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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
WonderTrader
14 documents
Alphalens
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 post outlines an equity screen using three conditions: daily price amplitude above 1%, tradable share float no greater than 5.5 billion shares, and a positive change in the K component of the KDJ indicator. It frames the filters as a way to find more…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines three filters: at least five moving averages converging, high individual-stock popularity, and a market capitalization below 10 billion yuan with no reported losses. The post interprets moving-average convergence as a…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This chart-panel indicator summarizes account positions and their stop-loss status. It displays the potential loss if positions were closed at their stop-loss orders, counts positions with and without stop-loss orders placed by the indicator, and reports the…

Risk managementPosition sizing
SuperMind

This document explains a simple automated Forex strategy driven by the crossover relationship between short- and long-period moving averages. When the short average is above the long average, the EA treats the market as bullish, closes any sell positions,…

ForexTrend followingTechnical indicatorsRisk management
SuperMind

This A-share stock screen combines turnover of 3% to 12%, market capitalization below 10 billion yuan, positive profitability, and positive net buying attributed to large traders during the opening auction. The article frames the filters as a way to find…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

This article proposes screening stocks for a daily price range above one percent, a weekly MACD reading above zero with a bullish signal relationship, and a large absolute product of daily percentage change and a measure of net large-order flow relative to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This article describes a stock-selection screen for companies associated with the metaverse theme. It combines bullish MACD and moving-average crossovers with a recent limit-up condition, a volume-ranking filter, and price and high-range checks. The stated…

China marketsEquitiesTechnical indicatorsMomentum
Hummingbot docs

This introduction explains arbitrage as buying an asset in one market and selling it in another to capture a price difference. A banana-trading example illustrates the basic economics, while a USD-JPY example shows how a trade on one exchange can create a…

ArbitrageCryptoExecutionMarket microstructure
Hyperliquid docs

This documentation explains how cross, isolated, strict isolated, and HIP-3 margin modes affect collateral sharing and liquidation exposure. Cross margin pools eligible collateral across positions, with the scope of sharing depending on account abstraction…

CryptoPerpetual futuresDerivatives pricingRisk management
MQL5 code base

The expert advisor combines a short downward move on a 15-minute chart with Stochastic readings on one- and five-minute periods. Its stated entry condition is three falling candles on M15 while the Stochastic’s green line is above its red line on both…

ForexTechnical indicatorsBacktestingRisk management
SuperMind

The article describes a stock screen that looks for a positive MACD value and a short moving average above a longer one, while excluding stocks that hit the daily limit-up on the previous day. It frames these conditions as signs of upward momentum while…

EquitiesMomentumTechnical indicatorsRisk management
MQL5 code base

The article explains an Expert Advisor approach that closes trades when current profit reaches a currency-denominated threshold, instead of setting a take-profit distance in pips. It shows how to count open orders and sum their profits, optionally filtering…

ExecutionRisk managementPosition sizing
SuperMind

This Chinese equity screen combines three conditions: daily price range above a stated threshold, afternoon large-order net inflow, and company scale above a stated floor. The article presents these as signals of short-term demand and sentiment, with size…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese equity screening rule combines a daily price-range condition, a history of repeated limit-up moves over a 500-day window, and a ranking based on large-order net flow. The post describes calculating recent net buying and selling activity, ranking…

EquitiesChina marketsTechnical indicatorsMarket microstructure
FMZ live strategies

This live-trading log describes a one-minute ETH/USDT futures robot on OKX. It uses Bollinger band readings to report a neutral signal and manages long positions through staged dollar-cost-averaging orders. The log shows four successive long entry levels,…

CryptoFuturesPerpetual futuresTechnical indicators
SuperMind

This proposed Chinese equity screen combines four conditions: RSI below 65, a daily gain greater than 1%, main-board listing, and a listing age of at least a user-defined number of days. The post interprets the RSI threshold as leaving room for a rebound and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a technical stock screen requiring amplitude above 1, a rising bottom pattern, and a closing price of 18.5 yuan. Its formula and sample Python sketch illustrate evaluating the conditions against historical daily prices. The proposed…

EquitiesChina marketsTechnical indicatorsRisk management
OctoBot

This documentation introduces OctoBot script, an early alpha Python framework for writing automated trading strategies with an interface compared to Pine Script. Its example uses RSI to identify buy entries: it computes the indicator over historical candle…

CryptoTechnical indicatorsBacktestingRisk management
Amberdata research

This article compares three types of privacy-enhancing tools in digital assets: mixers, privacy coins, and zero-knowledge proofs. Mixers obscure the link between senders and receivers, while privacy coins can conceal transaction details at the protocol…

CryptoDeFiRisk managementMarket microstructure
SuperMind

This note describes a screen for Shenzhen main-board equities in the metaverse theme. It selects stocks whose prior-day actual turnover is between 3% and 28%, whose price-to-earnings ratio is between 0 and 29.01, and whose price-to-book ratio is between 0…

EquitiesChina marketsFactor investingRisk management
MQL5 code base

Supertrend uses Average True Range (ATR) to place upper and lower bands around a source price. The multiplier scales the distance from price, so the bands reflect recent volatility. The indicator marks an uptrend with a green line and a downtrend with a red…

Technical indicatorsTrend followingVolatilityRisk management
SuperMind

This article outlines a China focused equity screen that starts with stocks in the metaverse theme and combines a recent turnover condition with a so called reversal or “wraparound” price condition. It then adds valuation and balance sheet filters: price to…

EquitiesChina marketsMomentumRisk management
MQL5 code base

The described automated strategy begins by placing a Buy Stop and a Sell Stop with specified expiration times. It then aims to manage only one open position: if both positions open, the system deletes them. This creates a paired pending-order setup intended…

ForexBreakoutExecutionRisk management