Knowledge Library and Alpha Signals
The research corpus the agents read, the Library Refiner that cites it, and the signal library.
What the Library is
The Knowledge Library is the curated research corpus that Stratmill agents read: books, course notes, lecture notebooks, papers, articles, forum write-ups and the documentation and code of open-source trading frameworks. Documents are kept page by page with their charts and figures, so a figure is read next to the passage that explains it. It is included with every account, including the free plan.
Search and read
Search finds passages in English or Chinese, ranks them and highlights your term, with up to 3 figures from each matching page. Filter by collection or browse a collection document by document. The reader opens one page at a time with its figures and a link to the source; where a source is kept for research but not republished, you see an excerpt and a link to the full text at the source.
Send a document to the pipeline
Send to Strategy Factory gives a document, with an optional note, to the Research Lead, which turns it into hypotheses that run through the full pipeline in your workspace. Code blocks are removed first, so the Research Lead describes the mechanism in its own words and the developer writes its own implementation; the strategy page credits the document. It counts as a new idea and uses credits like any other.
The Library Refiner
Whenever a review sends a strategy back for another iteration, the Library Refiner searches the library for material relevant to it, reads the pages and figures, and proposes at most 5 concrete refinements, such as an entry filter, a stop, a sizing rule or a parameter change. Each one must cite the document and page it came from; uncited suggestions are dropped. The developer reads them on the next iteration. The refiner never blocks an iteration: if it finds nothing, the iteration goes ahead without it.
Refinements are proposals
A refinement is a documented proposal, not a promise. The changed strategy is verified, backtested with real fees and reviewed again, and its results can get worse. Every refinement and its citations are listed on the strategy page, and a citation opens the cited page.
New ideas from the corpus
Each request for new hypotheses also gives the Research Lead a rotating handful of library documents with their sources, so new ideas draw on the whole corpus rather than only on what the agents already know.
Public library pages
A public version of the library can be read without signing in. Each document page shows a digest written by Stratmill agents, with a summary, key ideas and tags, and the full text only where its licence allows republishing. It lists the public strategies that cite the document.
Alpha Signals
A signal is a forecast between -1 and 1: the sign is the direction and the size is the conviction. It places no orders. The Alpha Signals page lists every forecast evaluation the pipeline recorded, at the first backtest, at the optimised replay (in-sample) and at the final test, with its information coefficient, turnover, gross edge, cost and net edge, and its correlation with signals already held.
Each evaluation carries a verdict: accepted, no information, rejected after costs, correlated with an existing signal, or unavailable. Rejected results are kept on purpose. You see your own strategies by default and can switch to the platform's strategies; other workspaces are never shown.