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Zināšanu bibliotēka

Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

Quant Q&A
Dokumentu skaits: 20,364
SuperMind
Dokumentu skaits: 12,226
OKX Learn
Dokumentu skaits: 8,431
Strategy library
Dokumentu skaits: 7,910
MQL5 code base
Dokumentu skaits: 7,090
BigQuant
Dokumentu skaits: 3,481
Bitget Academy
Dokumentu skaits: 3,298
MQL5 articles
Dokumentu skaits: 3,012
TradingView scripts
Dokumentu skaits: 1,976
ProRealCode
Dokumentu skaits: 1,507
Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
Dokumentu skaits: 1,033
Amberdata research
Dokumentu skaits: 766
FMZ forum
Dokumentu skaits: 682
FMZ digest
Dokumentu skaits: 662
vn.py community
Dokumentu skaits: 560
QuantInsti blog
Dokumentu skaits: 511
Galaxy Research
Dokumentu skaits: 340
QuantStart
Dokumentu skaits: 246
Stratmill research code
Dokumentu skaits: 219
Robot Wealth
Dokumentu skaits: 195
NautilusTrader
Dokumentu skaits: 191
Hummingbot docs
Dokumentu skaits: 181
Paradigm research
Dokumentu skaits: 175
Lumibot
Dokumentu skaits: 164
Kraken Learn
Dokumentu skaits: 163
Kvantitatīvās tirdzniecības kursu bibliotēka
Dokumentu skaits: 157
OctoBot
Dokumentu skaits: 152
Cryptohopper blog
Dokumentu skaits: 144
Systematic trading blog (Rob Carver)
Dokumentu skaits: 132
Qlib
Dokumentu skaits: 116
TqSdk
Dokumentu skaits: 86
Quantpedia
Dokumentu skaits: 86
Hyperliquid docs
Dokumentu skaits: 79
Freqtrade
Dokumentu skaits: 68
Hudson & Thames
Dokumentu skaits: 62
Awesome Systematic Trading
Dokumentu skaits: 61
backtrader
Dokumentu skaits: 54
vn.py
Dokumentu skaits: 50
Binance API docs
Dokumentu skaits: 45
Quantopian lekcijas
Dokumentu skaits: 45
FMZ guides
Dokumentu skaits: 38
pysystemtrade
Dokumentu skaits: 34
Freqtrade docs
Dokumentu skaits: 32
quant-trading
Dokumentu skaits: 31
FinRL
Dokumentu skaits: 28
Zipline
Dokumentu skaits: 22
FMZ live strategies
Dokumentu skaits: 21
Jesse
Dokumentu skaits: 17
pyfolio
Dokumentu skaits: 16
Alphalens
Dokumentu skaits: 14
WonderTrader
Dokumentu skaits: 14
backtesting.py
Dokumentu skaits: 11
Technical Analysis
Dokumentu skaits: 9
QTPyLib
Dokumentu skaits: 8
QuantRocket
Dokumentu skaits: 7
Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 181

Hummingbot docs

The document describes a liquidity mining scheme for compensating market makers according to how much liquidity they provide. Rewards are divided across regular order book snapshots, so a participant must have orders present at a snapshot to earn from it.…

KriptoaktīviTirgus veidošanaTirgus mikrostruktūraRīkojumu izpilde
Hummingbot docs

This article derives adaptations of the Avellaneda–Stoikov limit-order market-making model for a crypto trading bot. It starts with the reservation price, which shifts relative to the mid-price according to inventory, risk aversion, volatility, and time…

KriptoaktīviTirgus veidošanaSvārstīgumsRiska pārvaldība
Hummingbot docs

This connector guide explains how Hummingbot connects to Hyperliquid's central limit order book for spot and perpetual markets. Both connectors use WebSocket connections and support limit, maker-limit, and market orders; the perpetual connector supports…

KriptoaktīviTūlītējo darījumu tirgiPerpetuālie nākotnes līgumiRīkojumu izpilde
Hummingbot docs

The document describes a cross-exchange market-making strategy that posts limit orders on a less liquid maker market and hedges filled orders on a more liquid taker market. Maker prices are intended to leave at least a configured minimum profitability…

KriptoaktīviTirgus veidošanaRīkojumu izpildeRiska pārvaldība
Hummingbot docs

This Hummingbot guide explains how a market-making strategy can price orders from the current order book, another exchange and trading pair, or a custom API. Available references include the mid price, last traded price, the bot's last trade, best bid, best…

KriptoaktīviTirgus veidošanaRīkojumu izpildeTirgus mikrostruktūra
Hummingbot docs

These release notes describe Hummingbot version 1.12.0, including the first phase of a module for controlling multiple bot instances remotely. The design uses MQTT messaging between bots and a broker, enabling remote commands such as starting or stopping…

KriptoaktīviRīkojumu izpildeRiska pārvaldībaPerpetuālie nākotnes līgumi
Hummingbot docs

This roadmap sets out plans to develop Hummingbot from a market-making client into a framework for building and running cross-venue algorithmic strategies. Priorities include improving support for selected centralized and decentralized exchange connectors,…

KriptoaktīviTirgus veidošanaRīkojumu izpildeTehniskie indikatori
Hummingbot docs

This architecture overview describes how Gateway connectors can expose decentralized exchange operations through a consistent interface. A connector coordinates configuration, SDK access, and protocol methods; route handlers validate incoming HTTP requests,…

KriptoaktīviDeFiRīkojumu izpilde
Hummingbot docs

This document describes Hummingbot’s Gemini spot connector, which connects to a centralized exchange order book through REST and WebSocket interfaces. It lists supported order types and gives basic steps for creating trading API credentials and connecting…

KriptoaktīviTūlītējo darījumu tirgiRīkojumu izpildeTirgus mikrostruktūra
Hummingbot docs

This guide explains how to connect a MetaMask wallet to Dexalot’s Avalanche subnet, install Hummingbot and Gateway, and configure a simple ALOT-USDC market-making bot. It covers funding the subnet portfolio, setting credentials, linking the wallet, choosing…

KriptoaktīviTirgus veidošanaRīkojumu izpildeRiska pārvaldība
Hummingbot docs

This article describes ways to adjust market-making configurations for range-bound, rising, and falling markets. In a range, it proposes estimating the price span to capture and splitting that span between bid and ask offsets around the midpoint. It also…

Tirgus veidošanaRīkojumu izpildeRiska pārvaldībaSvārstīgums
Hummingbot docs

This Hummingbot guide explains how to cap the amount of a token that bots may use from an exchange or wallet. The feature is useful when multiple bots share an account and token, since it can constrain each bot’s usable balance. The guide describes setting a…

KriptoaktīviTirgus veidošanaRiska pārvaldībaPozīcijas apjoma noteikšana
Hummingbot docs

Hummingbot release 1.18.0, dated July 24, 2023, introduced platform and connector changes relevant to automated trading. The release upgraded the software to Python 3.10, added direct Uniswap pool quoting through QuoterV2 as an alternative to router-based…

KriptoaktīviRīkojumu izpildeTehniskie indikatoriSekošana tendencei
Hummingbot docs

This guide describes a workflow for managing Hummingbot trading bots through its Dashboard: connect exchange credentials, review portfolio holdings, configure a strategy controller, backtest the configuration, and deploy and monitor bot instances.…

KriptoaktīviVēsturisko datu pārbaudeRīkojumu izpildeRiska pārvaldība
Hummingbot docs

The document explains Hummingbot’s configurable tick size, the interval at which its clock calls strategy components for another iteration. Connectors and strategies inherit from a time-iterator component, and the clock notifies these components on each…

Rīkojumu izpildeAugstas frekvences tirdzniecība
Hummingbot docs

This introduction explains arbitrage as buying an asset in one market and selling it in another to capture a price difference. A banana-trading example illustrates the basic economics, while a USD-JPY example shows how a trade on one exchange can create a…

ArbitrāžaKriptoaktīviRīkojumu izpildeTirgus mikrostruktūra
Hummingbot docs

Hummingbot 1.21.0 release notes describe changes to the trading engine, Dashboard, and Gateway. A key operational change is that startup pair discovery now queries exchanges where the user has configured API keys, plus paper trading venues. A setting can…

KriptoaktīviRīkojumu izpildeTirgus mikrostruktūra
Hummingbot docs

This paper explains why liquidity in digital asset markets is concentrated in a small number of assets and venues, then presents Hummingbot as open-source software intended to make automated market making more accessible. It describes quoting bids and asks,…

KriptoaktīviTirgus veidošanaArbitrāžaRīkojumu izpilde
Hummingbot docs

The document explains a kill switch that stops a trading bot when its calculated performance crosses a user-set profit or loss threshold. The threshold can be configured in the bot or its client settings file, and the performance calculation follows the same…

Riska pārvaldība
Hummingbot docs

The document explains how a candle feed combines historical and live exchange data to maintain a rolling OHLCV window. Traders can configure the data source, trading pair, candle interval, and maximum number of stored records, then use the resulting data…

Vairāku aktīvu tirdzniecībaTehniskie indikatoriRīkojumu izpilde
Hummingbot docs

This article introduces an automated arbitrage approach that compares prices on Balancer, an Ethereum automated market maker, with prices on centralized order-book exchanges. It describes a bot that monitors for differences and can buy on one venue while…

KriptoaktīviArbitrāžaRīkojumu izpildeTirgus mikrostruktūra
Hummingbot docs

The document describes a partnership between Hummingbot and Binance focused on attracting algorithmic traders and expanding token liquidity-mining campaigns. Hummingbot is presented as software for automated crypto trading, including market making and…

KriptoaktīviTirgus veidošanaAugstas frekvences tirdzniecība
Hummingbot docs

This document explains a Hummingbot strategy that makes markets on a single perpetual swap order book. It places limit bids and asks at configured distances from a reference price; fills open derivative positions rather than exchanging spot assets. Settings…

KriptoaktīviPerpetuālie nākotnes līgumiTirgus veidošanaRiska pārvaldība
Hummingbot docs

This overview describes the 2018 Hummingbot whitepaper’s case for improving liquidity in digital asset markets. It introduces decentralized market making as a way for individuals and institutions to participate in a role often handled by centralized firms,…

KriptoaktīviTirgus veidošanaArbitrāžaRīkojumu izpilde