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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

Binance API docs

This reference explains how to connect to Binance’s SBE market-data WebSocket service and what the streams provide. It covers real-time trade events, best bid and ask updates, incremental order-book depth updates, and periodic snapshots of the top levels.…

CryptoSpot marketsMarket microstructureExecution
OctoBot

This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…

CryptoVolatilitySentimentRisk management
MQL5 code base

The document describes two strategies using an adaptive baseline and volatility bands. For momentum breakouts, it calls for a candle close beyond an outer band and a baseline color indicating the same direction; the trade is held until the baseline changes…

ForexCryptoTrend followingMean reversion
Amberdata research

This mid-week recap summarizes derivatives conditions in Bitcoin and Ether as of April 21, 2023. It reports stable Bitcoin 10-day realized volatility in the low 30s while attention shifted toward Ether, and describes term structures for both assets as moving…

CryptoOptionsVolatilityDerivatives pricing
Lumibot

This overview describes ways traders and liquidity providers can use decentralized exchange data to understand automated market maker pools. Pool depth and composition can be visualized to estimate capital distribution, likely slippage, and price impact.…

DeFiCryptoExecutionMarket microstructure
Amberdata research

This guide explains how to run a Python trading strategy backtest with LumiBot, choose a historical data provider, configure dates and sources, and review generated output. It describes ThetaData, Yahoo Finance, Polygon, custom Pandas data, and Polymarket…

BacktestingEquitiesOptionsCrypto
BigQuant

This article presents the 1-2-3 rule as a practical interpretation of Dow Theory’s trend-reversal logic, associated with Victor Sperandeo rather than a term used by Charles Dow himself. For an uptrend, it describes three signs: a trendline break, a rally…

Trend followingTechnical indicatorsRisk managementCrypto
Amberdata research

This webinar recap reviews digital-asset market indicators around Q2 2024, covering Bitcoin exchange-traded fund flows, spot trading, DeFi lending, blockchain transfers, and tokenized real-world assets. It reports that Bitcoin ETF flows cooled in Q2, with…

CryptoSpot marketsDeFiOn-chain data
Hyperliquid docs

HyperCore provides native multisig account control, allowing several existing users to authorize actions for one account. A user converts an account by specifying its authorized signers and the minimum number of signatures required. After conversion, actions…

CryptoRisk managementExecution
Kraken Learn

This overview describes several ways to trade short-term moves in continuously open crypto markets. It groups trend following and momentum among simpler approaches, then discusses range trading, breakouts and news-driven volatility. More demanding methods…

CryptoTrend followingMomentumBreakout
Freqtrade

This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…

CryptoMean reversionTechnical indicatorsRisk management
Kraken Learn

The document explains how fiat-backed stablecoins aim to maintain a one-to-one value with currencies such as the U.S. dollar or euro, using fiat funds or cash-equivalent assets as reserves. It describes their roles as trading media, DeFi collateral,…

CryptoDeFiRisk managementSpot markets
Amberdata research

The document reviews crypto market conditions ahead of the Bitcoin halving and discusses how macroeconomic pressure may affect sentiment and options pricing. It points to higher Treasury yields and a stronger dollar as headwinds while noting that implied…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The webinar summary addresses how to estimate option values in newer crypto markets where liquid options data may be sparse or absent. It describes Amberdata’s approach as using liquid equity options as a reference for generating implied volatility surfaces,…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This conference recap describes themes reported at Consensus Hong Kong 2025, including greater institutional participation in digital assets, regulatory developments, and interest in combining blockchain with artificial intelligence. It says Hong Kong's…

CryptoDerivatives pricingMarket microstructureChina markets
FMZ forum

A trader asks why MACD golden-cross detection sometimes disagrees with a charting exchange during five-minute backtests. The comparison covers both simulated and live tickers over a two-day period. The trader reports that some cross signals were incorrectly…

CryptoTechnical indicatorsExecutionStatistics
FMZ forum

The post asks how to identify the perpetual futures pairs with the largest 24-hour percentage price changes from exchange ticker data. The example response is a list of market records containing symbols and percentage changes, along with other fields such as…

CryptoPerpetual futuresMomentum
Amberdata research

This podcast recap discusses Bitcoin’s volatility and derivatives market conditions around a sharp price decline and subsequent stabilization. It introduces implied volatility and volatility compression, and describes a reported contrast between elevated…

CryptoVolatilityOptionsDerivatives pricing
Cryptohopper blog

The document outlines two ways to exit a profitable crypto trade: choose a fixed take-profit level or trail a stop-loss as the market moves. A fixed target might be based on resistance, a previous swing high, a round-number price, or a set distance from…

CryptoRisk managementExecution
Hummingbot docs

The document explains an algorithmic strategy as a repeated cycle of collecting market and account data, processing it, and placing or cancelling orders. In Hummingbot, strategies read exchange data and user state on each clock tick, then apply logic…

CryptoExecutionMarket microstructure
Freqtrade

This Freqtrade strategy combines a 14-period Relative Strength Index with 20-period Bollinger Bands calculated from typical price using two standard deviations. It enters a long position when RSI is below 30 and the close is below the lower band, treating…

CryptoTechnical indicatorsMean reversionRisk management
FMZ forum

This article presents a modified high-frequency “profit harvester” concept for a one-way crypto perpetual-futures market. It tracks recent trades and order-book prices, then compares a short-term weighted price estimate with recent highs or lows. A move…

CryptoPerpetual futuresHigh-frequency tradingBreakout
Kraken Learn

The article surveys passive-income approaches for crypto holders, focusing on staking proof-of-stake assets and lending stablecoins. Staking can generate rewards while leaving the holder exposed to changes in the token’s market price; lending stablecoins can…

CryptoDeFiRisk management
FMZ forum

This forum post reports a rejected Bitcoin sell order on an OKCoin futures account. The submitted quantity was 5.99 BTC, and the exchange response said that the order quantity must be a multiple of the lot size. The accompanying logs show the displayed…

CryptoFuturesExecutionMarket microstructure