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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

3,101 documents

Kraken Learn

The article distinguishes among spend-based crypto card cashback, staking rewards, and referral or sign-up bonuses under the U.S. tax treatment it describes. Cashback tied to a purchase is generally treated as a rebate rather than income. Staking rewards are…

CryptoSpot markets
Kraken Learn

The document presents perpetual futures funding rates as indicators of leveraged positioning as well as periodic payments. Sustained positive rates suggest crowded long exposure and may precede a pullback, while negative rates during a rising market can…

CryptoPerpetual futuresSpot marketsCarry
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 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
Binance API docs

This Binance spot API reference explains general REST behavior relevant to market-data retrieval and automated trading. It covers endpoint selection, chronological responses, timestamp units, request parameters, response and error codes, data sources, and…

CryptoSpot marketsExecutionMarket microstructure
OctoBot

This guide explains how to obtain exchange history for OctoBot Script backtests and how to reuse previously downloaded data. The fetch request is configured with a trading pair and candle interval, with optional settings for the starting timestamp, exchange,…

BacktestingCryptoSpot marketsFutures
Hummingbot docs

The document explains a grid trading executor that places buy and sell orders at evenly spaced prices between configured bounds. Each level has an order amount and take-profit target; the executor can handle spot or perpetual futures. It tracks level states…

Grid tradingExecutionRisk managementSpot markets
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
FMZ forum

This article explains a contrarian rebalancing strategy that maintains a target allocation between cash and Bitcoin. When Bitcoin’s value rises enough to move the portfolio away from its target balance, the strategy sells some BTC; when it falls enough, it…

CryptoSpot marketsMean reversionPortfolio construction
Binance API docs

Smart order routing can seek liquidity across eligible order books that share a base asset and use quote assets with a fixed one-to-one exchange rate. For a submitted symbol, the router scans configured books and takes available liquidity at the best prices.…

CryptoExecutionMarket microstructureSpot markets
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
FMZ forum

This installment explains two parts of a spot-market strategy. Its account routine estimates total account value using available and frozen balances, marks coin holdings at the best bid, and tracks the coin share of portfolio value. If that share moves…

CryptoSpot marketsMarket microstructureExecution
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
Hummingbot docs

This developer overview explains the components used to connect Hummingbot to spot and perpetual exchanges. It describes the exchange or derivative class, authentication, order book and user stream trackers, their data sources, and the order trackers that…

CryptoSpot marketsPerpetual futuresMarket microstructure
OctoBot

This educational overview explains stablecoins as crypto tokens designed to track the value of an asset or basket, often a fiat currency. It distinguishes fiat-collateralized tokens, backed by reserves; crypto-collateralized tokens, generally requiring…

CryptoSpot marketsMarket microstructureRisk management
FMZ forum

This short example describes a basic way to screen cryptocurrency listings using market data. It retrieves a listings dataset denominated in US dollars, then selects assets whose quoted price is below a very small threshold and whose reported 24-hour trading…

CryptoSpot marketsStatistics
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
Binance API docs

The document explains how to connect to Binance Spot Demo Mode through the API. Users first create an API key from the demo account interface, then use the standard Spot API documentation while directing requests to the demo endpoints. It lists the…

Spot marketsCryptoExecutionBacktesting
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
Kraken Learn

The document introduces Bitcoin's unspent transaction output model and contrasts it with account-based balance tracking. A wallet's spendable funds consist of previously created outputs. To make a payment, it selects one or more outputs as inputs, consumes…

CryptoSpot marketsMarket microstructure
NautilusTrader

This integration guide describes a Rust and Python adapter for connecting NautilusTrader to Coinbase Advanced Trade. It covers live market data and order execution for spot products and Coinbase Financial Markets derivatives, including perpetual swaps and…

CryptoSpot marketsPerpetual futuresFutures
Kraken Learn

The document describes reducing directional exposure in a crypto spot portfolio by shorting perpetual futures. A short position with notional value matching the spot holding is presented as an approximately delta-neutral hedge: losses in spot may be offset…

CryptoSpot marketsPerpetual futuresRisk management
Hummingbot docs

The release notes describe an update to Hummingbot’s hedge strategy. It can hedge multiple assets across multiple exchanges, size hedges by asset amount or quote-currency value, and use either spot or perpetual markets for monitored and hedge legs. The notes…

CryptoArbitrageSpot marketsPerpetual futures
FMZ forum

This tutorial introduces visual strategy construction through examples involving price changes, volume expansion, gaps, moving averages, MACD, and KDJ. Its main worked strategy applies threshold rebalancing between cash and Bitcoin: compare the market value…

CryptoSpot marketsGrid tradingPortfolio construction