trade immediately. It introduces the order book, bid and ask prices, and the spread between them,…

CryptoMarket makingMarket microstructureDeFi
Cryptohopper blog

This overview compares seven blockchain networks presented as emerging alternatives in 2022: Solana, Terra, EOS, Avalanche, Polygon, Tezos, and Stellar. It describes their consensus approaches, native tokens, and intended uses, including smart contracts,…

CryptoDeFi
Amberdata research

This overview distinguishes price-based market data from blockchain activity data and describes metrics that may help frame digital-asset valuation. Market capitalization is token supply multiplied by price, while trading volume is used as a rough gauge of…

CryptoOn-chain dataDeFiStatistics
Amberdata research

This podcast overview describes CVI, a decentralized product designed to provide exposure to implied volatility in Bitcoin and Ethereum options. It outlines an index and a more volatile leveraged variant, real-time leveraged positions, and a planned…

CryptoVolatilityOptionsDerivatives pricing
Amberdata research

Ethereum transaction inputs and event logs store values in compact encoded forms. Applications commonly rely on a contract’s ABI to map that data to function names, argument types, and readable values. Maintaining ABI files becomes difficult when an…

CryptoDeFiOn-chain dataExecution
Amberdata research

This overview describes how institutional crypto trading differs from retail activity, emphasizing larger trade sizes, specialized infrastructure, compliance demands, and execution across multiple venues. It surveys approaches including over-the-counter…

CryptoArbitrageExecutionRisk management
Hummingbot docs

This architecture overview describes how Gateway connectors can expose decentralized exchange operations through a consistent interface. A connector coordinates configuration, SDK access, and protocol methods; route handlers validate incoming HTTP requests,…

CryptoDeFiExecution
Amberdata research

This weekly snapshot reviews crypto market conditions from March 19 to 26, 2024. It links Bitcoin’s recovery after an inflation-driven dip to persistent ETF demand and pre-halving accumulation, while noting uncertainty about demand after the halving and…

CryptoOn-chain dataDeFiSpot markets
Amberdata research

The document introduces analytics for stablecoin lending and borrowing across Aave, Compound, and MakerDAO on Ethereum, Arbitrum, Optimism, and Avalanche. It describes hourly and daily historical measures, including deposits, borrowing, interest earned,…

DeFiCryptoOn-chain dataRisk management
Amberdata research

This market snapshot discusses the October 2023 Bitcoin rally alongside regulatory headlines, exchange activity, DeFi markets, lending, and network metrics. It cautions that reports of a spot ETF listing or approval rumors did not establish that an ETF had…

CryptoSpot marketsDeFiOn-chain data
Amberdata research

This article explains why total value locked can give a misleading impression of a decentralized finance protocol’s health. TVL rises or falls with the market prices of deposited assets, so a decline may reflect falling token prices rather than users…

DeFiCryptoOn-chain dataMarket microstructure
Hummingbot docs

This guide explains how to connect a MetaMask wallet to Dexalot’s Avalanche subnet, install Hummingbot and Gateway, and configure a simple ALOT-USDC market-making bot. It covers funding the subnet portfolio, setting credentials, linking the wallet, choosing…

CryptoMarket makingExecutionRisk management
BigQuant

The document describes Panoptic, a decentralized protocol that offers perpetual options linked to Uniswap liquidity pools. It explains how concentrated liquidity ranges can serve as strike selection and how liquidity provision can create option-like…

CryptoOptionsVolatilityDeFi
Hummingbot docs

Hummingbot release 1.18.0, dated July 24, 2023, introduced platform and connector changes relevant to automated trading. The release upgraded the software to Python 3.10, added direct Uniswap pool quoting through QuoterV2 as an alternative to router-based…

CryptoExecutionTechnical indicatorsTrend following
Amberdata research

This case study describes how blockchain ratings company Metafide used a third-party data platform to support an AI and machine-learning product. Its required inputs spanned blockchain networks, crypto market data, decentralized finance, and several traded…

CryptoMachine learningOn-chain dataDeFi
Amberdata research

This overview frames institutional digital-asset adoption around three operational challenges: custody, compliance, and market infrastructure. It explains that private-key loss can mean permanent loss of bearer assets, and describes institutional use of…

CryptoDeFiRisk managementMarket microstructure
Kraken Learn

Badger DAO is presented as a decentralized finance project intended to make tokenized bitcoin usable across blockchain applications. Its Sett vaults let users deposit supported assets into smart-contract-managed pools, receive interest-bearing representative…

CryptoDeFiPerpetual futures
Amberdata research

This article explains governance and day-to-day management practices for organizations handling crypto market, blockchain, liquidity, and customer data. It recommends assigning data stewards, setting access rules, defining quality standards, protecting data…

CryptoOn-chain dataDeFiRisk management
Kraken Learn

This page is an introductory guide to non-fungible tokens, pointing readers toward topics such as what NFTs represent, ways to buy them, collection rarity rankings, and blockchain gas fees. It also gives brief descriptions of example NFT collections and…

CryptoDeFiSpot markets
Kraken Learn

The document explains parathreads as an alternative way for projects to use Polkadot or Kusama network resources. Instead of winning a parachain slot auction or receiving a public-goods slot, a project can access the network without committing to a fixed…

CryptoDeFi
Amberdata research

This market snapshot reviews Coinbase’s crypto futures approval and Base’s launch alongside activity across centralized exchanges, decentralized exchanges, lending markets, and several blockchain networks. It reports declining exchange volumes and market…

CryptoSpot marketsDeFiPerpetual futures