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.
702 documents
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,…
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…
The document describes three high-frequency trading approaches through an example in which an institution splits a large stock order into smaller child orders. Liquidity rebate trading detects likely follow-on orders and provides liquidity to earn exchange…
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…
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,…
This document explains a single-pair spot market-making strategy. It places limit bids and asks at spreads from a reference price, then periodically refreshes orders. The description outlines a tick-based loop: check whether trading may proceed, obtain…
These reading notes survey high-frequency trading from market structure through strategy and infrastructure. They describe electronic order books, the roles of investors, market makers, arbitrageurs, and directional predictors, and how market makers earn…
The example outlines a limit-order market-making loop. It computes a midpoint from the best bid and ask, adjusts a reservation price using a forecast and an inventory-related risk term, then places bid and ask quotes around that price. It rounds quotes to…
This overview explains controllers as reusable, configurable components in Hummingbot Strategy V2. A controller receives market data such as order books, trades, and candles, then emits actions that direct a parent script to create or stop executors.…
This tutorial examines how probabilistic queue-position assumptions affect simulated limit-order fills and market-making results. It implements a grid quoting strategy based on a GLFT-style market-making model, estimates order-arrival intensity from observed…
This FORTS Expert Advisor places limit orders around the best bid and ask when its spread condition is met. The spread input is measured in minimum price steps, so the threshold is converted using the instrument’s tick size. Once an order is accepted and a…
This community guide explains the structure and workflow of a Hummingbot V1 cross-exchange market-making strategy. It describes how the strategy's periodic tick leads through market-pair checks, order profitability checks, and order creation, and outlines…
This example compares a grid market-making strategy in HftBacktest using CME market-by-order Level-3 data and Level-2 depth reconstructed from that same feed. Quotes are arranged around a reservation price that shifts with inventory, with position limits,…
A liquidity miner describes using automated market making on crypto pairs, drawing on a traditional finance background and several years of crypto trading. The approach is pure market making: set spreads, monitor inventory, and adjust parameters as…
This proposal describes changes to Hummingbot Foundation governance for Epoch 6. It would organize connector votes into four groups: centralized exchanges, decentralized order-book exchanges, automated market makers, and blockchain networks. The proposal…
These release notes describe Hummingbot 1.19.0, focusing on a developing modular strategy framework and early dashboard tools for managing bots and backtests. The framework separates market data candles, controllers that choose actions, and executors that…
This talk overview explains four broad approaches to quantitative trading: market making, statistical arbitrage, price prediction, and microstructure trading. Market makers post bids and offers to supply liquidity and seek to earn the spread, while managing…
This overview describes an automated cross-exchange market-making executor in the Hummingbot framework. The strategy seeks to capture price differences between venues or markets by placing a maker order on one side and executing against a taker market when…
This guide introduces the Avellaneda–Stoikov framework for setting bid and ask quotes while managing a market maker’s inventory. It describes a reservation price that shifts away from the mid-price according to inventory deviation, risk aversion, volatility,…
A liquidity miner describes using automated pure market making across cryptocurrency pairs in liquidity mining campaigns. His approach is to distribute capital across available pairs, use a spreadsheet to plan allocations, order sizes, balance limits, and…
This reference lists configurable controls for a pure market-making strategy and explains how to change them through the client’s configuration commands or by editing a strategy configuration file. It groups settings for quote levels and spacing, inventory…
HIP-2 describes an on-chain strategy for bootstrapping liquidity in newly deployed spot tokens quoted against USDC on Hyperliquid. A deployment specifies an initial price, order count and size, and how many levels begin as bids. Prices form a recursively…
This French-language overview compares five open-source tools for automating cryptocurrency trading: OctoBot, FreqTrade, Hummingbot, Jesse, and Superalgos. It describes their broad use cases and relative strengths, including configurable strategies, cloud or…
The document explains how decentralized exchanges can use liquidity pools instead of a conventional order book. Liquidity providers deposit crypto assets into smart contracts, creating reserves that traders can exchange against. Automated market maker…