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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
Quantopian lectures
45 documents
Binance API docs
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

The document distills a webinar discussion about evaluating risk and opportunity in decentralized finance liquidity protocols. It recommends examining activity through several lenses: individual wallets, pools and assets, protocols, and governance. This…

CryptoDeFiOn-chain dataRisk management
Hyperliquid docs

The document explains that Hyperliquid provides WebSocket connections for real-time exchange data and as an alternative to sending requests over HTTP. Clients connect to the endpoint for their chosen network, then send subscription messages to receive…

CryptoExecutionMarket microstructure
Amberdata research

The article describes a Uniswap V2 liquidity strategy that uses price volatility to decide when to provide or withdraw liquidity. It outlines the workflow: start with an even split of ETH and USDC, remove liquidity when volatility rises, rebalance the assets…

CryptoDeFiVolatilityBacktesting
Cryptohopper blog

This guide explains common order instructions used on cryptocurrency exchanges. It contrasts market orders, which prioritize immediate execution at the best available price, with limit orders, which specify a price but may remain unfilled. It then describes…

CryptoExecutionRisk managementSpot markets
Amberdata research

This July 2024 snapshot reviews crypto market conditions alongside regulatory news. It reports that centralized exchange spot volumes were broadly steady despite concerns about Bitcoin distributions and German government sales, while USDT continued to…

CryptoDeFiSpot marketsOn-chain data
Cryptohopper blog

The guide explains how a crypto order book records resting bids and asks by price and size, and how those levels can help assess current liquidity. It describes measuring the spread, cumulative depth near the midpoint, estimated slippage by walking the book…

CryptoMarket microstructureExecutionStatistics
Jesse

The document reports a backtest of a long-only Simple Bollinger strategy on Binance ETH-USDT hourly candles from January 2019 through January 2021. Across 282 closed trades, the account grew from 10,000 to 31,030.44, with reported net profit of 21,030.4448,…

CryptoTechnical indicatorsBacktestingRisk management
Amberdata research

This article compares the data needs of crypto wallets, investors and traders, and decentralized applications. It explains that products may need blockchain balances, transaction histories, token transfers, contract events, and market prices or order books.…

CryptoDeFiOn-chain dataMarket microstructure
Cryptohopper blog

This article explains how exchange trading charges, withdrawals, blockchain network costs, and margin interest can reduce cryptocurrency trading returns. Trading costs lower profit per transaction and raise the price movement required to break even. The…

CryptoBacktestingExecutionRisk management
FMZ forum

This short Python example sketches a grid approach for ETC/USD using 15-minute data. It builds price levels by repeatedly increasing a starting level by five percent, locates the current price within those levels, and places an initial buy. The intended loop…

CryptoGrid tradingBacktestingPosition sizing
Amberdata research

The primer explains how crypto order books organize bids and asks by price and size, and how market orders, limit orders, price levels, and depth relate to trading conditions. It distinguishes periodic full-book snapshots from event data that records…

CryptoMarket microstructureExecutionBacktesting
Cryptohopper blog

This guide compares the Explorer, Adventurer, and Hero tiers of a cryptocurrency market-data MCP service. It frames selection around weekly call allowances, exchange coverage, historical lookback, and the number of API keys. Explorer is presented for lighter…

CryptoBacktestingExecution
Kraken Learn

The document explains Centrifuge as a decentralized finance protocol that connects business lending with crypto-based liquidity. Its Tinlake marketplace represents real-world assets, such as invoices and mortgages, as blockchain tokens that can serve as…

DeFiCryptoFixed incomeRisk management
Amberdata research

This weekly market commentary reviews Bitcoin and Ether options around US macroeconomic news, including a Federal Reserve rate increase and a stronger-than-expected jobs report. It interprets Bitcoin’s return to contango, relatively anchored implied…

CryptoOptionsVolatilityDerivatives pricing
Hummingbot docs

These release notes describe changes to Hummingbot’s client, Gateway, and related trading tools. Client updates include a Kalshi perpetual futures connector, a Gateway client aligned with unified trading routes, configurable slippage widening for order and…

CryptoFuturesPerpetual futuresExecution
Amberdata research

The document explains why exchange price feeds alone cannot describe activity across decentralized exchanges, lending protocols, liquidity pools, NFTs, DAOs, and other blockchain applications. Network records, transactions, smart-contract events, and logs…

CryptoDeFiOn-chain dataArbitrage
Amberdata research

In this podcast summary, Loop Crypto CEO Eleni Steinman describes infrastructure for recurring stablecoin payments. The service supports scheduled wallet “pull” payments, aiming to bring crypto billing closer to familiar card-based subscriptions. Because…

CryptoExecutionDeFi
Amberdata research

This newsletter examines how traders might interpret Bitcoin options prices around the 2024 U.S. presidential election and the following Federal Reserve decision. It relates BTC’s prior movement to shifts in election odds, then uses the implied volatility…

CryptoOptionsVolatilityEvent-driven
Cryptohopper blog

This article surveys common threats to cryptocurrency accounts and wallets, including password guessing, malware, ransomware, and phishing. Its practical guidance covers using distinct, hard-to-guess passwords, enabling two-factor authentication, keeping…

CryptoRisk managementExecution
Amberdata research

This newsletter links Bitcoin’s move to new highs with macro uncertainty, institutional ETF flows, and crypto derivatives positioning. It discusses inflation data, divided Federal Reserve views on rate cuts, tariff tensions, Treasury yields, and the…

CryptoOptionsVolatilityFutures
BigQuant

This quarterly review surveys crypto market developments in early 2024, including Bitcoin spot ETF flows, Ethereum’s EIP-4844 upgrade, memecoin activity, real-world asset tokens, and regulatory changes. It combines token performance and exchange volume…

CryptoSpot marketsTechnical indicatorsOn-chain data
Amberdata research

This overview explains how historical open, high, low, close, and volume data supports cryptocurrency strategy research. It describes OHLCV as price and traded-volume information aggregated over a time interval, and notes that crypto’s continuous trading,…

CryptoBacktestingMarket microstructureExecution
Amberdata research

This podcast recap discusses how uncertainty around Silicon Valley Bank affected confidence in USDC and trading in crypto derivatives. It describes the central concern as the timing and availability of reserves for redemption, even when eventual recovery was…

CryptoOptionsPerpetual futuresDeFi
Hummingbot docs

This release note introduces Hummingbot’s Order Level Builder, a tool for defining how orders are spread across multiple price levels. It lists linear, arithmetic, geometric, and logarithmic distributions, with configurable parameters such as the starting…

CryptoMarket makingExecution