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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

Amberdata research

This crypto market snapshot examines trading and decentralized finance activity around the July 2023 Ripple v. SEC ruling. It describes the ruling’s distinction between XRP programmatic sales and institutional sales, then considers exchange volumes, market…

CryptoMarket microstructureDeFiSentiment
OctoBot

This document outlines a grid trading mode designed for relatively stable markets. It maintains buy and sell orders at configured intervals, aiming to capture small price movements. The grid can use fixed spacing and increments, be initialized from a chosen…

Grid tradingSpot marketsExecution
Hyperliquid docs

The document explains how an EVM layer can read current trading and account information from a connected exchange core, including positions, balances, vault equity, staking data, oracle prices, and block height. It describes the consistency guarantee for…

CryptoExecutionMarket microstructureSpot markets
Binance API docs

This reference describes Binance spot market WebSocket streams for trades, aggregated trades, candles, ticker statistics, best bid and ask quotes, and order book updates. It explains raw and combined stream formats, subscription controls, timestamps, update…

CryptoSpot marketsMarket microstructureExecution
FMZ forum

This post reports a data-quality question about one-minute BNB/USDT candles retrieved through a trading platform’s GetRecords interface. The author compares a candle for a specified minute in August 2018 with Binance’s displayed data. Open, high, low, and…

CryptoSpot marketsMarket microstructureStatistics
Amberdata research

This weekly snapshot reviews crypto regulatory developments alongside spot market, decentralized exchange, lending, and network activity. It reports that centralized and decentralized exchange volumes remained below their 2022 peaks, with a modest lift in…

CryptoSpot marketsDeFiOn-chain data
Cryptohopper blog

This overview explains decentralized finance as blockchain-based financial services that can operate without conventional central intermediaries. It describes three ways crypto holders may seek income: yield farming, staking, and lending. Yield farmers…

DeFiCryptoSpot markets
Kraken Learn

This overview explains Bitcoin’s basic design and use. It describes public and private keys, peer-to-peer nodes, proof-of-work mining, block validation, and the protocol’s capped supply. Miners compete to propose blocks and receive newly issued coins and…

CryptoSpot marketsOn-chain dataRisk management
Kraken Learn

The document distinguishes coins, which are native assets of base-layer blockchains, from tokens, which are issued through applications and services built on those networks. It explains that coins may be used for transfers, value storage, and network…

CryptoDeFiSpot markets
FMZ forum

This tutorial presents a two-way Bitcoin spot strategy using MACD crossovers for entries and exits, with a stop that adjusts as price moves favorably. It defines bullish and bearish signals using the relationship between MACD’s DIF and DEA lines, their…

CryptoSpot marketsTechnical indicatorsRisk management
Jesse

This report summarizes a Binance BTC-USDT daily-candle backtest covering January 2019 through January 2021. The strategy recorded 155 closed trades and one open trade. The displayed metrics include an 89.77% net profit, 22.4% maximum drawdown, 37.64% annual…

CryptoSpot marketsBacktestingRisk management
Amberdata research

This report examines Bitcoin spot liquidity across six market regimes, focusing on the October liquidation cascade. It tracks order book depth at several distances from mid-price, exchange volume shares, and a composite resilience measure based on depth…

CryptoMarket microstructureExecutionRisk management
FMZ forum

This tutorial explains how to collect market data for many trading pairs through aggregated exchange endpoints and organize it for a multi-symbol strategy. Using Binance futures and Huobi spot as examples, it shows how to normalize different response formats…

CryptoFuturesSpot marketsExecution
Kraken Learn

The document explains Lightning as a Bitcoin layer that moves payments through off-chain channels, with channel opening and closing settled on the base chain. It contrasts this approach with ordinary on-chain transfers: Lightning can support faster,…

CryptoSpot marketsMarket microstructure
Amberdata research

This market snapshot reviews digital-asset activity around the period following Bitcoin spot ETF filings. It describes spot trading volumes as returning toward typical levels while Bitcoin and Ether prices remained above the levels cited in the report. It…

CryptoSpot marketsDeFiMarket microstructure
Amberdata research

This article explains how crypto order book heatmaps display resting limit orders across price and time, and how traders can use them to inspect apparent supply, demand, and liquidity. It describes combining books from centralized exchanges and comparing…

CryptoMarket microstructureSentimentSpot markets
Hummingbot docs

The document introduces a connector for Perpetual Protocol and an automated strategy intended to trade price differences between perpetual contracts and spot markets. It describes comparing perpetual venues, including decentralized and centralized futures…

CryptoArbitragePerpetual futuresSpot markets
Amberdata research

This overview explains how centralized exchange spot-volume dashboards can be used to examine market activity across exchanges, quote currencies, stablecoins, and frequently traded tokens. It describes comparing total volume and exchange shares, then…

CryptoSpot marketsOptionsMarket microstructure
Kraken Learn

The article addresses the criticism that bitcoin lacks intrinsic value because it is not backed by a government or reserve of assets. It acknowledges that bitcoin differs from traditional currencies and from stablecoins backed by cash or other real-world…

CryptoSpot markets
Hummingbot docs

This developer guide lists the exchange interfaces needed to build spot and perpetual connectors for a trading client. Core REST functions include retrieving trading rules, checking service status, reading open orders and balances, and creating orders;…

ExecutionMarket microstructurePerpetual futuresSpot markets
BigQuant

This guide walks through preparing an XRP Ledger account for use with Hummingbot, importing the account into a wallet app, connecting the connector, and checking balances. It also describes editing connector settings to use custom markets or node endpoints.…

CryptoMarket makingExecutionSpot markets
Cryptohopper blog

The article recounts the emergence of Bitcoinmarket.com, describing its proposal on the Bitcointalk forum and launch in 2010 as an early venue for exchanging US dollars and bitcoin. It notes that bitcoin had no widely agreed market price beforehand and gives…

CryptoSpot marketsMarket microstructureRisk management
Cryptohopper blog

The article introduces stablecoins as cryptocurrencies designed to track another asset, often the US dollar or a commodity. It explains the basic idea of backing tokens with reserves and describes how traders may use dollar-linked tokens to hold value…

CryptoSpot marketsMarket microstructureRisk management
FMZ forum

The document describes a simple cryptocurrency spot trade-following bot. It treats one exchange account as the reference and periodically compares its current token balance, including frozen holdings, with the previous reading. An increase signals a buy and…

CryptoSpot marketsExecutionMarket microstructure