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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

Hummingbot docs

The article introduces market making as posting buy and sell orders that add liquidity to an order book. It explains the bid and ask, the spread between them, and how a market maker may earn revenue when both sides of a quote are filled. A pawnshop analogy…

Market makingCryptoMarket microstructureExecution
Amberdata research

This weekly market note links Bitcoin’s rally to macro developments including rising bond yields, war-related spending concerns, gold strength, and optimism about a Bitcoin ETF and the Ripple lawsuit. It reviews Bitcoin options term structure, put skew,…

CryptoOptionsVolatilityDerivatives pricing
Kraken Learn

The document compares stablecoin reward products with high-yield savings accounts using stated rates from April 2026. It lists bank savings rates alongside exchange rewards and DeFi lending yields, and explains that stablecoin returns may come from platform…

CryptoOn-chain dataDeFiRisk management
OctoBot

The article explains self-custody trading bots as software run under the trader’s control, with exchange API credentials or wallet keys kept on the trader’s own device or server. It compares three approaches for centralized exchanges: built-in exchange bots,…

CryptoExecutionRisk managementPerpetual futures
Amberdata research

The document describes a chart for comparing two historical derivatives term structures. Users choose two dates and times, with minute-level precision, to inspect how the curve changed between those points. This can help examine market responses around…

CryptoOptionsDerivatives pricing
Freqtrade

This long-only scalping strategy is designed to seek frequent small gains on a one-minute chart. It identifies entries when price opens below a short moving average of lows, ADX is elevated, and money flow and stochastic readings are low; it additionally…

CryptoTechnical indicatorsRisk management
Kraken Learn

This comparison reviews the evaluation structures and funded-account terms of Breakout and MyCryptoFunding. It contrasts challenge paths, profit targets, leverage, eligible markets, profit splits, payout timing, scaling, and trading-day requirements. The…

CryptoRisk managementPosition sizing
Freqtrade

This Freqtrade strategy uses the hour of each one-hour candle as its sole entry and exit signal. It enters long when the candle hour falls within an optimized buying interval and exits when it falls within a separately optimized selling interval. The…

CryptoTechnical indicatorsBacktestingRisk management
Cryptohopper blog

This guide presents a bullish crypto swing setup using the Relative Strength Index. The sequence begins when RSI falls below 30, then crosses back above that level. The trader waits for a pullback that holds above 30 and enters when RSI breaks above its…

CryptoMomentumTechnical indicatorsTrend following
Amberdata research

This overview explains why digital-asset tax and regulatory compliance can be difficult for financial institutions. It describes the record-keeping challenge created by pseudonymous networks, cross-border activity, and varied transactions such as asset…

CryptoDeFiOn-chain dataRisk management
Freqtrade

This Freqtrade strategy computes a normalized MACD-like measure as the ratio of the 12-period exponential moving average to the 26-period exponential moving average, minus one. On a five-minute timeframe, it enters long when this value falls within…

CryptoSpot marketsTechnical indicatorsMomentum
Amberdata research

The article outlines ways institutional investors can seek yield from DeFi lending, borrowing, and liquidity provision. It recommends comparing protocols for liquidity and expected returns, accounting for interest, fees, and token incentives, and using…

DeFiCryptoRisk managementPortfolio construction
Amberdata research

The announcement explains how a decentralized oracle network can connect blockchain smart contracts to external APIs, which contracts cannot query directly. It describes a partnership through which Amberdata market and blockchain data can be requested…

CryptoMarket microstructureExecutionOn-chain data
Amberdata research

The article explains two execution benchmarks for large crypto orders. VWAP weights transaction prices by traded volume, so high-volume trades influence it more. TWAP gives equal weight to prices across fixed time intervals, supporting a steadier execution…

CryptoExecutionMarket microstructureBacktesting
Cryptohopper blog

The guide defines cryptocurrency day trading as opening and closing positions within the same day, with traders seeking to benefit from short-term price movement. It emphasizes liquidity because a trader may be unable to exit near a target when a market or…

CryptoTechnical indicatorsMarket microstructureBacktesting
Hummingbot docs

This roadmap outlines planned Hummingbot and Hummingbot Miner work for the second quarter of 2021. Trading-related plans include a Uniswap V3 connector and a strategy to adjust concentrated liquidity ranges as market prices, volatility, and gas costs change.…

CryptoMarket makingDeFiExecution
Amberdata research

The document introduces a metric comparing Deribit’s DVOL Index with constant 30-day at-the-money volatility. It can be displayed as either a ratio or a spread, offering a way to examine how the volatility represented across strikes differs from the…

CryptoOptionsVolatilityDerivatives pricing
Hyperliquid docs

This guide outlines ways to reduce read and write latency when trading on Hyperliquid. For market data, it recommends running a non-validating node with adequate compute and disk capacity, consuming node outputs directly, and constructing the order book…

CryptoExecutionMarket microstructureHigh-frequency trading
OctoBot

This overview compares ten cryptocurrency trading platforms by their automation styles, access models, and supporting tools. It describes grid trading within a defined price range, dollar-cost averaging, signal-driven systems, market making, and custom…

CryptoGrid tradingMarket makingBacktesting
Kraken Learn

The document compares two crypto prop trading firms across evaluation formats, account sizes, profit splits, payout timing, trading-day requirements, asset coverage, leverage, and exchange relationships. It describes paid evaluations in which traders must…

CryptoRisk managementExecution
Amberdata research

This weekly review combines a market outlook with BTC and ETH options observations. It links BTC’s consolidation to lower implied volatility and describes the term structure as flat, while noting that contango is the more common state. The author uses that…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This article surveys Ethereum’s network activity and ecosystem developments around its eighth anniversary. It reports snapshots of staking, decentralized finance deposits, node counts, transaction activity, and ETH price and capitalization, then outlines a…

CryptoDeFiFuturesOn-chain data
OctoBot

The document describes a crypto portfolio mode that allocates a reference-market balance across a configured set of coins. At startup or during scheduled checks, the system values holdings, compares their proportions with the index targets, and rebalances…

CryptoPortfolio constructionRisk management
NautilusTrader

This example configures a live data node to connect to Bybit’s mainnet for linear products and stream data for a BTCUSDT instrument. A built-in data-testing actor subscribes to quotes, trades, mark prices, index prices, and funding rates, while managing the…

CryptoPerpetual futuresMarket microstructureExecution