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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

SuperMind

The article presents a notebook-based workflow for quantitative research: obtain exchange candlestick history through an API, store and inspect it with pandas, plot price and trade-flow measures, and build a Python backtest for multiple spot or perpetual…

CryptoPerpetual futuresBacktestingStatistics
OctoBot

The article compares five open-source tools for automating cryptocurrency trading: OctoBot, FreqTrade, Hummingbot, Jesse, and Superalgos. It describes their stated strengths, including strategy options, exchange compatibility, testing support, customization,…

CryptoMarket makingGrid tradingBacktesting
Hyperliquid docs

This documentation describes vaults built on HyperEVM using CoreWriter and precompiles. Builders can create and tokenize vaults with customizable accounting, and may follow standards such as ERC-4626. The described design supports onchain read and write…

CryptoOn-chain dataSpot marketsDeFi
NautilusTrader

The guide explains how NautilusTrader connects to Bybit for live market data and order execution across spot, linear and inverse contracts, and options. It describes product-specific symbol suffixes, instrument loading, and the differences among mainnet,…

CryptoExecutionMarket microstructureSpot markets
Hummingbot docs

This documentation explains how Hummingbot Gateway connects to Orca, a Solana-based decentralized exchange. It describes support for legacy automated market maker pools and Whirlpools, which use concentrated liquidity. Users configure a Solana wallet and…

CryptoDeFiOn-chain dataExecution
OctoBot

Staggered Orders is a grid-like trading mode intended for sideways markets. A trader sets upper and lower price bounds, along with a spread and increment; the system then calculates the buy and sell orders needed to cover that range and uses available funds.…

CryptoGrid tradingSpot marketsPortfolio construction
SuperMind

This recap of an Amberdata and Blockworks webinar discusses institutional participation in Bitcoin markets, with attention to derivatives, market structure, and the possible effects of a spot exchange-traded fund. It frames Bitcoin's 2023 performance and…

CryptoOptionsFuturesVolatility
Freqtrade

This Freqtrade strategy seeks long entries after short-term weakness while using a higher timeframe trend filter. On the five-minute chart, it looks for either a close near a recent low and below the lower Bollinger Band, or a multi-bar decline followed by a…

CryptoMean reversionTrend followingTechnical indicators
Kraken Learn

This beginner’s guide explains futures grid trading bots, which place long and short orders at preset price levels around a contract price. The approach aims to capture repeated movements within a range by systematically buying and selling, rather than…

CryptoFuturesGrid tradingRisk management
Amberdata research

The article explains how leveraged perpetual futures positions can be liquidated when traders fail to meet maintenance margin requirements. It treats liquidation data as forced buy or sell order flow that may reveal short-term market pressure, and describes…

CryptoPerpetual futuresMarket microstructureBacktesting
Amberdata research

This market snapshot reviews several crypto themes: a sharp contraction in AI-agent token capitalization alongside rebounds in a few assets, relative strength in DeFAI, and a newly announced WLFI fund focused on major crypto assets. It also discusses…

CryptoSentimentOn-chain dataTechnical indicators
Amberdata research

This podcast recap discusses how AI agents may interact with crypto assets and decentralized applications, alongside a vision for regulated DeFi that connects conventional banking with self-custodied digital assets. The guest describes agents as systems that…

CryptoDeFiMachine learningDerivatives pricing
MQL5 code base

This article compares five platforms for automating cryptocurrency trades: OctoBot, CryptoHero, 3Commas, Cryptohopper, and Pionex. It describes available approaches such as grid trading, dollar-cost averaging, signal following, market making, and AI-assisted…

CryptoGrid tradingMarket makingBacktesting
FMZ live strategies

This page records a live Binance futures robot identified as using a martingale strategy and running across numerous trading pairs. It presents a dashboard snapshot with account and strategy figures, including reported return, drawdown, win rate, fees,…

CryptoFuturesPerpetual futuresRisk management
Hummingbot docs

The document explains a market-making setting in which a bot replaces filled orders as soon as it has no active orders. During a sustained price move, repeatedly refreshing both sides can lead the bot to keep buying into a decline or selling into a rise,…

CryptoMarket makingExecutionRisk management
Amberdata research

This market commentary reviews crypto volatility conditions and options positioning in September 2023. It notes subdued equity volatility and low realized volatility in crypto, while describing rising put-wing implied volatility for a near-term Bitcoin…

CryptoOptionsVolatilityDerivatives pricing
FMZ forum

Automated trading uses software to monitor markets and place trades when predefined entry and exit conditions are met. Rules can range from simple moving average crossovers to custom strategies, with order types, timing, stops, and profit targets specified…

CryptoExecutionBacktestingRisk management
Amberdata research

This beginner-oriented guide recommends planning trades in advance, researching assets before buying, and avoiding impulsive decisions driven by hype or fear of missing out. It advocates diversification across crypto assets, monitoring Bitcoin as a possible…

CryptoRisk managementPosition sizingTechnical indicators
Amberdata research

This weekly crypto market report assesses a recovery in prices by combining spot performance with trading volume, volatility, open interest, funding, order book depth, ETF flows, stablecoin issuance, and DeFi credit measures. It interprets rising prices…

CryptoVolatilityMarket microstructureSentiment
Amberdata research

This market snapshot reviews several digital-asset areas: centralized exchange share, spot price moves, futures long-short ratios, DeFi lending activity, and blockchain transaction patterns. It describes Binance losing exchange-volume share after regulatory…

CryptoSpot marketsPerpetual futuresDeFi
Cryptohopper blog

The article explains how to estimate gains from cryptocurrency investments, trades, fiat conversions, and mining. Its basic method subtracts acquisition cost from sale proceeds to find gross profit, then deducts transaction and other costs—such as exchange…

CryptoSpot marketsRisk managementStatistics
NautilusTrader

The document explains how a trading system can represent a tokenized asset that tracks an external security, such as a stock or fund traded on a crypto venue. It defines the instrument’s identity, currencies, asset classification, price and quantity…

CryptoEquitiesSpot marketsMarket microstructure
Cryptohopper blog

This introductory guide surveys active and passive approaches to cryptocurrency trading. Its active strategies include day trading, swing trading, trend trading, and scalping. It distinguishes them by holding period, monitoring demands, and the kinds of…

CryptoTrend followingMomentumMarket microstructure