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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

43 documents

Strategy library

This document describes a trading interface that combines real-time headlines, price charts, account equity, and position information in one panel. News from two feed categories is normalized into a common record format, filtered by user-specified keywords,…

Event-drivenSentimentExecutionMarket microstructure
Strategy library

This workflow collects a trader’s proposed perpetual-contract trade and checks it against several data sources before the trader decides whether to act. A recurring prompt gathers the symbol, direction, size, and rationale; if the trader does not respond in…

CryptoPerpetual futuresTechnical indicatorsSentiment
Strategy library

This document describes a semi-automated workflow for reviewing a trader's proposed crypto trade. A recurring prompt collects the asset, direction, size, and rationale; if no idea is submitted within the stated wait period, that cycle is skipped. For a…

CryptoSentimentTechnical indicatorsRisk management
Strategy library

This strategy uses the Smart Money Index (SMI), calculated from a smoothed combination of intraday price changes, to guide directional trades. The document describes rising SMI as a bullish indication and falling SMI as bearish, with entries following the…

FuturesSentimentTrend followingTechnical indicators
Strategy library

This strategy excerpt builds indicator scores from candlestick shapes over a configurable lookback. Its indecision score counts doji and spinning top candles, while a fear score counts shooting stars, hanging men, and bearish engulfing patterns. Each pattern…

Technical indicatorsSentimentRisk managementBacktesting
Strategy library

This document outlines a downside-warning method that combines a 50-period momentum measure with a VIX Fix volatility and sentiment proxy calculated over 22 periods. Its narrative describes a bearish crossover followed by momentum entering a band between -5…

MomentumVolatilitySentimentTechnical indicators
Strategy library

This proposed system combines a short and long simple moving average crossover with MACD confirmation, RSI thresholds, approximate chart-pattern signals, and a resistance level based on recent closing prices. Its stated long entry requires the short average…

Technical indicatorsMomentumSentimentTrend following
Strategy library

This example demonstrates a basic text-driven trading rule using custom economic news headlines and NLTK tokenization. It downloads a headline dataset, tokenizes each day’s text, and checks for user-selected positive and negative words. For the SPY equity…

EquitiesSentimentMachine learningExecution
Strategy library

This strategy estimates buying and selling pressure by splitting each candle’s volume into bullish and bearish portions. It assigns all volume to buyers when the close exceeds the open; for a down candle, it estimates the bullish share from the open’s…

Technical indicatorsSentimentFuturesCrypto
Strategy library

The indicator estimates market sentiment by smoothing price changes and trading volume separately, then dividing the smoothed change by smoothed volume. An alternate calculation smooths each bar’s price change per unit of volume directly; the document notes…

SentimentTechnical indicatorsMomentumBacktesting
Strategy library

This workflow example periodically gathers account positions, recent minute bars, and an exchange long-short ratio, then combines the data for model-assisted market analysis. The analysis prompt asks the model to assess price action, volume, technical…

FuturesExecutionTechnical indicatorsSentiment
Strategy library

This document outlines an automated crypto dollar-cost-averaging workflow that runs hourly. It gathers daily market candles to calculate MACD, RSI, ATR, and OBV, and retrieves recent crypto news for an AI model to assess short- and long-term sentiment. The…

CryptoSpot marketsTechnical indicatorsSentiment
Strategy library

This proposed framework combines price, volume, RSI, accumulation/distribution, and a Smart Money Index to infer crowd extremes, institutional activity, and potential liquidity traps. It also defines an equilibrium band using a moving average and standard…

Technical indicatorsSentimentMarket microstructurePosition sizing
Strategy library

This workflow proposes finding candidate tokens by starting with a successful seed project, screening its holders, and examining the other ERC-20 assets held by qualifying wallets. The described filters exclude large project holders and labeled institutions,…

CryptoOn-chain dataDeFiSentiment
Strategy library

This document describes an event-driven system that tracks posts from a selected X account and uses a large language model to extract named stocks, direction, confidence, and rationale. It filters out ambiguous or low-confidence posts, then checks whether…

Event-drivenSentimentMachine learningEquities
Strategy library

This strategy compares a volatility index with its 10-day simple moving average and seeks trades after large deviations. A long signal requires the index’s low to remain above the average and its close to be at least 10% higher; a short signal applies the…

VolatilityMean reversionTechnical indicatorsSentiment
Strategy library

This strategy uses a smoothed call-put ratio as a sentiment signal. It calculates a 20-day moving average of the ratio, then compares it with a longer rolling average and standard deviation over 30 days. The description says to trade when the ratio crosses…

OptionsSentimentMean reversionRisk management
Strategy library

This strategy uses the ratio of reported Bitcoin long positions to the combined total of long and short positions as a sentiment measure. It standardizes that ratio with a rolling mean and standard deviation, then uses configurable Z-score thresholds to…

CryptoFuturesSentimentStatistics
Strategy library

This XBT futures strategy builds a sentiment score from price location and range across ten lookback windows spanning 1 to 89 bars. For each window, it compares the close with a range centered on an average price, scales that position by the window's price…

CryptoFuturesPerpetual futuresSentiment
Strategy library

This workflow example combines account positions, news sentiment, and technical indicators to produce automated trade decisions for tokenized US stock markets. It collects position data, analyzes news for short- and long-term sentiment, and calculates MACD,…

EquitiesCryptoSentimentTechnical indicators
Strategy library

This multi-symbol expert advisor uses Commitments of Traders data to generate directional currency signals, with an optional Supertrend filter. It fetches two selected COT report classes and modes, queries positioning and changes in positions, and derives…

ForexFuturesSentimentTechnical indicators
Strategy library

This document outlines a simple visual workflow that retrieves a Fear and Greed classification, routes the result through conditional branches, and sends trade instructions to an execution node. A scheduled trigger starts the process; the workflow fetches…

SentimentCryptoExecutionTechnical indicators
Strategy library

This workflow proposes using holders of a successful token as a starting group for discovering other assets they own. It filters holders by token ownership share and portfolio value, removes addresses labeled as exchanges, project treasuries, or protocol…

CryptoDeFiOn-chain dataSentiment
Strategy library

This workflow describes a bidirectional grid for cryptocurrency perpetual futures. From an initial reference price, it places long levels below and short levels above; positions are opened as price reaches grid steps and are intended to close when price…

CryptoPerpetual futuresGrid tradingSentiment