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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
WonderTrader
14 documents
Alphalens
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

Amberdata research

This document introduces Curve as an automated market maker and lending protocol deployed on Ethereum and other layer 2 networks. Its pools can support multiple tokens, including tokens backed by underlying ERC-20 collateral. Multi-token pools may reduce the…

CryptoDeFiMarket microstructureExecution
FMZ forum

This document describes a multi-coin spot strategy for Binance and OK accounts, with configurable entry sizes, add-on signals, take-profit signals, and order execution. It distinguishes market-style tracking from limit orders: tracking can respond to…

CryptoSpot marketsGrid tradingPosition sizing
vn.py community

This article walks through a deliberately random directional strategy for dYdX. It selects long or short entries with equal probability, uses fixed profit and loss thresholds to exit, and increases the next order size after a loss while resetting size after…

CryptoFuturesBacktestingRisk management
Amberdata research

This digital-asset market snapshot combines derivatives positioning, spot activity, order-book liquidity, funding, ETF flows, stablecoin supply, and DeFi lending conditions to assess a reported Bitcoin short squeeze. It describes shorts being liquidated more…

CryptoPerpetual futuresMarket microstructureVolatility
Hummingbot docs

This article reviews a two-month program in which individuals used market-making bots to provide liquidity for the ONE token on Binance. It examines participation, filled order volume, user retention, activity by weekly cohorts, and the program’s share of…

CryptoMarket makingExecutionMarket microstructure
Kraken Learn

The document explains how traders read candlestick shapes and sequences as possible signals of changing market direction or pauses in an existing trend. It describes reversal formations such as pin bars, engulfing candles, stars, harami patterns, and…

CryptoTechnical indicatorsTrend followingMomentum
BigQuant

A BigQuant user asks why a strategy continues to submit buy orders even though the platform logs cancel them for insufficient cash. The example allocates a daily portion of portfolio value, reads the reported cash balance, calculates an order value, and…

FuturesCryptoRisk managementExecution
Hummingbot docs

These release notes describe changes to Hummingbot’s client and Gateway, including a refactor of decentralized exchange connectors and reliability work on exchange connections. For strategy developers, the main additions include controller risk controls such…

CryptoArbitrageBacktestingRisk management
OctoBot

The guide explains how to authorize OctoBot Cloud to trade through a Coinbase account using API credentials. The setup involves creating a key in Coinbase, choosing the intended wallet, enabling trading permission, adding OctoBot’s IP addresses to the key’s…

CryptoSpot marketsExecutionRisk management
Hyperliquid docs

HyperEVM divides transaction throughput across two interleaved block types: small blocks produced frequently and larger blocks produced less often. This design separates confirmation speed from block capacity, aiming to let users benefit from faster…

CryptoExecutionMarket microstructure
Amberdata research

This weekly market commentary reviews Bitcoin and Ether options positioning before a US inflation release in February 2023. It connects macro uncertainty and recent spot declines to implied volatility, realized volatility, term structure, and risk reversals.…

CryptoOptionsVolatilityDerivatives pricing
Hyperliquid docs

This document explains the conditions for enabling a token as a spot quote asset on Hyperliquid. Requirements include specified token precision, no deployer fee share, a USD peg mechanism, and liquidity thresholds across the quote token’s USDC and HYPE…

CryptoSpot marketsMarket microstructureRisk management
Amberdata research

This recap reviews Bitcoin and Ether options and volatility conditions in early April 2023. It tracks realized volatility, term structure, put and call skew, options flow, and dealer gamma positioning as a compact framework for reading the derivatives…

CryptoOptionsVolatilityDerivatives pricing
Amberdata research

This report reviews digital-asset market developments in Q4 2023 and gives an outlook for 2024. It discusses token prices, circulating supply, market capitalization, Bitcoin spot-exchange share and volume, and activity across blockchain networks and DeFi…

CryptoSpot marketsDeFiSentiment
Amberdata research

This market recap reviews BTC and ETH options conditions during a sharp spot-market selloff and rebound. It discusses realized and implied volatility, term structures, volatility carry, skew, relative value between ETH and BTC, options trading flows, and…

CryptoOptionsVolatilityDerivatives pricing
OctoBot

The document explains stablecoins as crypto tokens designed to hold value relative to an asset or asset basket, commonly a fiat currency. It outlines three broad designs: fiat-backed tokens supported by reserves, crypto-backed tokens that generally use…

CryptoSpot marketsRisk managementDeFi
Hummingbot docs

The document explains V1 strategies as configurable algorithmic trading templates that monitor trading pairs on one or more exchanges. It distinguishes strategy logic, which defines behavior in code, from user-set parameters such as spread and order size,…

Market makingArbitrageExecutionCrypto
Awesome Systematic Trading

The strategy compares two portfolios drawn from a basket of cryptocurrencies: one is rebalanced daily to equal weights, while the other starts equally weighted and is left to drift. It takes a long position in the rebalanced portfolio and a short position in…

CryptoPortfolio constructionArbitrageBacktesting
OctoBot

This guide explains how to run trading strategies against historical market data in OctoBot. The workflow is to select a profile, download data for the desired pairs and timeframes, run the backtest, and review the report. It describes how starting funds and…

BacktestingCryptoExecutionPortfolio construction
Kraken Learn

The document explains how conditional stop-loss and take-profit orders work for futures positions on Kraken Pro. A stop loss is intended to close a position if the market moves adversely through a chosen level; a take-profit order closes it at a specified…

FuturesCryptoRisk managementExecution
Amberdata research

This webinar overview describes a panel discussion about the development of digital asset markets and institutional participation. Its topics include market structure, regulation, trading technologies, institutional entry, and practical approaches to trading…

CryptoMarket microstructureExecution
Kraken Learn

This overview introduces rules-based crypto trading and distinguishes discretionary decision-making from systematic strategies that use indicators, algorithms, or automation. It explains dollar-cost averaging as recurring purchases at fixed intervals, then…

CryptoTechnical indicatorsBacktestingRisk management
OctoBot

This product guide explains a redesigned strategy interface with two parts: a viewer for examining and comparing strategies, and a creator for configuring new tests. The viewer presents performance metrics, behavior over time, and individual trade details.…

CryptoBacktestingPortfolio constructionExecution
FMZ live strategies

This live-robot dashboard records a crypto spot arbitrage system trading BTC/USDT across Gate and KuCoin, alongside a wider set of monitored assets. Its logs show paired buys and sells on the two venues, with the direction varying by trade. The displayed…

CryptoArbitrageSpot marketsExecution