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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 document introduces Sui as a Layer 1 blockchain built around low-cost transactions and scalability. Its central design choice is to represent assets as independent objects rather than account balances, which the text says can make transaction processing…

CryptoDeFiSpot marketsMarket microstructure
Kraken Learn

The document defines bull markets as sustained price advances and bear markets as extended declines. It links bullish conditions with optimism and increased buying, while bearish conditions are associated with pessimism and selling pressure. The suggested…

CryptoFuturesRisk managementSpot markets
FMZ forum

The document asks how to record a spot account’s available funds every fifteen minutes and plot the resulting time series. Its example repeatedly requests account information, selects the free USDT balance, appends that value to a list, redraws a chart,…

Spot marketsTechnical indicatorsRisk management
Binance API docs

This glossary explains terminology used by a spot-trading API, including market and limit orders, order states, balances, trade quantities, price fields, and time-in-force settings. It distinguishes base and quote assets, bid and ask data, and common order…

Spot marketsExecutionMarket microstructure
Binance API docs

This reference describes Binance’s Spot Testnet WebSocket API for requesting market and account data, placing and managing orders, and receiving user data stream events. It outlines JSON request and response structures, method categories, authentication…

CryptoSpot marketsExecutionMarket microstructure
Kraken Learn

The document describes a delta-neutral crypto strategy that pairs long spot holdings with an equal-notional short perpetual futures position. The matched positions are intended to offset broad price moves, leaving funding payments as the main source of…

CryptoArbitragePerpetual futuresSpot markets
Hyperliquid docs

The document explains how HyperEVM and HyperCore relate within the Hyperliquid blockchain. HyperEVM shares HyperBFT consensus with HyperCore, allowing applications on the EVM environment to interact with HyperCore’s spot and perpetual order books. The stated…

CryptoSpot marketsPerpetual futuresDeFi
FMZ forum

The document describes a way to retain Ether exposure for a possible fork token distribution while reducing exposure to changes in Ether’s market price. The proposed position pairs a spot Ether purchase with a sale of an Ether futures contract. It suggests…

CryptoFuturesSpot marketsArbitrage
MQL5 code base

This introductory guide explains cryptocurrency concepts such as blockchains, wallets, exchanges, and volatility, then outlines ways to begin investing. It distinguishes long-term holding from short-term trading and recommends researching assets, choosing a…

CryptoTechnical indicatorsRisk managementBacktesting
Binance API docs

This reference explains the account and order events delivered through Binance Spot Testnet user data streams. It describes balance position updates, deposit and withdrawal changes, order execution reports, order list status, stream termination, and external…

CryptoSpot marketsExecutionMarket microstructure
FMZ forum

The document explains funding payments as a mechanism used by perpetual futures to help keep contract prices anchored to spot when there is no expiry and settlement. It describes the usual payment direction: when funding is positive, longs pay shorts; when…

CryptoArbitragePerpetual futuresSpot markets
Amberdata research

This market snapshot reviews digital-asset developments around early January 2024, including conflicting reports about spot Bitcoin ETF decisions, a lending-protocol exploit, and Solana’s recovery. It interprets reported spot trading activity, decentralized…

CryptoSpot marketsDeFiOn-chain data
NautilusTrader

This example describes a live quoting strategy for the same crypto asset on OKX spot and perpetual swap markets. On startup it buys a small spot position, subscribes to quotes for both instruments, and places post-only bid and ask limit orders at…

CryptoSpot marketsPerpetual futuresMarket making
FMZ forum

The article explains how to inspect market-order results from a simulated BTC/USDT account using an exchange debugging tool and the Wex order history. In its examples, the standard average-price field is zero, while the first fill detail contains the…

CryptoSpot marketsExecutionStatistics
FMZ forum

The post describes a user’s issue with a simulated cryptocurrency spot backtest: its performance overview appears to classify buys as idle periods and does not record sells. The sample strategy uses a moving-average crossover, tracks position state with a…

CryptoSpot marketsBacktestingTechnical indicators
Lumibot strategies

This strategy maintains an equal-weight portfolio of Bitcoin and Ethereum using daily checks and monthly rebalancing. At each rebalance, it estimates target quantities from current portfolio value, divides value evenly between the two assets, and submits buy…

CryptoSpot marketsPortfolio constructionExecution
Amberdata research

This guide describes strategies that seek to collect funding payments in cryptocurrency perpetual futures while reducing exposure to price moves. A common setup pairs a short perpetual position when funding is positive with a spot holding as a hedge. It also…

CryptoArbitragePerpetual futuresSpot markets
Binance API docs

This technical reference describes Binance Spot testnet market data over binary WebSocket streams encoded with Simple Binary Encoding. It covers connection and authentication requirements, lowercase symbol names, subscription formats, timestamp units,…

CryptoSpot marketsExecutionMarket microstructure
NautilusTrader

A stop-market order waits for a specified trigger price and then submits a market order. Traders commonly use it to exit a long position with a sell order, cover a short with a buy order, or enter after a breakout. The document illustrates a BTC spot or…

ExecutionRisk managementCryptoSpot markets
Lumibot

The document explains Lumibot’s WEEX connection through its shared CCXT broker. The path is described as spot-oriented and auto-detected, with authentication requiring an API key, secret, and passphrase. It also states that WEEX does not offer a conventional…

CryptoSpot marketsPerpetual futuresExecution
Amberdata research

This market snapshot reviews BTC and ETH price movements, spot trading activity, ETF flows, DeFi activity, and Bitcoin holder behavior ahead of the April 2024 halving. It frames resistance levels and falling exchange volume and ETF demand as signs that…

CryptoSpot marketsOn-chain dataDeFi
FMZ forum

The author describes turning a strategy intended to earn money into one intended to accumulate bitcoin. The original approach bought cautiously and sold quickly; the reversed version spends most of its time holding the asset, sells cautiously, and buys more…

CryptoSpot marketsMean reversionRisk management
Cryptohopper blog

The guide explains that a quote currency is the asset used to buy another asset and received when selling it. It compares Bitcoin with USDT as quote currencies for cryptocurrency trading. BTC may suit traders who want their holdings to remain exposed to…

CryptoSpot marketsExecutionMarket microstructure
Amberdata research

This analysis estimates the cost basis of holdings across 11 spot Bitcoin ETFs using daily flow records since January 2024 and a FIFO assumption for outflows. It uses the resulting aggregate and price-level distributions to describe how institutional…

CryptoSpot marketsStatisticsMarket microstructure