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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

19,452 documents

Hummingbot docs

These release notes describe a Hummingbot update that adds connectivity to several decentralized and centralized crypto markets, including spot and perpetual futures venues. The highlighted strategy, cross-exchange mining, places maker orders on one exchange…

CryptoArbitrageMarket makingExecution
Kraken Learn

Blockchain bridges connect networks that use different technical standards, allowing assets and data to move between them. The article describes a common lock-and-mint pattern: a user deposits an asset into a bridge contract on the source chain, the bridge…

CryptoDeFiRisk managementSpot markets
Amberdata research

This Q2 2023 report teaser examines Bitcoin and Ethereum options activity, volatility behavior, and the DVOL index. It describes a rules-based method for estimating trade aggressor direction using weighted heuristics, then discusses differences in spot and…

CryptoOptionsVolatilityMarket microstructure
MQL5 code base

The document introduces BBMA, a trading approach attributed to Oma Ally that combines Bollinger Bands with moving averages to identify possible entries. It describes the strategy broadly rather than specifying indicator settings, entry triggers, exit rules,…

Technical indicatorsForexEquitiesCrypto
FMZ live strategies

This dashboard snapshot describes a live Binance BTC/USDT futures robot running on an hourly candle interval. It reports account-level figures including equity, cumulative profit, drawdown, open positions, and win rate, alongside a large order history.…

CryptoFuturesPerpetual futuresExecution
Kraken Learn

The document explains Bitcoin Cash’s origin as a 2017 fork of Bitcoin, formed by users and developers who favored changes aimed at cheaper, higher-capacity payments. It describes larger blocks as the central design choice: more transaction space may reduce…

CryptoSpot marketsMarket microstructure
FMZ forum

This intermediate FMZ tutorial explains practical platform techniques for building automated trading strategies. It covers operating across exchanges and symbols, configuring futures and swap contracts, and handling API failures through retries, null checks,…

CryptoFuturesBacktestingExecution
Amberdata research

This market snapshot interprets crypto conditions across derivatives, spot flows, order books, stablecoins, and DeFi lending. It describes continued long liquidations in BTC, ETH, and SOL, funding turning negative across major assets, and BTC–ETH correlation…

CryptoPerpetual futuresMarket microstructureVolatility
FMZ forum

The document describes an order-management issue in a Binance perpetual futures example. A partially filled sell order has an original quantity and an executed quantity; subtracting the latter from the former in JavaScript produces a residual quantity with a…

CryptoPerpetual futuresExecutionMarket microstructure
Hummingbot docs

This experiment describes a directional strategy for the APE-BUSD perpetual futures market that combines Bollinger Band position with the MACD line and histogram. It takes a long signal when %BB is below 0.2, the MACD histogram is positive, and the MACD line…

CryptoPerpetual futuresMean reversionTechnical indicators
Hummingbot docs

The article compares decentralized liquidity provision in automated market makers (AMMs) with liquidity mining on centralized exchange order books. In an AMM, providers supply assets while a smart contract sets prices; arbitrageurs trade against the pool and…

CryptoDeFiMarket makingArbitrage
Amberdata research

This market note reviews Bitcoin and Ether options around a period of banking stress and major US economic releases. It describes Bitcoin’s term structure moving into backwardation, with near-dated implied volatility elevated relative to longer maturities,…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This market commentary examines crypto options positioning in December 2023 as traders anticipated a US spot Bitcoin ETF decision. It discusses a sharp Bitcoin pullback and a rise in realized volatility, alongside a decline in short-dated implied volatility…

CryptoOptionsVolatilityEvent-driven
FMZ forum

This beginner tutorial explains why a live trading system may need to collect its own candlestick history. Some exchanges provide candle data directly, while others may not. The author distinguishes live use from testing: the platform supplies historical…

ExecutionMarket microstructureCrypto
Amberdata research

This podcast recap discusses Rated’s work on Ethereum proof-of-stake infrastructure data. Validator assessment uses real-time and historical measures such as uptime, efficiency, and protocol adherence to give operators context for improving performance. The…

CryptoDeFiOn-chain dataStatistics
Hummingbot docs

This interview describes how a cryptocurrency liquidity miner used automated market making to provide liquidity across selected token pairs. He began with market making, tested different order approaches, and settled on using three orders. He ran bots…

CryptoMarket makingTechnical indicatorsExecution
Amberdata research

This weekly digital-asset snapshot combines price action with derivatives positioning, institutional flows, order-book liquidity, spreads, and DeFi indicators. It describes Bitcoin testing support near $86,000 amid a broader risk-off move, while ETF…

CryptoPerpetual futuresMarket microstructureVolatility
Binance API docs

This reference explains exchange rules that determine whether orders are accepted. Symbol-level checks cover valid price ranges and increments, quantity bounds and steps, notional value limits, iceberg order parts, trailing-stop parameters, and caps on open…

CryptoExecutionMarket microstructureRisk management
Amberdata research

This market commentary links changing Federal Reserve rate-cut expectations with risk-asset performance, then examines relative strength and options conditions in Bitcoin and Ether. It discusses how realized volatility and the ETH/BTC ratio may reflect…

CryptoOptionsVolatilityDerivatives pricing
FMZ forum

This overview organizes strategy examples collected from a cryptocurrency trading platform into three groups: basic trading aids, simple strategies for study, and strategies described as having performed well in live trading. The examples span price alerts,…

CryptoFuturesArbitrageGrid trading
Amberdata research

This market commentary interprets crypto option-implied distributions and volatility around the 2024 US election. It uses calibrated BTC options distributions to compare the market-implied chance of prices above $72,000 at the November 8 and December 27…

CryptoOptionsVolatilityDerivatives pricing
OctoBot

The document explains how to create an OctoBot custom profile by duplicating an existing profile, then choosing which evaluators, strategies, and trading modes it enables. A profile’s tentacle configuration records these selections and is updated when the…

Technical indicatorsCrypto
Amberdata research

This article recounts the 2025 Bybit theft and describes how the attackers reportedly compromised the Safe wallet interface, deceived signers, and changed the wallet implementation before moving the assets. It outlines subsequent laundering through…

CryptoOn-chain dataRisk managementMarket microstructure
Cryptohopper blog

The article explains how Bollinger Bands can help traders assess crypto volatility and possible market direction. The bands are described as a moving average with upper and lower boundaries typically set two standard deviations away. Narrowing bands indicate…

CryptoTechnical indicatorsVolatilityBreakout