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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

3,736 documents

Amberdata research

The report describes tests of 14 Ethereum trading strategies using stablecoin issuance and Uniswap V2 USDC/ETH pool activity. It outlines signals based on rolling issuance sums, moving averages, standard-deviation thresholds, Pearson correlation, and pool…

CryptoOn-chain dataBacktestingPosition sizing
Amberdata research

This case study describes a hedge fund seeking to add digital asset strategies and the data infrastructure needed to research and trade them. Its requirements included real-time and historical market data, high-volume feeds for algorithm development and…

CryptoOn-chain dataHigh-frequency tradingBacktesting
MQL5 code base

The document describes the delivery of historical and current market and blockchain datasets through cloud storage, including data in a format suited to analytical workflows. The described coverage includes decentralized exchange trades and liquidity,…

CryptoDeFiOn-chain dataSpot markets
Amberdata research

This quarterly recap surveys digital-asset market developments in Q2 2024, including softer token prices and trading activity, regulatory progress, Bitcoin exchange-traded fund flows, memecoin trading, and launches of new layer-two and layer-three networks.…

CryptoVolatilityOn-chain data
Amberdata research

The article explains how Bitcoin ETF inflows and outflows may relate to market liquidity, price pressure, and investor sentiment. Inflows can add buying demand and are often read as bullish, while outflows can reduce liquidity and accompany profit-taking or…

CryptoSentimentOn-chain dataRisk management
SuperMind

This beginner overview explains Chainlink as a decentralized oracle network that connects smart contracts with external data and computation. It describes data feeds, lower-latency data streams, cross-chain messaging, developer functions, automation, and…

CryptoDeFiOn-chain dataMarket microstructure
Amberdata research

The article presents a framework for managing crypto portfolio risk through sector diversification, active hedging, quantitative monitoring, and rebalancing. It suggests diversifying across asset categories such as Layer 1 tokens, DeFi governance tokens, and…

CryptoRisk managementPortfolio constructionDerivatives pricing
Amberdata research

This press release summarizes a survey of asset managers and hedge funds in the United States and Europe about digital-asset activity and infrastructure needs. It reports that 48% of respondents had digital assets under management, while 25% had a dedicated…

CryptoOn-chain dataRisk managementPortfolio construction
Amberdata research

This article explains how current and historical crypto market data can support risk decisions. It describes volatility measures such as standard deviation and beta, and liquidity indicators including trading volume, order books, market depth, bid-ask…

CryptoVolatilityRisk managementPortfolio construction
Amberdata research

The document explains six Bitcoin indicators used to interpret investor sentiment and supply behavior: realized price, net unrealized profit/loss (NUPL), coins held or presumed lost, monthly long-term-holder position change, liquid versus illiquid supply,…

CryptoOn-chain dataSentimentRisk management
Kraken Learn

The document gives a brief overview of four blockchain oracle networks: Chainlink, Pyth, API3, and Band Protocol. It describes their roles in supplying data to decentralized applications and notes that Chainlink also offers a protocol for transmitting data…

CryptoDeFiOn-chain data
Kraken Learn

This collection presents statistics on cryptocurrency ownership, trading activity, investor concerns, geographic adoption, and industry structure as of 2024. It reports estimates of market value and trading volume, survey findings on ownership and investor…

CryptoStatisticsMarket microstructureOn-chain data
Amberdata research

The article explains how blockchain data fragmentation can complicate work for financial institutions. APIs tailored to individual networks often use different methods and data formats, requiring separate integrations, repeated requests, and ongoing…

CryptoOn-chain dataMarket microstructure
Amberdata research

This market snapshot discusses legal and regulatory developments alongside trading conditions across centralized exchanges, decentralized exchanges, lending protocols, and blockchain networks. It describes a court ruling in Grayscale’s challenge to the SEC…

CryptoDeFiExecutionMarket microstructure
Amberdata research

This article explains how on-chain monitoring can help liquidity providers and DeFi teams detect contract risks and unusual pool activity. It outlines reentrancy, code flaws, and front-running as common vulnerabilities, then recommends tracking liquidity,…

CryptoDeFiOn-chain dataRisk management
SuperMind

The document outlines a framework for monitoring stablecoin risk through price deviation from the peg, trading volume, liquidity, and transfer velocity. It explains that there is no single universal price threshold for declaring a depeg, and recommends…

CryptoVolatilityMarket microstructureOn-chain data
Amberdata research

This report studies whether DeFi lending activity in USDC, USDT, and DAI is associated with Ethereum volatility. It estimates daily volatility with the Garman-Klass method, which uses open, high, low, and close prices, then applies Augmented Dickey-Fuller…

CryptoDeFiVolatilityStatistics
Amberdata research

The document describes how machine learning is being used by institutional trading teams for execution, risk management, and signal research, with digital assets as a key setting. It argues that model quality depends on access to reliable, detailed data from…

Machine learningCryptoOn-chain dataMarket microstructure
Amberdata research

This webinar overview introduces several Bitcoin and Ethereum measures that researchers might turn into trading signals. It groups them into market-cycle or valuation indicators, including Pi Cycle, Realized Cap, and the Bitcoin Yardstick; sentiment measures…

CryptoOn-chain dataSentimentStatistics
Amberdata research

The article explains how liquid staking lets ETH holders stake through a provider and receive liquid staking tokens that represent deposited ETH and accrued rewards, net of fees. Those tokens can remain usable in trading, lending, and other DeFi activities.…

CryptoDeFiOn-chain data
Amberdata research

The article describes why institutions entering digital assets may struggle to recruit blockchain specialists. It attributes the limited talent pool to the technology’s relative novelty, the absence of long-established training pipelines, and the specialized…

CryptoOn-chain data
Amberdata research

This weekly snapshot reviews crypto regulatory developments alongside spot market, decentralized exchange, lending, and network activity. It reports that centralized and decentralized exchange volumes remained below their 2022 peaks, with a modest lift in…

CryptoSpot marketsDeFiOn-chain data
Kraken Learn

This overview explains Bitcoin’s basic design and use. It describes public and private keys, peer-to-peer nodes, proof-of-work mining, block validation, and the protocol’s capped supply. Miners compete to propose blocks and receive newly issued coins and…

CryptoSpot marketsOn-chain dataRisk management
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