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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

3,101 documents

OctoBot

The article explains how an OctoBot user can subscribe to a community strategy, import its profile, and configure a bot to follow the strategy’s trading signals. Followers receive signals when the source bot creates or cancels orders, and their order amounts…

CryptoExecutionRisk managementSpot markets
Hummingbot docs

This connector guide explains how Hummingbot connects to Hyperliquid's central limit order book for spot and perpetual markets. Both connectors use WebSocket connections and support limit, maker-limit, and market orders; the perpetual connector supports…

CryptoSpot marketsPerpetual futuresExecution
OctoBot

HODL is a crypto term for keeping an asset through market swings, commonly expanded as “hold on for dear life.” The document traces the spelling to a Bitcoin forum post from December 2013, written during a price decline, and explains how the word grew into a…

CryptoSpot markets
MQL5 code base

The document describes a trade-copying setup in which one MetaTrader expert advisor exports order requests and another imports and executes them. The systems can run in the same terminal or separate terminals on the same computer. The importer can target a…

ExecutionMarket microstructureFuturesSpot markets
Kraken Learn

The document compares security and transparency measures at several centralized crypto exchanges, including cold storage, account authentication, withdrawal controls, audits, proof-of-reserves reporting, insurance arrangements, and regulatory status. It…

CryptoRisk managementMarket microstructureSpot markets
FMZ forum

The document explains how to connect TradingView alerts to an FMZ Quant bot using the platform’s extended API. It describes creating an API key with only the command permission needed, then configuring an alert webhook to call the bot’s command interface…

ExecutionTechnical indicatorsFuturesSpot markets
FMZ forum

The document presents a dynamic-balance strategy for a crypto and fiat account. It compares the marked value of the coin holdings with the fiat balance, using bid and ask prices adjusted by a spread parameter. When the coin side is valued above the fiat…

CryptoSpot marketsMean reversionPosition sizing
Stratmill research code

This tutorial develops a market-making approach that estimates a futures contract’s fair price from spot-market returns. Its basic arbitrage pricing theory relationship assumes futures and spot returns move one-for-one with no intercept; the strategy uses…

CryptoFuturesSpot marketsMarket making
Amberdata research

This article reviews US legislative proposals that could place much of the digital asset market under the Commodity Futures Trading Commission. It describes bills proposing CFTC oversight of spot digital commodity exchanges, intermediaries, stablecoin…

CryptoSpot marketsDerivatives pricing
FMZ forum

The document describes a cash-and-carry strategy for crypto perpetual futures. When a perpetual contract trades above spot and its funding rate is positive, the trader sells the perpetual and buys an equivalent amount of spot, aiming to collect funding…

CryptoArbitragePerpetual futuresSpot markets
Binance API docs

This reference catalogs Binance Spot API error codes and messages, grouping them into general server or network problems, malformed requests, order failures, and exchange filter rejections. It covers issues such as invalid timestamps or signatures,…

CryptoSpot marketsExecutionMarket microstructure
FMZ forum

This tutorial shows how to change the active cryptocurrency pair during a running trading program. It states that exchanges generally support runtime pair changes, with an exception for Huobi ETH because it uses a separate API address, and notes that the…

CryptoSpot marketsExecution
MQL5 code base

This FAQ explains operational limits and practical considerations for running the Freqtrade cryptocurrency trading bot. It describes supported spot and selected futures trading, short positions in futures when the strategy and configuration support them, and…

CryptoSpot marketsFuturesBacktesting
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

This analysis uses estimated institutional Bitcoin ETF cost bases to map how drawdowns could push holdings underwater and potentially amplify selling. It presents scenarios from current prices through a 30% decline, arguing that stress rises nonlinearly…

CryptoRisk managementStatisticsSentiment
OctoBot

This guide describes a flexible grid trading mode for spot markets. Instead of starting from a chosen number of open orders, the trader specifies upper and lower price bounds along with grid spacing and increments. The system then determines the required buy…

CryptoGrid tradingSpot marketsExecution
BigQuant

The document discusses why a strategy's historical backtest may select different securities or rebalance on different dates than a submitted simulation. It describes cases where simulation begins between scheduled rebalances or after a rebalance close, and…

BacktestingEquitiesSpot marketsExecution
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
Cryptohopper blog

The article defines altcoins broadly as cryptocurrencies other than Bitcoin and groups many of them into four categories: utility tokens, security tokens, non-fungible tokens, and stablecoins. Utility tokens can provide access to network services or…

CryptoVolatilitySentimentSpot markets
Hummingbot docs

This document describes Hummingbot’s Gemini spot connector, which connects to a centralized exchange order book through REST and WebSocket interfaces. It lists supported order types and gives basic steps for creating trading API credentials and connecting…

CryptoSpot marketsExecutionMarket microstructure
SuperMind

This draft presents a research framework for estimating short-horizon crypto prices from fixed-interval data. It resamples futures and spot mid-prices at 100-millisecond intervals, derives returns, and preprocesses order-book imbalance features. The proposed…

CryptoFuturesSpot marketsMarket microstructure
Cryptohopper blog

The document explains dollar-cost averaging (DCA): investing a fixed amount at regular intervals instead of committing the full investment at once. Because each contribution buys at the asset’s current price, the investor acquires more units when prices are…

CryptoSpot marketsPosition sizingRisk management
Kraken Learn

This guide summarizes Brazilian tax reporting points for people holding or transacting in crypto assets. It states that the tax year runs from January through December and gives the following April’s last business day as the reporting deadline, with April 30…

CryptoSpot markets
Cryptohopper blog

This overview compares hardware, desktop, web, mobile, and paper wallets for storing cryptocurrency keys. It explains the central custody issue: control of private keys governs access to funds, so loss or theft of the keys can mean loss of access. Offline…

CryptoRisk managementSpot markets