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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
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SuperMind
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OKX Learn
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Strategy library
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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
Dokumentu skaits: 1,232
Machine Learning for Trading
Dokumentu skaits: 1,124
arXiv papers
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Amberdata research
Dokumentu skaits: 766
FMZ forum
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FMZ digest
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vn.py community
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QuantInsti blog
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Lumibot
Dokumentu skaits: 164
Kraken Learn
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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
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Hyperliquid docs
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Freqtrade
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Hudson & Thames
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Awesome Systematic Trading
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backtrader
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vn.py
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Quantopian lekcijas
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Binance API docs
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FMZ guides
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pysystemtrade
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Freqtrade docs
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quant-trading
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FinRL
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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WonderTrader
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backtesting.py
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Technical Analysis
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QTPyLib
Dokumentu skaits: 8
QuantRocket
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Lumibot strategies
Dokumentu skaits: 7
Awesome Quant
Dokumentu skaits: 1

Meklēt bibliotēkā

Dokumentu skaits: 766

Amberdata research

The document surveys crypto regulation developments reported across several regions and institutions. It describes the Financial Stability Board’s planned recommendations, the European Union’s MiCA framework for crypto assets, stablecoins, wallets and…

KriptoaktīviVairāku aktīvu tirdzniecība
Amberdata research

This article summary describes research into time-of-day variation in crypto order-book depth and its implications for execution. Using BTC/FDUSD data, the cited study reports that depth fluctuates substantially over the day, with stronger liquidity near the…

KriptoaktīviTirgus mikrostruktūraRīkojumu izpildeStatistika
Amberdata research

The document describes Amberdata Beacons, an on-chain data feed service built with API3’s Airnode technology and announced for ETHDenver 2022. Each Beacon is continuously updated and uses a single first-party oracle: the data provider publishes its own…

KriptoaktīviDeFiBlokķēdes dati
Amberdata research

This report explains how to design a cryptocurrency arbitrage strategy across centralized exchanges and decentralized exchanges using automated market maker pools. It covers the differences between order-book prices and pool pricing, then identifies costs…

KriptoaktīviArbitrāžaDeFiRīkojumu izpilde
Amberdata research

This weekly market note connects Bitcoin ETF flows and continued GBTC selling with pressure on BTC prices, while describing the effect of past GBTC premiums and subsequent liquidations. It reports that BTC risk reversal skew had begun to recover from a low…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
Amberdata research

The newsletter connects geopolitical uncertainty, oil volatility, weaker employment data, and upcoming inflation releases with risk pricing in Bitcoin options. It contrasts active daily price swings with subdued month-to-month movement, using two…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
Amberdata research

The report examines Bitcoin supply age bands and wallet balance cohorts to describe a possible transfer of coins during a correction. It explains how HODL waves track time since coins last moved, then compares changes among younger and older supply bands…

KriptoaktīviBlokķēdes datiTirgus mikrostruktūra
Amberdata research

This market snapshot combines macro data with crypto spot, derivatives, liquidity, positioning, ETF, stablecoin, and DeFi lending indicators. It interprets recent long liquidations as a clearing of positions built during an earlier short squeeze, while…

KriptoaktīviPerpetuālie nākotnes līgumiTirgus mikrostruktūraBlokķēdes dati
Amberdata research

This dated market note links crypto pricing to US macro events, especially the Federal Reserve decision and employment data. It treats Bitcoin as a gold-like alternative currency and Ether and other altcoins as more economically sensitive risk assets. The…

KriptoaktīviOpcijasSvārstīgumsAtgriešanās pie vidējās vērtības
Amberdata research

The snapshot combines price and volatility data with spot and derivatives volume, open interest, funding, order-book depth, ETF flows, stablecoin supply, and DeFi lending measures. It interprets those indicators against tariff and geopolitical headlines,…

KriptoaktīviPerpetuālie nākotnes līgumiSvārstīgumsTirgus mikrostruktūra
Amberdata research

The report teaser examines institutional participation in Bitcoin futures, options, and perpetual swaps during 2023. It compares CME and Deribit through rolling futures basis and open interest, interpreting CME’s higher basis and growth in open interest as…

KriptoaktīviNākotnes līgumiOpcijasPerpetuālie nākotnes līgumi
Amberdata research

The document surveys indicators intended to help assess potential market tops and bottoms in Bitcoin and Ethereum. It describes moving averages as possible trend and support or resistance references, and compares market capitalization with realized…

KriptoaktīviTehniskie indikatoriBlokķēdes datiTirgus noskaņojums
Amberdata research

The document explains how a calibrated SVI volatility surface can be used to estimate option prices across a range of strikes, then apply the Breeden-Litzenberger relationship. That relationship connects the second strike derivative of call prices to a…

KriptoaktīviOpcijasAtvasināto instrumentu cenu noteikšanaSvārstīgums
Amberdata research

This introduction to crypto pairs trading argues that correlation alone does not establish a durable relationship between two assets. A pair may move together because of shared market forces, yet its price spread can continue drifting. Cointegration offers a…

KriptoaktīviPāru tirdzniecībaAtgriešanās pie vidējās vērtībasStatistika
Amberdata research

The interview describes Titan’s approach to spot swaps on Solana: gather quotes from on-chain venues and other aggregators, then route trades among those sources with the aim of improving price and limiting slippage. It explains that the system evaluates…

KriptoaktīviDeFiBlokķēdes datiRīkojumu izpilde
Amberdata research

This market recap examines BTC and ETH options during a sharp rally. It describes realized and implied volatility rising, with BTC’s move and volatility increase stronger than ETH’s. The commentary notes that higher short-dated implied volatility can leave…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
Amberdata research

This market commentary reviews BTC and ETH options conditions around a period of spot weakness, recovery, and anticipation of a US presidential debate. It reports comparatively stable realized volatility, higher front-end implied volatility, positive carry…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
Amberdata research

This weekly commentary interprets Bitcoin and Ether options markets around scheduled US inflation and Federal Reserve announcements in December 2022. It compares implied volatility with realized volatility, arguing that a wide volatility risk premium…

KriptoaktīviOpcijasSvārstīgumsUz notikumiem balstīta tirdzniecība
Amberdata research

This market recap examines BTC and ETH options through realized volatility, volatility carry, expiry term structures, relative value, option flows, and dealer gamma. It describes rising BTC volatility after a spot advance, comparatively steady ETH…

KriptoaktīviOpcijasSvārstīgumsAtvasināto instrumentu cenu noteikšana
Amberdata research

This digital asset market report assesses a fragile recovery using price action, trading volume, realized volatility, open interest, funding, order book depth, institutional ETF flows, stablecoin supply, and DeFi lending conditions. It describes a mixed…

KriptoaktīviPerpetuālie nākotnes līgumiPārneseSvārstīgums
Amberdata research

This market snapshot reviews how tariff news, Treasury yields, inflation, and employment data shaped crypto trading conditions. It describes an initial decline in Bitcoin, Ethereum, and Solana followed by a rebound as bond markets stabilized, while warning…

KriptoaktīviTirgus noskaņojumsBlokķēdes datiPerpetuālie nākotnes līgumi
Amberdata research

The podcast discusses possible growth paths for crypto options, drawing comparisons with traditional markets. Its central argument is that bear markets can give new derivatives products room to attract traders seeking other ways to trade or manage exposure.…

KriptoaktīviOpcijasAtvasināto instrumentu cenu noteikšanaTirgus mikrostruktūra
Amberdata research

This overview explains how Layer 2 protocols reduce the work handled directly by a blockchain’s base layer. They process transactions off-chain or in batches and anchor settlement information to Layer 1. The proposed benefits are lower congestion, reduced…

KriptoaktīviRīkojumu izpildeTirgus mikrostruktūraDeFi