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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

MQL5 code base

The document describes an automated trailing-stop manager for MetaTrader 4. It monitors open positions and, after a chosen profit condition is reached, moves the stop loss as price advances favorably. Users configure the activation point, the distance…

Risk managementExecutionForex
SuperMind

The document presents a Chinese stock screen for companies associated with the metaverse theme. It selects stocks appearing on the prior day's exchange leaderboard and applies a circulating-share limit; the detailed formula narrows the float to between 3…

EquitiesChina marketsMomentumSentiment
SuperMind

The document describes a Chinese equity screen combining positive MACD, revenue growth, a market-cap ceiling of 10 billion yuan, and positive net profit. Its intended rationale is to pair upward price momentum with business growth and current profitability.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language article describes an equity selection approach that sorts by capital strength, using measures such as turnover and volume ratio, while filtering for companies with market capitalization at or below 10 billion yuan, no losses, and a…

EquitiesMomentumMarket microstructureRisk management
SuperMind

This Chinese-language article outlines an equity screen requiring MACD to be above zero, price-to-earnings ratio to be positive, and the MACD signal line, DEA, to be rising. It interprets these conditions as combining a bullish technical state, a positive…

EquitiesMomentumTechnical indicatorsFactor investing
Lumibot

The document outlines an intraday SPY strategy that buys after price dips at least 0.15% below VWAP and then returns above it. A research agent checks minute bars hourly beginning at 10:00 ET, while a trading agent enters when the bounce is identified and no…

EquitiesMean reversionExecutionRisk management
Freqtrade docs

This reference explains the Trade object used by Freqtrade to represent a persisted position and the Order objects attached to it. It catalogs fields for pair, direction, entry and exit rates, stake and asset amounts, timestamps, profit, leverage, order…

ExecutionRisk managementBacktestingPerpetual futures
MQL5 code base

The document outlines an automated recovery system that begins with a buy order. If price rises, the order is closed; if price falls by a configured distance, the system opens a sell. If the overall profit target has not been reached and price reverses…

ForexGrid tradingRisk managementPosition sizing
MQL5 code base

The tool estimates the risk associated with a proposed position by combining its lot size with a chosen stop-loss level. A user marks a virtual stop on a chart, then receives a percentage risk estimate and a monetary risk figure. The inputs also distinguish…

Risk managementPosition sizingExecution
Cryptohopper blog

The article outlines market, liquidity, credit, operational, and systemic risks in cryptocurrency trading, then presents four basic controls: position sizing, risk/reward assessment, stop-loss and take-profit orders, and diversification across tokens. It…

CryptoRisk managementPosition sizingPortfolio construction
SuperMind

This document outlines a short-term stock screen for Chinese equities. It combines daily price amplitude above 1%, market capitalization below 10 billion yuan, positive earnings, and a low KDJ reading (K at or below 20) intended to identify stocks near a…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This screen selects stocks with turnover between 3% and 12%, three consecutive declining closes, current volume above 10,000 lots, and an opening price above the previous close. The article presents these filters as a combination of price action, trading…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock-screening idea ranks candidates by capital-flow strength and filters for two price-history conditions: at least one limit-up event during the previous 25 days and at least two during the previous 500 days. The article frames recent and longer-term…

EquitiesMomentumEvent-drivenRisk management
FMZ forum

The article surveys market-timing signals based on moving averages, Bollinger Bands, volume, order-book depth, and price-cycle highs and lows. Its main proposal combines highs and lows from a longer horizon with those from a shorter horizon to classify…

CryptoTechnical indicatorsTrend followingRisk management
OctoBot

The guide distinguishes OctoBot’s historical portfolio profitability from its historical profit and loss (P&L). Portfolio profitability values configured tradable assets in a selected reference market, then compares the total value of current holdings with…

CryptoPortfolio constructionRisk management
MQL5 code base

MT4Orders QuickReport is a browser-based reporting tool for trades from MT4, MT5, and virtual testers. It moves report calculations and chart generation into JavaScript and paginates large reports. The described views include profit and loss over time,…

BacktestingStatisticsExecutionMarket microstructure
SuperMind

The document describes a stock screen combining recent buying activity, the ratio of actively bought to actively sold volume, and a historical dividend payout measure. Its main text specifies a buying-activity share above 5%, an outside-to-inside volume…

EquitiesMomentumSentimentRisk management
BigQuant

This report examines the small-cap premium in China’s A-share market and a model for timing shifts between small- and large-cap stocks. It measures the premium through small-cap stocks’ monthly excess return over large caps, and reports that the historical…

China marketsEquitiesFactor investingPortfolio construction
Cryptohopper blog

This guide explains how decentralized finance yield farming works: users supply crypto assets to liquidity pools, lending markets, or other smart contract applications in exchange for trading fees, interest, or token rewards. It distinguishes liquidity…

CryptoDeFiSpot marketsMarket microstructure
MQL5 code base

This expert advisor compares the overlaid price histories of two currency pairs and trades when their divergence retreats from a recent maximum. It starts from a chosen point, scales the second pair’s price range to roughly match the chart pair, and measures…

ForexPairs tradingMean reversionBacktesting
Amberdata research

This overview surveys ways institutions can seek yield in decentralized finance, including lending, liquidity provision, staking, and yield farming. It outlines the main exposures associated with each: smart-contract and liquidation risks in lending,…

DeFiCryptoRisk managementExecution
SuperMind

The document proposes a Chinese stock screen that pairs a 14-period RSI below 65 with year-over-year net profit growth above 20% and no more than 100%, plus a return on equity above 15% over five years. It presents the conditions as a way to combine a…

China marketsEquitiesTechnical indicatorsFactor investing
Lumibot

This example describes an AI-assisted value-investing workflow inspired by Warren Buffett’s public approach. One agent reviews filings and assesses business quality, cash generation, balance-sheet strength, and durability. A second challenges the valuation…

EquitiesFactor investingMachine learningRisk management
SuperMind

The document presents a Chinese equity screening idea combining daily price range, a recent three-session limit-up streak, and a rising DEA trend indicator. Its stated rationale is that a large range identifies active stocks, a sequence of limit-ups signals…

China marketsEquitiesTechnical indicatorsMomentum