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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
Quantopian lectures
45 documents
Binance API docs
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

29,558 documents

SuperMind

This screening proposal selects Chinese equities using three conditions: daily amplitude above one percent, a closing price below 20, and at least two limit-up events within 500 days. The article frames amplitude as a measure of price fluctuation, the price…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes an Expert Advisor concept for EURUSD that aims to capture a substantial part of a typical weekly move. It cites historical observations that most days had an average price change above 60 points and that weekly movement exceeded 200…

ForexTrend followingBreakoutRisk management
NautilusTrader

This reference explains how to represent an exchange-listed cryptocurrency option spread as one tradable instrument. It describes the instrument identity, underlying and quote and settlement currencies, inverse sizing flag, strategy type, activation and…

CryptoOptionsDerivatives pricingRisk management
vn.py community

A VeighNa user reports that configured order and fill limits did not stop a CTA strategy from continuing to place orders when the trader was launched through VeighNa Station. The user had installed and loaded the risk manager, and the strategy submitted…

Risk managementExecution
SuperMind

The document describes a Chinese equity screen for robot-themed stocks with daily price amplitude above 1%, circulating market value below 10 billion, and daily return between -5% and 2.6%. It outlines formula-style and Python examples for applying the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The strategy ranks stocks each month using five inputs: trailing-twelve-month price-to-earnings and price-to-sales ratios, price-to-book value, one-month price momentum, and one-month trading value. The author reports that trailing-twelve-month PE and PS…

EquitiesFactor investingMomentumPortfolio construction
Amberdata research

The document introduces analytics for stablecoin lending and borrowing across Aave, Compound, and MakerDAO on Ethereum, Arbitrum, Optimism, and Avalanche. It describes hourly and daily historical measures, including deposits, borrowing, interest earned,…

DeFiCryptoOn-chain dataRisk management
Amberdata research

This podcast recap contrasts the sharp equity selloff after unexpectedly severe U.S. tariff announcements with Bitcoin’s relative price and implied-volatility stability. It discusses possible explanations, including earlier crypto deleveraging, seller…

CryptoOptionsVolatilityRisk management
MQL5 code base

This expert advisor uses the RIVOT indicator to choose a trade direction: it buys when price is above the indicator line and sells when price is below it. It then adds positions at a configurable point interval, increasing each new position's size by a…

ForexPosition sizingRisk management
SuperMind

This A-share screening idea looks for stocks with MACD above zero that had three consecutive limit-up sessions through the prior day, then ranks candidates by reported popularity. It is intended to combine a positive technical signal with recent momentum and…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This short discussion defines quantitative investing as analyzing financial-market signals with mathematical models to seek investment returns, with automated order placement as a possible part of the process. It identifies reduced emotional influence, the…

Multi-assetMachine learningBacktestingRisk management
FMZ forum

This article lays out a strategy-development process that begins with a reasoned model based on market observation, data analysis, and mathematical reasoning. It then moves through implementation, historical backtesting, simulation against live market data,…

BacktestingExecutionRisk management
NautilusTrader

This guide explains how a trading system models market and limit orders, conditional order types, execution instructions, and linked orders. It distinguishes aggressive orders that take liquidity from passive orders that rest, and describes local, in-flight,…

ExecutionMarket microstructureRisk management
MQL5 code base

MoneyRain is described as a trading Expert Advisor that uses a Martingale-like approach: it seeks to recover a losing sequence by expecting wins to follow losses. Its listed inputs include a DeMarker period, take-profit and stop-loss distances, initial lot…

ForexMean reversionPosition sizingRisk management
SuperMind

R-Breaker is an intraday futures strategy that combines breakout entries with reversals against an existing position. It calculates six price levels from the prior session’s high, low, and close: observation levels, reversal levels, and outer breakout…

FuturesTrend followingBreakoutMean reversion
SuperMind

This Chinese equity screen selects stocks with turnover rates between 3% and 12%, at least one limit-up event in the prior 25 days, and at least two limit-up events within 500 days. The post presents these filters as a way to combine trading activity with…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This proposed equity screen selects Shenzhen main board stocks using a combination of valuation, recent price action, and trading activity. It specifies a price-to-earnings range from above zero through 29.01, a price-to-book range from above zero through…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This listing describes an expert advisor intended for EUR/USD on the one-hour chart. It identifies configurable position size, stop loss, take profit, trailing stop, and trailing step. It also exposes a lookback count used to search for the highest and…

ForexTechnical indicatorsPosition sizingRisk management
SuperMind

This stock screen combines price activity with an industry filter. It selects Chinese listed companies tied to beverage alcohol production, alcohol imports and exports, or related supply chains, provided they have an intraday amplitude above 1, current…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This document describes an Expert Advisor that uses the Relative Strength Index to open trades. If a trade does not reach its take profit, the system adds further trades, applying a martingale approach. It says the method requires no separate indicator and…

ForexTechnical indicatorsMean reversionPosition sizing
MQL5 code base

This document describes an H1 breakout research tool that builds a price box from a chosen number of hourly candles, using GMT-adjusted session times. When the box is complete, it places buy-stop and sell-stop orders beyond its boundaries. Researchers can…

BreakoutBacktestingRisk managementPosition sizing
MQL5 code base

The Trend Finder Expert Advisor is described as entering trades when price breaks a historical minimum or maximum. It is intended for major forex pairs and NASDAQ-listed stocks across timeframes, and the document says it trades using the open price of the…

ForexEquitiesBreakoutExecution
SuperMind

This stock-selection idea combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and at least one daily gain of 10% or more during the preceding 25 trading days. The article presents versions of the screen in Chinese…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This indicator description explains how to detect rising and falling wedges with reproducible geometric rules. It anchors boundaries to the latest confirmed swing highs and lows, then checks minimum height, positive width, actual narrowing, minimum…

Technical indicatorsBreakoutRisk managementBacktesting