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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

4,510 documents

SuperMind

This Chinese stock-selection idea combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and more than two limit-up sessions during the prior ten days. The accompanying discussion interprets the RSI threshold as…

EquitiesChina marketsTechnical indicatorsMomentum
OctoBot

The article explains fear of missing out as anxiety about missing a potentially profitable market move, especially during rising or rapidly changing cryptocurrency prices. It describes how urgency, social media speculation, heavy information exposure, and…

CryptoSentimentRisk management
BigQuant

This literature summary describes research on the historical characteristics and investment relevance of sentiment signals drawn from news and social media over a 20-year period. The underlying study compares the information in the two source types, examines…

SentimentStatisticsBacktesting
BigQuant

This document is a brief summary of an A-share quantitative market-timing report titled around the possibility that a lower open can offer an opportunity. It reports contemporaneous observations on sector strength, index valuations, sector relative…

EquitiesChina marketsTechnical indicatorsStatistics
Amberdata research

This market snapshot links macroeconomic conditions with Bitcoin and Ethereum developments. It discusses strong US employment data and Federal Reserve expectations, compares reported outflows from Bitcoin ETFs with steadier Ethereum ETF flows, and reviews…

CryptoSentimentVolatility
SuperMind

This Chinese equity screening proposal selects stocks with an amplitude above 1, a largest daily decline between 4% and 5%, and positive institutional direction. It interprets the price movement as a market-condition signal and institutional buying interest…

EquitiesChina marketsSentimentTechnical indicators
Lumibot

This report presents a brief backtest of a market-news trading bot against SPY, covering January 4–15, 2026. It lists return, drawdown, risk, correlation, and other performance statistics, along with model-call and data-source details. The strategy reports a…

BacktestingSentimentRisk management
Amberdata research

The newsletter links Bitcoin’s recent weakness to U.S. market sentiment and argues that BTC continues to behave like a risk-sensitive asset. It notes rising Bitcoin volatility and shifting institutional options activity between IBIT and Deribit. It also…

CryptoOptionsVolatilitySentiment
SuperMind

This community post proposes a short-term stock screen combining a price-range condition, a morning-star candlestick pattern, and a rule excluding stocks that closed at their daily price limit on the prior session. The stated rationale is to combine…

EquitiesChina marketsTechnical indicatorsSentiment
BigQuant

The paper constructs a monthly measure of fear of missing out from three weighted components: a short-term versus long-term moving-average spread, Google search activity for FOMO-related terms, and investor margin-account use. It examines the index over 2004…

SentimentMomentumStatisticsEquities
SuperMind

This proposed A-share screen looks for stocks classified in the metaverse industry that appeared on the previous day’s Dragon and Tiger List and have a rising DEA indicator. The article treats list inclusion as a sign of market attention and a higher DEA…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The document presents a Chinese equity screen limited to the metaverse category. It combines a morning price-change condition below 6% with turnover greater than 2% and less than 9%. The stated rationale is to focus on shares in a chosen thematic group while…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese-language post proposes an equity screen using four conditions: daily amplitude above a threshold, a prior-day opening auction match at the limit-down price, a product of absolute price change and large-order net volume, and current volume above…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post describes a Chinese equity screening idea that combines membership in the metaverse concept with positive net buying by large participants during the opening auction and a prior-day measure of main-fund control. Its stated interpretation requires…

EquitiesChina marketsSentimentFactor investing
BigQuant

This educational article explains a crypto bubble as a rapid price rise driven by investment enthusiasm and expectations of quick gains, followed by the possibility of a sharp decline. It attributes bubble formation to new investors, fear of missing out,…

CryptoSentimentRisk managementPortfolio construction
Amberdata research

The snapshot combines macroeconomic news with market indicators for Bitcoin, Ether, and Solana. It discusses modest inflation relief alongside tariff and interest-rate concerns, a large loss from a highly leveraged Ether position, and the U.S. decision to…

CryptoFuturesSentimentTechnical indicators
BigQuant

The paper examines how five emotions expressed on Sina Weibo—anger, disgust, fear, joy, and sadness—relate to Chinese stock returns. It uses machine learning to classify posts and wavelet analysis to study how the relationship changes over time and across…

China marketsEquitiesSentimentMachine learning
BigQuant

The article argues that retail traders often sell during fear and re-enter during excitement, while institutions may accumulate during declines and distribute into renewed demand. It recommends treating oneself as a follower, watching capital flows, and…

SentimentMarket microstructureRisk management
SuperMind

The article outlines a Chinese stock screen restricted to the metaverse sector. It selects shares with positive net buying attributed to major participants during the auction and a ten-day price gain above zero but below 35 percent. The text provides an…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese equity screening idea selects stocks with turnover between 3% and 12% and displayed best-bid volume greater than best-ask volume. Candidates are then ranked by an attention or activity measure, with the described final screen taking the top 50.…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This Chinese equity screening proposal selects stocks with MACD above zero, a closing price below 12 yuan, and at least one limit-up event during the previous month. The article presents MACD as a technical filter and recent limit-up activity as a sign of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese stock selection approach that targets companies associated with the metaverse, requires a positive institutional-flow measure, and excludes stocks described as having hit the daily price limit on the prior day. The proposed…

EquitiesChina marketsSentimentEvent-driven