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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 Money-Meter indicator translates price movement into estimated account-currency gains and losses for a chosen virtual position size. Starting from the current price or a user-entered zero price, it draws levels at set monetary intervals above and below…

Risk managementPosition sizingTechnical indicators
SuperMind

The document presents a Chinese equity screening idea based on daily price amplitude above one percent, a K-line indicator below 20, and a stock price near 18.5 yuan. It explains the first condition as selecting stocks with price movement, the second as…

China marketsEquitiesTechnical indicatorsRisk management
FMZ forum

This essay outlines common reasons a promising backtest may fail in live trading. It recommends checking calculations when returns look implausibly strong, including comparing the account’s initial and current states to derive profit and loss. It also warns…

BacktestingStatisticsExecutionRisk management
OctoBot

This introductory guide compares market, limit, stop, and take-profit orders for cryptocurrency trading. A market order seeks the best available price and usually prioritizes execution, while a limit order specifies the price at which a trader is willing to…

CryptoExecutionMarket microstructureRisk management
SuperMind

The document proposes a short-term Chinese stock screen that combines RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and three consecutive daily declines in closing price. It describes RSI as a way to assess recent…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

The document proposes screening Chinese stocks in the metaverse industry using technical signals and the opening-auction return. Its stated criteria combine three indicators crossing upward with an auction return between -2% and 5%. The listed indicator…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection proposal looks for shares with daily amplitude above 1%, weekly MACD above the zero line, and a rising 30-day moving average. The article frames amplitude and MACD as measures of market activity and direction, while the rising average is…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese A-share screening proposal combines three conditions: a 14-period RSI below 65, external trading volume divided by internal trading volume above 1.3, and more than two limit-up days within the prior ten days. It presents the mix as a way to find…

China marketsEquitiesTechnical indicatorsMomentum
Cryptohopper blog

The document outlines the European Union’s Markets in Crypto-Assets Regulation, a framework for crypto-assets outside existing financial-services rules. It describes requirements for public token offers, including clear disclosures, white papers,…

CryptoDeFiRisk management
SuperMind

The document presents a stock selection rule using price amplitude, a recent three-session limit-up sequence, and turnover constrained to a stated range. It explains these filters as a way to favor active, recently strong stocks while excluding turnover that…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

The document describes a weekly long strategy based on an asserted pattern of weak Mondays and strong Fridays in the Nasdaq 100. It waits for Monday’s cash-market open, places a limit entry one percent below that open, and initially targets a return to the…

EquitiesUS marketsMean reversionRisk management
MQL5 code base

This Expert Advisor description presents a trend-following system that uses two WAMI indicators on separate timeframes. The slower indicator defines trend direction from the relationship between its main and signal lines; the faster one supplies entry timing…

ForexTrend followingTechnical indicatorsRisk management
MQL5 code base

This report examines the predictive accuracy of a structured multi-factor risk model for China A-share portfolios, building on earlier work on style-neutral portfolio optimization. It reports that a bias test found statistically significant evidence related…

China marketsEquitiesFactor investingPortfolio construction
MQL5 code base

This Expert Advisor trades on every tick within the current bar and allows only one open position at a time, making it suitable for either hedging or netting account modes. A sell signal occurs when the main Stochastic line on the current bar is below its…

ForexTechnical indicatorsExecutionRisk management
FMZ forum

The document argues that traders should treat stop losses as a planned risk-control rule rather than an emotional response to a losing position. It uses the “Alligator Principle” to illustrate why delaying an exit after recognizing a trade is wrong can…

Risk managementPosition sizingEquitiesForex
Cryptohopper blog

The document explains how Bitcoin can be represented as an Ethereum ERC-20 token backed by BTC held on another network. This structure is intended to combine Bitcoin’s liquidity with Ethereum smart contracts, allowing the token to be used in decentralized…

CryptoDeFiSpot marketsRisk management
FMZ forum

The document presents a TradingView Pine strategy that combines a Vegas-style EMA filter with ADX and candle conditions. It enters long or short positions when the corresponding filter conditions are met, the ADX exceeds a threshold, and the candle condition…

Technical indicatorsBacktestingPosition sizingRisk management
OctoBot

This guide explains how to configure OctoBot’s GPT interface and evaluator to use a language model for trading-related predictions. It covers adding an API credential for the hosted service, setting a custom LLM base address for another compatible server,…

Machine learningExecutionRisk management
MQL5 code base

This document describes a simple trading program that acts on the Three Inside candlestick pattern. The bullish setup begins with a long bearish candle, followed by a smaller bullish candle contained within the first candle’s range; the third candle is…

Technical indicatorsBreakoutRisk management
OctoBot

This introductory article explains cryptocurrency futures as contracts used to gain exposure to expected price movements without directly holding the underlying coins. It outlines long and short positioning, noting that short sellers aim to buy back at a…

CryptoFuturesArbitrageRisk management
SuperMind

This Chinese-language article proposes screening stocks whose RSI is below 65, whose prices have fallen for seven consecutive sessions, and whose company size exceeds 200 million. It presents the combination as a simple technical screen with a size filter,…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese-language article describes a short-term A-share screening rule based on price action and trend. It selects stocks with an amplitude above 1, a morning-star pattern, and a 20-day moving average above the 120-day moving average. The article also…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a beginner-oriented Expert Advisor that combines a Simple Moving Average with the Relative Strength Index to generate trades, including for gold. It identifies risk-based position sizing, RSI overbought and oversold thresholds, a…

Technical indicatorsRisk managementPosition sizing
BigQuant

The document summarizes two strands of research. One examines analyst-run mutual funds across multiple fund companies, reporting that analyst-managed funds outperformed comparison funds on risk-adjusted measures and that stronger analyst skill was associated…

EquitiesFactor investingStatisticsRisk management