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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

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
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
Hummingbot docs

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…

Market makingSpot marketsExecutionMarket microstructure
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
Kraken Learn

This overview explains Cardano as a Layer 1 blockchain for smart contracts and decentralized applications. It describes the separation between a settlement layer for ADA transactions and a computation layer for smart contracts, alongside Ouroboros, a…

CryptoDeFiDerivatives pricingSpot markets
FMZ forum

This tutorial explains how to add reusable template libraries to trading strategies and use a cryptocurrency spot-trading library. It demonstrates calling library buy and sell functions from interactive controls, while the template handles details such as…

CryptoSpot marketsExecutionMarket microstructure
NautilusTrader

This guide describes how NautilusTrader builds and maintains positions from fills. It covers signed exposure, average entry and exit prices, realized and unrealized PnL, commissions, funding adjustments, and closure when net quantity reaches zero. It…

ExecutionRisk managementPosition sizingPerpetual futures
Kraken Learn

This overview introduces PayPal USD (PYUSD), a stablecoin launched in August 2023 for the PayPal payment system. It explains the general collateralization model: an issuer holds reserve assets intended to match the value of tokens in circulation. According…

CryptoDeFiSpot markets
OctoBot

This article explains SAFU, short for Secure Asset Fund for Users, as an emergency fund established by Binance to help protect customer assets in extreme situations. It says the exchange created the fund in 2018 and allocated a portion of trading fees to it.…

CryptoRisk managementSpot markets
BigQuant

This weekly market note links macro conditions, Bitcoin exchange-traded fund flows, spot momentum, and options positioning. It reports that diminishing outflows from one fund and inflows to other funds accompanied a rise in Bitcoin, and discusses the…

CryptoOptionsVolatilityMomentum
Amberdata research

This podcast recap discusses institutional participation in crypto, the launch of U.S. spot Bitcoin ETFs, the more modest reception of Ethereum ETFs, and regulatory barriers to further products. It describes how financial advisers and smaller offices can…

CryptoSpot marketsUS marketsDeFi
Binance API docs

This reference explains how to connect to Binance Spot Testnet market data streams, subscribe or unsubscribe during a session, query subscriptions, and interpret common request errors. It describes raw and combined stream formats, connection and message…

CryptoSpot marketsMarket microstructureExecution
Cryptohopper blog

The guide explains what a crypto market ticker typically contains: last price, best bid and ask, rolling 24-hour change, high and low, volume, and a timestamp. It shows how these snapshots can support broad scans for top movers, unusual volume relative to a…

CryptoSpot marketsMarket microstructureArbitrage
Kraken Learn

This overview explains Ethereum’s Pectra hard fork through selected changes to execution and consensus layers. It highlights EIP-7702, which lets externally owned accounts temporarily use smart-contract functionality for a transaction, and describes…

CryptoSpot marketsMarket microstructure
Amberdata research

This market update reviews spot exchange activity, Uniswap v3 pool volumes, DeFi lending, and Bitcoin network indicators. It highlights stablecoin-to-asset pools as a major source of Uniswap v3 trading volume, and proposes tracking new stablecoins’ pool…

CryptoDeFiOn-chain dataSpot markets
FMZ forum

This tutorial develops an earlier cryptocurrency spot hedging bot for trading price spreads between two exchanges. It adds optional spot margin mode switching for Binance, separate trigger thresholds for trades in each direction, chart lines and live spread…

CryptoSpot marketsArbitrageExecution
Amberdata research

This podcast recap describes Cboe Digital’s crypto spot and derivatives exchange and clearinghouse. It lists spot markets in several major digital assets and notes the launch of Bitcoin and Ethereum futures. A central topic is futures margin clearing, which…

CryptoFuturesSpot marketsRisk management
Kraken Learn

A wrapped crypto asset is presented as a token backed one-to-one by an underlying asset, often one native to another blockchain or platform. Wrapping creates a tokenized representation that can be used on a network where the original asset is not directly…

CryptoDeFiSpot markets
Kraken Learn

BitTorrent distributes file sharing across participating computers: providers divide files into pieces, and requesters can obtain those pieces from multiple providers. The document describes BTT as an incentive and payment token intended to compensate…

CryptoSpot marketsDeFi
Hyperliquid docs

This document explains how Hyperliquid builder codes let an application builder charge a fee on fills from orders submitted on a user's behalf. Users first authorize a maximum fee for a builder; the authorization must come from the user's main wallet and can…

CryptoDeFiPerpetual futuresSpot markets
ProRealCode

This guide explains how a strategy developer can use metadata attached to a rental registration code to set different usage limits for different customers. The strategy reads the metadata at runtime and maps its value to a configured limit. The example uses…

Spot marketsRisk managementPosition sizingExecution