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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

Freqtrade

This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…

CryptoTechnical indicatorsMean reversionMulti-asset
Cryptohopper blog

The document explains crypto futures as contracts tied to an underlying asset, contrasting them with spot trading. It describes how traders may take long or short positions based on an expected price rise or fall, and illustrates a short trade in Bitcoin:…

CryptoFuturesDerivatives pricingRisk management
Hummingbot docs

These release notes describe trading infrastructure changes in Hummingbot 2.12. Dynamic order book initialization loads books only for trading pairs in use, which the notes say can reduce startup time and memory use for bots configured across many pairs. The…

CryptoPerpetual futuresSpot marketsExecution
Amberdata research

This report section examines Ethereum’s 2024 market structure using ownership concentration, holder and supply buckets, liquid balances, and valuation measures such as MVRV and NUPL. It compares Ethereum’s concentration patterns with Bitcoin’s and discusses…

CryptoOn-chain dataStatisticsSentiment
Amberdata research

This market commentary interprets crypto options conditions ahead of the U.S. election, focusing on Bitcoin and Ethereum realized volatility, implied volatility, skew, term structure, and relative performance. It describes realized volatility as stable while…

CryptoOptionsVolatilityFutures
FMZ forum

This beginner guide introduces common programmed trading approaches: arbitrage, trend following, grid or return strategies, and high-frequency trading. It also distinguishes system designs that handle one or many symbols, accounts, or strategy logics. For…

CryptoArbitrageTrend followingGrid trading
Hyperliquid docs

This documentation explains that Hyperliquid index perpetual contracts use a calculated index as the underlying reference instead of a spot asset price. Validators periodically publish index values to the chain, and the median of their reports substitutes…

CryptoPerpetual futuresDerivatives pricingMarket microstructure
NautilusTrader

This reference explains how to model an exchange-defined crypto futures spread as one tradable instrument. It lists required metadata such as the underlying asset, quote and settlement currencies, venue symbol, strategy type, activation and expiration times,…

CryptoFuturesDerivatives pricingMarket microstructure
FMZ guides

This reference describes the fields used by FMZ trading data structures, including market trades, tickers, candlestick records, orders, and conditional-order configurations. It covers identifiers, timestamps, prices, quantities, volume, open interest, order…

ExecutionMarket microstructureBacktestingCrypto
Amberdata research

This market commentary reviews Bitcoin and Ethereum options conditions, covering realized and implied volatility, carry, skew term structures, and relative value. It reports that realized volatility rose, implied volatility did not keep pace in Bitcoin as…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

The document outlines nontraditional ways to study NFT projects, using CryptoPunks as its example. It proposes tracking unique holder wallets to gauge ownership distribution and concentration, and first-time buyers to assess whether new participants are…

CryptoOn-chain dataStatisticsSentiment
OctoBot

The document explains automated trading bots as programs that use market or other data to analyze conditions and place trades under a configured strategy. It describes potential benefits such as faster, more frequent execution and less emotion-driven…

CryptoEquitiesForexGrid trading
Amberdata research

The article outlines how Amberdata datasets can be accessed through Snowflake, Google Analytics Hub, and Databricks. It frames these integrations as a way for institutional researchers and traders to work with historical and fresh digital-asset data using…

CryptoOn-chain dataDeFiMarket microstructure
Amberdata research

This market report surveys Bitcoin’s first quarter of 2025, linking sharp price movements to macroeconomic developments, regulatory news, security events, and institutional activity. It discusses a peak near $109,000, subsequent pullbacks, a major exchange…

CryptoOn-chain dataSentimentVolatility
Cryptohopper blog

The document introduces the information in a candlestick: the open and close define its body, while the high and low define its wicks. It classifies candles as bullish, bearish, or neutral by comparing closing and opening prices. These descriptions apply to…

CryptoTechnical indicatorsMomentum
Amberdata research

This market commentary connects Federal Reserve easing, Bitcoin price prospects, spot ETF adoption, and options volatility. It contrasts a possible short-term volatility surge with a longer-term decline as institutional ownership grows. For a bullish…

CryptoOptionsVolatilityDerivatives pricing
Binance API docs

The document explains how an exchange prevents orders from the same account or trade group from matching. It describes six modes: allowing a match, expiring the taker or maker remainder, expiring both, decrementing both orders’ available quantities, and…

CryptoExecutionMarket microstructureRisk management
Kraken Learn

The document describes Humanoids, an Ethereum-based NFT collection of robotic characters, and outlines its two editions: Gen 1 and Gen 1.1. It compares the collection’s visual and collectible framing with CryptoPunks, while emphasizing its polished 3D…

CryptoOn-chain dataDeFi
Hummingbot docs

These release notes describe updates to Hummingbot, an open-source crypto trading platform. Trading-relevant changes include market-order support on selected exchange connectors, new exchange and blockchain integrations, and example scripts for equal-weight…

CryptoArbitragePortfolio constructionExecution
Amberdata research

The article argues that a US November CPI release may be unreliable because a government shutdown disrupted price collection: October data was not gathered, November collection began late, and some figures relied on carried-forward data. It contrasts the…

CryptoVolatilityMarket microstructurePerpetual futures
Amberdata research

This market commentary links a decline in US yields and expectations of a possible soft landing with gains in Bitcoin, Ether, and gold. It reviews the coming employment and central bank events, then interprets crypto options activity: traders appeared…

CryptoOptionsVolatilityDerivatives pricing
Kraken Learn

The document defines crypto trading signals as alerts, supplied manually or algorithmically, that can identify potential entries, exits, and risk levels. Their stated purpose is to help traders act on trade ideas without having to develop every idea…

CryptoRisk managementExecution
Amberdata research

This market snapshot links a sharp crypto price swing with changes in centralized exchange activity, DeFi lending flows, and miner behavior. It reports that spot trading volumes recovered after a brief decline, with Binance gaining share and Bybit trading…

CryptoSpot marketsVolatilityOn-chain data
Kraken Learn

The document explains restaking as a way to extend security from a staked crypto asset to additional blockchain services, such as oracle networks, data availability layers, and bridges. It contrasts this arrangement with staking that keeps assets dedicated…

CryptoDeFiRisk management