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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

FMZ digest

The article explains a workflow for turning TradingView Pine strategy alerts into orders placed by a separate trading bot. TradingView sends a webhook request to an extended API, which forwards the request body as an interactive message to a running bot. The…

ExecutionFuturesSpot marketsTechnical indicators
FMZ digest

This tutorial explains how to connect TradingView alerts to an automated trading robot on the FMZ platform. It uses FMZ’s extended API to send a command to a selected robot, and describes restricting the API key to the command interface and encoding the…

CryptoExecutionTechnical indicatorsFutures
FMZ digest

This tutorial shows how to assemble a basic spot cryptocurrency strategy with visual programming blocks. It tracks a reference price and buys when the market rises by a threshold, using a share of the account’s quote currency; after a threshold decline, it…

CryptoSpot marketsMomentumBacktesting
FMZ digest

This beginner guide explains the building blocks of programmatic cryptocurrency trading. It distinguishes an exchange account from the account sections within an exchange, describes how an API lets software retrieve data and submit orders, and explains that…

CryptoSpot marketsExecutionRisk management
FMZ digest

This tutorial develops a simple spot arbitrage design that buys on the exchange with the lower price and sells on the one with the higher price. It explains practical requirements for implementing the idea: minimum and maximum order sizes, exchange price and…

CryptoSpot marketsArbitrageExecution
FMZ digest

This tutorial introduces block based programming for building trading strategies without writing conventional code. It explains how visual modules represent logic as connected blocks, then walks through creating a simple output program and a recurring…

CryptoSpot marketsBacktesting
FMZ digest

This article describes upgrades to a cryptocurrency spot arbitrage strategy operating across two exchanges. It adds separate spread thresholds for trading in each direction, uses order-book bid and ask prices with a slippage allowance, and caps hedge size by…

CryptoSpot marketsArbitrageExecution
FMZ digest

The article explains the AR price-momentum indicator, calculated as the ratio of summed high-minus-open ranges to summed open-minus-low ranges over a lookback window. It interprets readings around 100 as a balance point: higher readings suggest stronger…

CryptoSpot marketsMomentumTechnical indicators
FMZ digest

The document outlines a simple spot-market tool for attempting to buy a token as soon as its trading pair becomes available. It monitors the order book for data, then submits a configurable batch of concurrent limit buy orders with stepped prices and…

CryptoSpot marketsExecutionMarket microstructure
FMZ digest

This guide explains the settings exposed by FMZ’s MyLanguage trading class library, which lets users configure execution and order behavior when creating a trading bot. It compares bar-based execution, which evaluates strategy logic after a candle completes,…

FuturesSpot marketsExecutionPosition sizing
FMZ digest

The document shows how to subscribe to MEXC’s WebSocket trade stream from the FMZ platform and decode its binary Protocol Buffers messages into readable fields. It introduces the relevant message schema, demonstrates loading a JavaScript protobuf library,…

CryptoExecutionMarket microstructureHigh-frequency trading
FMZ digest

The document outlines a way to route TradingView alert webhooks directly to an FMZ robot. A small HTTP service runs alongside the robot, listens for POST requests, checks supplied access and secret keys, and translates a requested action and amount into spot…

ExecutionCryptoFuturesSpot markets
FMZ digest

This tutorial shows how to assemble a simple spot trading strategy from reusable visual programming modules. The strategy sets a reference price at startup, then buys a portion of available quote currency after a rise beyond a percentage threshold and sells…

CryptoSpot marketsMomentumBacktesting
FMZ digest

This tutorial introduces spot–futures hedging as a form of spread trading and uses a research environment to examine an example trade. The example concerns opening and closing a hedge between BTC/USDT spot and a quarterly futures contract, with separate…

CryptoFuturesSpot marketsArbitrage
FMZ digest

This tutorial outlines a spot-market approach for trying to buy a newly listed cryptocurrency as soon as an exchange makes its trading pair available. The program repeatedly checks for order-book data; once available, it submits a configured batch of limit…

CryptoSpot marketsExecution
FMZ digest

The document explains how a crypto spot–futures arbitrage idea based on spread mean reversion becomes more complicated in live trading. The proposed approach enters when the spread’s Z-score moves beyond a threshold and exits as it reverts, while an…

CryptoFuturesSpot marketsArbitrage
FMZ digest

This technical guide shows how to inspect liquidity positions represented by Uniswap V3 nonfungible position tokens. It outlines a sequence for finding the position manager, checking a wallet’s NFT balance, retrieving each token ID, and querying position…

CryptoDeFiSpot marketsExecution
FMZ digest

The article develops an upgrade to a cryptocurrency spot hedger operating across two exchanges. It adds separate spread thresholds for each trading direction, allowing the strategy to respond when price differences are persistently asymmetric and inventory…

CryptoSpot marketsArbitrageExecution
FMZ digest

The document explains how a strategy lessor can attach a short metadata string to a rental registration code and have the strategy interpret it as a usage tier. Its example assigns different maximum spot holdings to codes with different tier labels, while an…

Spot marketsRisk managementPosition sizing
FMZ digest

The document introduces a backtesting system for European-style Bitcoin options and explains how option contracts are identified, priced, traded, and monitored alongside spot or futures positions. Its examples sell a call while buying spot or futures, then…

CryptoOptionsFuturesSpot markets
FMZ digest

The document describes routing TradingView strategy alerts into an FMZ strategy through its built-in HTTP service. It outlines an approach using an expected signal message format, IP allowlisting and password checks, then validating fields such as exchange…

CryptoExecutionPerpetual futuresSpot markets
FMZ digest

The document introduces Value at Risk (VaR) as an estimate of portfolio loss over a chosen horizon and confidence level. It contrasts parametric, historical simulation, and Monte Carlo approaches, then walks through historical simulation: calculate portfolio…

CryptoRisk managementStatisticsPortfolio construction
FMZ digest

The article presents the AR ratio, which compares summed daily distances from the open to the high against distances from the open to the low over a rolling window. It interprets readings above or below 100 as signs of changing buying or selling pressure,…

CryptoSpot marketsMomentumTechnical indicators