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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

4,328 documents

BigQuant

This summary compares financial growth signals and subsequent stock returns in overseas and Chinese markets. It defines asset growth as changes in balance-sheet items, including total assets, current assets, and inventory, and profit growth through measures…

China marketsEquitiesFactor investingStatistics
MQL5 code base

This document describes an Expert Advisor that uses a Slow Stochastic oscillator for entry decisions. It offers alternative signal modes based on the oscillator changing direction, crossing the 50 level, or a change in the signal-line cloud color. The…

ForexTechnical indicatorsMean reversionBacktesting
BigQuant

The document examines relationships between half-hour returns in major Chinese equity indices and outlines intraday momentum and reversal trades. It reports stronger positive relationships among some afternoon intervals, a negative relationship between the…

EquitiesMomentumMean reversionStatistics
SuperMind

This post proposes selecting stocks with RSI below a stated ceiling, seven consecutive sessions in which the close is no higher than the open, and a share price below a specified level. The article frames the RSI and down-day conditions as technical filters…

China marketsEquitiesMean reversionTechnical indicators
ProRealCode

This indicator applies a smoothed stochastic calculation to the midpoint of a rolling high-low range rather than directly to price. The midpoint is calculated from the highest high and lowest low over a lookback window. The document says this substitution…

Technical indicatorsMean reversionTrend following
SuperMind

The document outlines a Chinese stock screen requiring daily high-low amplitude above 1%, a positive measure of prior-day main-fund flow, and RSI below 65, with the formula reference specifying a three-period RSI. It presents these conditions as a way to…

China marketsEquitiesTechnical indicatorsMean reversion
ProRealCode

The strategy seeks long trades during a rebound after a bearish move. It uses a Donchian channel to divide the recent price range into four sections, then places a buy stop near the first level above the channel low when price remains below that level. A…

EquitiesMean reversionTechnical indicatorsPosition sizing
Hummingbot docs

This controller monitors liquidation activity for a selected Binance perpetual futures pair and initiates a dollar-cost averaging trade when liquidations on the chosen side exceed a configured quote-currency threshold within a time window. It treats forced…

CryptoPerpetual futuresMean reversionPosition sizing
SuperMind

This document describes a Chinese equities screening rule using three conditions: daily high-to-low amplitude above one percent of the open, a positive but less than 35% gain over ten days, and three consecutive sessions in which the close is below the open.…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

The proposed Chinese equity screen selects stocks with an amplitude above one, excludes those that closed at the prior day’s upper limit, and requires the prior day’s 9:15 matching price to be at the lower limit. The stated rationale is that a sharp downside…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This proposed stock screen looks for shares with daily amplitude above 1, a reversal or engulfing-style pattern, and no limit-up move on the previous day. Its intended logic is to find volatile stocks showing a change in recent price direction while…

China marketsEquitiesTechnical indicatorsMean reversion
Cryptohopper blog

The article explains two tools for assessing cryptocurrency volatility. Bollinger Bands place an upper and lower standard deviation band around a moving average; widening bands indicate greater volatility, while contracting bands suggest quieter conditions.…

CryptoVolatilityTechnical indicatorsMean reversion
SuperMind

The document outlines a stock screen requiring a 14-period RSI below 65, a favorable company type, and an opening move of less than 6% in absolute terms relative to the previous close. It frames the RSI condition as a way to avoid highly elevated readings…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

The screen targets Chinese A-share stocks with an RSI below 65, seven consecutive sessions meeting a bearish-candle condition, and an intraday low between 4% and 5% below the reference price. A later version adds a circulating market-value range of 5–200…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

The document introduces a simple chart indicator that displays support and resistance lines. It recommends considering the lines in range-bound markets and says the indicator can be applied on any timeframe. No calculation method, parameter settings, chart…

Technical indicatorsMean reversion
MQL5 code base

This brief indicator description combines a standard Relative Strength Index display with support and resistance levels drawn on the chart. It says the RSI can be used in the usual way and that changes in the indicator's color may also be treated as signals.…

Technical indicatorsEquitiesMean reversion
MQL5 code base

This indicator displays the Relative Strength Index state across ten timeframes using a row of colored squares. Red marks a timeframe where the oscillator is below its oversold threshold, medium blue marks one where it is above its overbought threshold, and…

Technical indicatorsMean reversion
SuperMind

This document presents an A-share stock selection idea that combines turnover between 3% and 12%, a K indicator below 20, and three consecutive days of falling closing prices. It describes the signal as a technical screen for stocks that might merit…

EquitiesTechnical indicatorsMean reversion
SuperMind

This stock-screening idea combines three conditions: a rising 30-day moving average, three consecutive declining sessions, and a reported increase in position or capital inflow greater than five percent. The rationale pairs a positive longer-term trend with…

EquitiesTechnical indicatorsMean reversionMomentum
ProRealCode

This proposed GBP/USD strategy uses four-hour bars and seeks reversals around a 40-period exponential moving average. It adds a 30-period Fractal Dimension Index filter, permitting entries only when the calculated value is below 1.5. The entry conditions…

ForexMean reversionTechnical indicatorsBacktesting
SuperMind

This A-share screening idea selects stocks with RSI below 65, seven consecutive down days, and an opening move below 6% at 9:25. It combines a technical condition, an extended run of declining sessions, and a limit on the current day's early price change.…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese stock-selection rule combines turnover between 3% and 12% with a rising DEA condition and a KDJ stochastic K reading from 0 to 20. The post describes the low K reading as a possible trough area and treats rising DEA as a sign of improving trend.…

EquitiesChina marketsTechnical indicatorsMean reversion
MQL5 code base

This indicator modifies the Relative Strength Index so it can be displayed using a different chart timeframe and lets users choose among ten smoothing methods for both the RSI and its signal line. The choices range from standard simple and exponential…

Technical indicatorsMean reversionVolatility
MQL5 code base

This document describes a hedging Expert Advisor that opens two opposing positions at the same time. Its premise is that the position whose take-profit is reached first will close, after which a price reversal may carry the remaining position to its own…

ForexMean reversionRisk management