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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

29,558 documents

BigQuant

The document summarizes three Chinese equity approaches: a low-valuation growth strategy based on earnings and valuation expansion, an earnings-preannouncement strategy, and a dynamically timed reversal strategy. The reversal method waits for a market…

EquitiesChina marketsMean reversionBacktesting
SuperMind

The document outlines an A-share stock screen combining a 3%–12% turnover range, a market capitalization below 10 billion yuan, a profitability filter, and a signal described as main-fund control on the previous day. It also provides a sample indicator…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection idea filters for RSI below 65 and a circulating market value between 5 billion and 10 billion yuan, then ranks qualifying stocks by that day’s auction amount and selects the top five. The article frames RSI as a short-term overbought or…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This short description covers a chart script that calculates and displays breakeven levels separately for open buy positions and open sell positions. It is a position-monitoring aid: traders can see the level at which each side of their open exposure reaches…

ExecutionRisk management
SuperMind

This document describes a screen for Shenzhen main-board stocks combining daily price movement, opening price relative to the 10-day moving average, and valuation limits. It seeks stocks with amplitude above 1%, an open within 5% of the moving average,…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

The document describes an expert advisor that monitors open positions and closes those meeting configured conditions. Position selection can be filtered by magic number or by result, and the tool can be used to implement hidden stop-loss and take-profit…

Risk managementExecution
SuperMind

The document describes a China A-share screening idea focused on main-board stocks in the metaverse sector. It selects candidates whose volume ratio is above 1.5 and below 6, and whose daily price gain exceeds 1%. The stated rationale is to find stocks with…

EquitiesMomentumTechnical indicatorsChina markets
FMZ forum

This product description outlines a multi-exchange hedging system intended to capture price differences across venues. It lists implementation features including parallel order-book retrieval and order placement, simulated account updates, retrying exchanges…

CryptoArbitrageExecutionMarket microstructure
SuperMind

This Chinese-language post describes an equity screen combining price amplitude above 1, a 2019 dividend ratio above 25%, market capitalization below 10 billion yuan, and positive profits. It frames the criteria as a way to find smaller companies with…

EquitiesChina marketsVolatilityFactor investing
MQL5 code base

This trading advisor uses the Relative Strength Index to identify possible entries. It examines a configurable recent window of candles and buys when RSI reaches its minimum within that window, or sells when RSI reaches its maximum. Positions are closed at…

Technical indicatorsMean reversionPosition sizingRisk management
SuperMind

This short-term A-share screen combines metaverse sector membership with an early-session price condition and a fundamental filter. It selects stocks whose 9:25 gain is below 6% and whose year-over-year growth in net profit attributable to parent-company…

EquitiesChina marketsMomentumRisk management
SuperMind

This document presents a Chinese A-share screening rule that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the institutional-flow indicator to be positive. It provides a corresponding platform formula and a…

EquitiesChina marketsMarket microstructureRisk management
Amberdata research

The article explains open interest as the number of derivatives contracts that remain open and presents it as a measure of participation in crypto futures markets. It recommends reading changes in OI alongside price: rising OI with rising prices may support…

CryptoFuturesMarket microstructureSentiment
MQL5 code base

CandleStop is a channel-based indicator intended to trail stop levels in Expert Advisors. It sets upper and lower channel boundaries separately, with user-adjustable lookback periods for finding highs and lows. Traders can use those boundaries as trailing…

Technical indicatorsRisk managementExecution
SuperMind

This document describes an equity screen combining price amplitude above 1, a daily control indicator above 21, and a positive daily MACD. It presents these conditions as a way to identify stocks with technical support and provides sample implementations for…

EquitiesTechnical indicatorsRisk management
MQL5 code base

This MetaTrader expert advisor places pending buy-stop and sell-stop orders using price levels found by searching an array of the most recent 100 bars. It calculates order prices with regard to the symbol’s minimum permitted stop distance. The listed…

ForexExecutionTechnical indicatorsRisk management
SuperMind

This Chinese equity screen combines a daily amplitude threshold and a measure called today’s control level with return on equity above 15% in each of the past five years. Its proposed expanded version adds a dividend yield above the market average, positive…

EquitiesChina marketsFactor investingRisk management
MQL5 code base

This document describes a forex and stock trading EA that enters trades after a retracement from Donchian Channel levels. It lists configurable parameters for channel lookback, retracement candles, moving averages, trade size, stop loss, take profit, and…

ForexEquitiesTechnical indicatorsRisk management
Lumibot

This document presents a QuantStats tear sheet for a strategy labeled “insider-plain,” compared with SPY over January 4–22, 2026. It reports a 1% total return for the strategy and 0% for the benchmark, with annualized returns of 11.59% and 3.78%,…

EquitiesBacktestingRisk managementUS markets
SuperMind

This A-share screening approach combines a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and positive price-to-earnings ratio. The article frames these filters as checks for trading activity, a possible upward price move, and positive…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document explains a trading platform Expert Advisor that manages protective orders on open positions. When a position lacks a stop-loss or take-profit, the tool can place an initial order at a configured distance. It can then adjust either order as…

Risk managementExecutionPosition sizing
MQL5 code base

This Expert Advisor trades one configured symbol and chooses a trade direction by comparing the combined profit of its existing buy positions with that of its sell positions. When the buy side has lower profit, it opens another buy; when the sell side has…

ForexPosition sizingRisk managementBacktesting
MQL5 code base

This Expert Advisor uses the Awesome Oscillator (AO) to time entries and exits. It evaluates its conditions only when a new bar appears and requires there to be no open positions. The current AO value must also be at least a specified minimum distance from…

Technical indicatorsMomentumRisk management