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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

3,101 documents

OctoBot

Dollar-cost averaging (DCA) invests a fixed amount at regular intervals regardless of market price. The approach buys more units when prices are lower and fewer when they are higher, spreading entry points over time. The document presents it as a way to…

CryptoPosition sizingRisk managementSpot markets
FMZ forum

This teaching example outlines a basic arbitrage strategy for digital-asset spot markets across multiple exchanges. It gathers account balances and quotes, adjusts buy and sell prices for exchange fees, and compares venues to find opportunities to buy on a…

CryptoSpot marketsArbitrageExecution
Hyperliquid docs

This reference describes signed exchange actions for trading and account management on Hyperliquid. It explains how asset identifiers are derived from perpetual and spot metadata, and how subaccounts or vaults are accessed through a master account with a…

CryptoPerpetual futuresSpot marketsExecution
Kraken Learn

This page is an introductory guide to non-fungible tokens, pointing readers toward topics such as what NFTs represent, ways to buy them, collection rarity rankings, and blockchain gas fees. It also gives brief descriptions of example NFT collections and…

CryptoDeFiSpot markets
Amberdata research

The article compares the first 30 trading days of US spot Bitcoin and Ethereum ETFs, examining net flows, assets under management, issuer patterns, and asset prices. It reports substantial Bitcoin ETF inflows alongside redemptions from Grayscale, while…

CryptoMulti-assetSpot marketsEvent-driven
Amberdata research

This market snapshot reviews Coinbase’s crypto futures approval and Base’s launch alongside activity across centralized exchanges, decentralized exchanges, lending markets, and several blockchain networks. It reports declining exchange volumes and market…

CryptoSpot marketsDeFiPerpetual futures
OctoBot

The document explains HODL as a cryptocurrency-community term for retaining an asset through price fluctuations, in contrast with frequent short-term trading. It traces the term to a misspelling in a Bitcoin forum post during a market decline and describes…

CryptoSpot markets
FMZ forum

The document presents exchange limit order data as a way to monitor large crypto traders. It distinguishes resting limit orders from market orders, then describes tracking unusually large orders by price, size, direction, and duration. Its central premise is…

CryptoMarket microstructureFuturesSpot markets
Amberdata research

This notice describes global cryptocurrency reference rates calculated as volume-weighted moving averages across exchanges. Users can request a rate by asset symbol, aggregating across exchanges and cross-rate pairs, or by a specific trading pair,…

CryptoSpot marketsMarket microstructure
Kraken Learn

The document summarizes US federal tax treatment described for cryptocurrency staking. It says rewards are generally included as ordinary income when the recipient gains control, with their value at receipt serving as tax basis even when the tokens are…

CryptoSpot markets
Hyperliquid docs

The document explains how linked spot assets move between Hyperliquid’s HyperCore and HyperEVM. A token must first be linked to an EVM contract; transfers from Core use a sendAsset action directed to the token’s system address, while transfers from the EVM…

CryptoSpot marketsExecutionRisk management
Cryptohopper blog

This guide explains how decentralized finance yield farming works: users supply crypto assets to liquidity pools, lending markets, or other smart contract applications in exchange for trading fees, interest, or token rewards. It distinguishes liquidity…

CryptoDeFiSpot marketsMarket microstructure
FMZ forum

This annotated educational strategy describes hedging cryptocurrency spot exposure across multiple exchanges. It aims to exploit price differences by buying on the venue with the lower effective price and selling on the venue with the higher effective price,…

CryptoSpot marketsArbitrageMarket microstructure
FMZ forum

This tutorial extends a basic grid strategy to several cryptocurrency spot pairs and focuses on the engineering decisions needed to run it. It covers retrieving aggregated quotes and account balances, tracking assets and performance by pair, and assigning…

CryptoSpot marketsGrid tradingExecution
Stratmill research code

This example shows how to combine a spot BTCUSDT mid-price series with US dollar margined futures order book data in an hftbacktest simulation. It parses spot book ticker messages into local timestamps and mid prices, then, at each backtest timestamp,…

CryptoFuturesSpot marketsMean reversion
Amberdata research

This weekly snapshot reviews digital-asset activity from February 6 to 13, 2024. It compares centralized exchange volume in major Bitcoin quote pairs, decentralized exchange volumes, lending deposits and withdrawals, token-level depositor activity, and…

CryptoSpot marketsDeFiMarket microstructure
FMZ forum

This article explains a contrarian rebalancing strategy that keeps a Bitcoin position and cash at roughly equal market values. It begins with the broader stock-and-bond allocation idea, then applies it to a BTC account. When the asset values diverge beyond a…

CryptoSpot marketsMean reversionPortfolio construction
Binance API docs

This glossary explains terminology used by the Binance Spot API, including order types, order statuses, time-in-force settings, trade and allocation fields, balances, market data, and order-list structures. It distinguishes concepts such as limit and market…

CryptoSpot marketsExecutionMarket microstructure
Cryptohopper blog

The article explains how proof-of-work mining validates transactions and rewards miners, tracing the shift from home computers toward large operations using specialized ASIC hardware. It describes mining as increasingly difficult for small participants as…

CryptoRisk managementSpot markets
Amberdata research

This October 2023 snapshot reviews crypto market structure and activity alongside industry news. It reports shifts in centralized exchange volume share, including gains for Bybit and changes in Binance and OKX shares, while noting that aggregate exchange…

CryptoSpot marketsDeFiOn-chain data
Amberdata research

This weekly crypto snapshot links institutional news and regulatory developments with activity across centralized exchanges, decentralized exchanges, lending protocols, and blockchain networks. It describes spot Bitcoin ETF filings and a planned traditional…

CryptoSpot marketsDeFiOn-chain data
OctoBot

This guide explains how an exchange API key lets trading software interact with a cryptocurrency account without using the account’s email address or login password. In the OctoBot example, the key is used to read wallet balances and to view, place, and…

CryptoExecutionRisk managementSpot markets
Cryptohopper blog

The document explains how Bitcoin can be represented as an Ethereum ERC-20 token backed by BTC held on another network. This structure is intended to combine Bitcoin’s liquidity with Ethereum smart contracts, allowing the token to be used in decentralized…

CryptoDeFiSpot marketsRisk management
Hummingbot docs

This developer guide explains how an exchange connector tracks orders and reports their state changes to trading strategies. A buy or sell request returns a client-side identifier promptly while submission proceeds asynchronously. Tracking should begin…

ExecutionMarket microstructureSpot marketsPerpetual futures