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
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

5,922 documents

MQL5 code base

The document describes the delivery of historical and current market and blockchain datasets through cloud storage, including data in a format suited to analytical workflows. The described coverage includes decentralized exchange trades and liquidity,…

CryptoDeFiOn-chain dataSpot markets
Amberdata research

This podcast overview traces Premia’s development from an early peer-to-peer options concept to a decentralized platform supporting order books, RFQ, pools, and vaults. The team’s traditional finance experience shaped its response to crypto-specific…

CryptoOptionsDerivatives pricingDeFi
Amberdata research

This article explains how liquidators can profit by repaying part of an undercollateralized Aave borrower’s debt and receiving collateral with a liquidation bonus. It introduces the health factor as the protocol’s solvency measure, describes how falling…

CryptoDeFiExecutionRisk management
Amberdata research

This market snapshot reviews regulatory developments in the United States and United Kingdom alongside trading activity across centralized exchanges, decentralized exchanges, lending protocols, and major networks. It argues that the approved FTX asset sales…

CryptoSpot marketsDeFiMarket microstructure
SuperMind

This beginner overview explains Chainlink as a decentralized oracle network that connects smart contracts with external data and computation. It describes data feeds, lower-latency data streams, cross-chain messaging, developer functions, automation, and…

CryptoDeFiOn-chain dataMarket microstructure
Amberdata research

This article presents Almanax’s approach to preventing blockchain exploits through AI-assisted code review and continuous security monitoring. The described system uses language models to examine code logic and potential attack surfaces, and is intended to…

CryptoMachine learningRisk managementDeFi
Amberdata research

This market commentary reviews Bitcoin and Ethereum options positioning alongside activity in oSQTH for the week covered. It describes several reported structures: a put spread financed with calls, a put risk reversal, a short-dated straddle sale, call…

CryptoOptionsVolatilityDerivatives pricing
Kraken Learn

The document gives a brief overview of four blockchain oracle networks: Chainlink, Pyth, API3, and Band Protocol. It describes their roles in supplying data to decentralized applications and notes that Chainlink also offers a protocol for transmitting data…

CryptoDeFiOn-chain data
Kraken Learn

Balancer is described as an Ethereum-based decentralized exchange protocol where liquidity providers deposit tokens into pools and receive a share of trading fees plus BAL incentives. Pools can hold as many as eight tokens, with weights set to define their…

CryptoDeFiSpot marketsMarket making
BigQuant

This article introduces Algorand as a smart-contract blockchain and explains its pure proof-of-stake consensus. Block creation uses a proposer-selection stage followed by a vote from randomly selected token holders; the article argues that stake-weighted…

CryptoDeFiMarket microstructure
Amberdata research

This market snapshot discusses legal and regulatory developments alongside trading conditions across centralized exchanges, decentralized exchanges, lending protocols, and blockchain networks. It describes a court ruling in Grayscale’s challenge to the SEC…

CryptoDeFiExecutionMarket microstructure
Amberdata research

This article explains how on-chain monitoring can help liquidity providers and DeFi teams detect contract risks and unusual pool activity. It outlines reentrancy, code flaws, and front-running as common vulnerabilities, then recommends tracking liquidity,…

CryptoDeFiOn-chain dataRisk management
Kraken Learn

The document compares crypto-backed borrowing options using custody model, borrowing rate, maximum loan-to-value, eligible collateral, borrow currency, liquidation terms, and security history. It distinguishes custodial services from non-custodial protocols,…

CryptoDeFiRisk management
Amberdata research

The document explains how DeFi borrowers pledge collateral worth more than their loans, creating a buffer against falling crypto prices. It discusses how lending platforms set overcollateralization ratios according to collateral risk, market conditions, and…

CryptoDeFiRisk managementPosition sizing
SuperMind

The article outlines buy-and-hold, day-trading, and swing-trading approaches for volatile altcoins, and describes stablecoins mainly as trading-pair assets, temporary havens, or inputs to yield farming. It distinguishes fundamental research, such as…

CryptoSpot marketsDeFiRisk management
Amberdata research

This report studies whether DeFi lending activity in USDC, USDT, and DAI is associated with Ethereum volatility. It estimates daily volatility with the Garman-Klass method, which uses open, high, low, and close prices, then applies Augmented Dickey-Fuller…

CryptoDeFiVolatilityStatistics
Hummingbot docs

The document compares three exchange designs used in digital asset markets. A central limit order book gathers maker orders, publishes available prices and quantities, and matches taker orders, often by price and then submission time. An RFQ process lets a…

CryptoMarket microstructureExecutionMarket making
Cryptohopper blog

This introduction explains stablecoins as crypto tokens designed to maintain a relatively steady value, often against a fiat currency or another asset. It describes three approaches: fiat-collateralized tokens backed by reserves of traditional currency;…

CryptoSpot marketsDeFiRisk management
Hummingbot docs

Gateway is middleware that lets Hummingbot interact with blockchain protocols through a standard interface. Its decentralized exchange connectors maintain connections to automated market makers and other protocols, integrate with their JavaScript software…

DeFiExecutionMarket microstructure
Kraken Learn

The article compares staking proof-of-stake tokens with earning interest by depositing crypto assets into lending platforms. Staking rewards are linked to network issuance and transaction fees, while savings interest reflects demand from borrowers. Staked…

CryptoDeFiRisk managementCarry
Amberdata research

This retrospective describes Ethereum’s transition from proof-of-work to proof-of-stake and reviews network operation, price, transaction activity, and gas fees in the following weeks. It reports that the network experienced no outage during the transition.…

CryptoDeFiVolatilityMarket microstructure
Amberdata research

This market snapshot discusses the early effects of US spot Bitcoin ETF approval across centralized exchanges, decentralized finance, lending, and blockchain networks. It reports that Coinbase gained share in key BTC pairs and interprets its USD and USDC…

CryptoSpot marketsDeFiMarket microstructure
Amberdata research

The article explains how liquid staking lets ETH holders stake through a provider and receive liquid staking tokens that represent deposited ETH and accrued rewards, net of fees. Those tokens can remain usable in trading, lending, and other DeFi activities.…

CryptoDeFiOn-chain data