Skip to content

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
Quantpedia
86 documents
TqSdk
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

This market recap reviews a historical snapshot of Bitcoin and Ether options. It discusses realized and implied volatility, term structure, skew, option flows, and dealer gamma positioning. The commentary links changes in short-dated volatility and skew to a…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This March 2024 market note links macro conditions, crypto derivatives pricing, and possible bull-market paths for BTC and ETH. It reports that hotter inflation data pushed rates higher, while BTC and ETH prices had weakened over the week. The author…

CryptoOptionsFuturesVolatility
Amberdata research

This market snapshot reviews crypto developments around May 2024, combining regulatory news with observations on spot trading, decentralized exchanges, lending protocols, and blockchain fees. It describes US legislative and regulatory actions affecting…

CryptoDeFiSpot marketsMarket microstructure
Amberdata research

This educational article develops a hypothetical Bitcoin strategy in Backtrader using market prices, volume, and a stock-to-flow valuation series. It enters when the MACD signal crosses above zero while a short-to-long simple moving-average comparison still…

CryptoMomentumBacktesting
Amberdata research

This market snapshot assesses a period of crypto consolidation by combining price and volume trends with derivatives positioning, institutional flows, order book liquidity, and DeFi lending conditions. It reports a modest Bitcoin recovery alongside weaker…

CryptoPerpetual futuresVolatilityMarket microstructure
Hyperliquid docs

The document explains the role of Hyperliquid’s clearinghouses in managing account state. The perpetuals clearinghouse tracks each address’s margin balance and positions, while the spot clearinghouse tracks token balances and holds. These components form…

CryptoPerpetual futuresSpot marketsRisk management
Hyperliquid docs

The document outlines a limited set of vault capabilities on HyperCore and notes that builders can add further features on HyperEVM. It describes two ways a vault may be operated: by an individual trader or through automation by a market maker. The material…

CryptoRisk managementMarket making
Amberdata research

The interview overview describes Goldfinch, an Ethereum lending protocol that connects investors using USDC with lending businesses that serve borrowers in local markets. Its approach relies on investor vetting and direct legal agreements, with some lending…

CryptoDeFiOn-chain dataRisk management
Amberdata research

This market recap explains how an approaching Bitcoin ETF decision shaped BTC and ETH volatility, term structure, skew, options flows, and dealer gamma. It describes front-end implied volatility rising ahead of the event, backwardation in both markets, and…

CryptoOptionsVolatilityEvent-driven
Amberdata research

This digital-asset snapshot describes a risk-off period marked by falling BTC and ETH prices, accelerating ETF outflows, weaker spot volumes, and signs of strained order-book liquidity. It reports elevated positive funding across BTC, ETH, and SOL while spot…

CryptoPerpetual futuresMarket microstructureCarry
Cryptohopper blog

The document reports a record 30-day net outflow from US spot Bitcoin ETFs, alongside a substantial decline in Bitcoin’s price. It places the flows in the context of several consecutive weeks of redemptions, a retreat from the previous cumulative flow peak,…

CryptoSpot marketsUS marketsSentiment
Kraken Learn

The document introduces AI driven crypto trading bots and describes their intended role: analyze market data, identify patterns, and adjust trading decisions as conditions change. It contrasts these systems with discretionary trading, emphasizing continuous…

CryptoMachine learningBacktestingRisk management
Amberdata research

This market snapshot combines Bitcoin price commentary with news about a proposed Solana spot ETF and MicroStrategy’s convertible debt offering to expand its Bitcoin holdings. Its analysis discusses Bitcoin’s approach to the $100,000 level, futures open…

CryptoFuturesOptionsTechnical indicators
MQL5 code base

The document describes an automated trading product that uses Bollinger Bands and RSI across two time frames to identify overbought and oversold conditions. It says the system trades using the opening price of a candle and can be applied to forex pairs,…

Technical indicatorsCryptoForexEquities
Amberdata research

This market snapshot surveys crypto-related regulatory and security developments alongside spot exchange activity, decentralized trading, lending, and network data. It describes changes in exchange market share and volumes, reports that…

CryptoSpot marketsFuturesDeFi
MQL5 code base

The document describes an MT5 indicator that tracks RSI across as many as seven timeframes and shows the readings in a chart dashboard. It flags overbought and oversold levels and raises a convergence warning when at least three monitored timeframes reach…

Technical indicatorsForexCommoditiesCrypto
FMZ forum

This troubleshooting note asks how to submit a Binance withdrawal request through an API. It focuses on adding a timestamp and generating an HMAC-SHA256 signature over request parameters. The author tries sending the parameters and signature in the request…

CryptoExecutionMarket microstructure
SuperMind

The document proposes liquidity bounties as a way for token issuers to reward community members who provide market liquidity. Participants compete for token rewards based on measurable activity, such as open and filled order volume, with a public…

CryptoMarket makingExecutionMarket microstructure
Amberdata research

This interview recap follows Simran Singh from oil trading into crypto and DeFi market infrastructure. The 2020 WTI price collapse illustrates how negative prices, scarce storage, vanishing liquidity, and widening spreads can break familiar pricing…

CryptoCommoditiesOptionsVolatility
Hyperliquid docs

The document explains how Hyperliquid portfolio margin combines spot balances, perpetual positions, and borrowing within one account. Eligible collateral receives a loan-to-value limit; when balances are insufficient for orders, the system can borrow against…

CryptoPerpetual futuresCarryRisk management
Lumibot

This Lumibot example demonstrates a daily cryptocurrency strategy using Bollinger Bands with historical data supplied through CCXT backtesting. It calculates a rolling mean and standard deviation over a configurable window, then derives upper and lower bands…

CryptoTechnical indicatorsMean reversionPosition sizing
FMZ forum

This article describes an API workflow for market making on BitMEX perpetual contracts. It recommends using WebSockets for market updates and REST requests for account information, while noting that order book and account streams can be incomplete or delayed…

CryptoMarket makingExecutionMarket microstructure
Amberdata research

The newsletter connects US economic releases and Federal Reserve commentary with crypto market conditions in June 2024. It discusses inflation, labor data, political uncertainty, the Ethereum spot ETF decision, and the veto of a rule affecting bank crypto…

CryptoOptionsVolatilityFutures