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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

MQL5 code base

This indicator framework treats a market flat as a time structure rather than applying trend labels. A trader draws lines between fractal points, matching upper points with later upper fractals and lower points with later lower fractals. The projected…

ForexTechnical indicatorsEvent-drivenRisk management
MQL5 code base

This document describes two MetaTrader 4 indicators that summarize open trades in a secondary chart window. They show profit or loss, position size and symbol, with the price movement expressed as either pips or points. The indicators are simplified…

Technical indicatorsRisk managementPosition sizing
SuperMind

This Chinese-language post describes a daily stock screen that combines three conditions: an amplitude measure above a threshold, a change in an institutional volume-flow measure, and detection of a recent rounded upward price pattern. It says the curved…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The proposed A-share screen selects stocks classified in the metaverse industry with circulating share capital no greater than 5.5 billion shares, then ranks candidates by the product of percentage price change and net volume from exceptionally large orders.…

China marketsEquitiesMomentumSentiment
vn.py community

A short VeighNa community discussion asks whether performance statistics are calculated from total account capital or from the capital associated with the traded instrument. The poster observes that when starting capital is large relative to fixed order…

BacktestingRisk managementPosition sizingPortfolio construction
ProRealCode

This strategy describes an hourly DAX breakout approach. It enters long when price crosses above a prior Donchian channel high, with the MACD histogram rising and nonnegative, RSI above a threshold, and price above a moving average. A stop is placed at the…

FuturesBreakoutTrend followingTechnical indicators
SuperMind

The document describes a China equity screening rule that combines three filters: membership in the metaverse industry, a positive institutional-flow measure, and a minimum listing history. It presents the rationale that industry exposure may capture…

EquitiesChina marketsEvent-drivenRisk management
SuperMind

This document proposes screening Chinese equities for a daily price range above one percent, codes beginning with 60, and three consecutive declining closes. The range condition is presented as a way to identify stocks with elevated movement, while the code…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

Fractal Bands adapt a Bollinger Band style envelope around a fractally modified moving average. The indicator estimates fractal dimension from recent price changes, derives a Hurst-based adjustment to the moving-average speed, and scales the bands using…

ForexMean reversionTechnical indicatorsVolatility
SuperMind

This document describes a Chinese equity screening rule that combines a daily price-range threshold, a large-order net-volume ranking, and fund-strength ordering. It presents the signals as a way to find volatile stocks with concentrated large-order activity…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection rule requires a 14-period RSI below 65, more than one year since listing, and a rising 30-day moving average. The article presents these filters as a way to find shares with moderate RSI readings and an improving price trend. It also…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection rule screens for shares with amplitude above 1, a stock price average above its five-day moving average, and no limit-up close on the previous day. The post frames the conditions as a combination of volatility and short-term technical…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese stock screening proposal looks for shares with price amplitude above a stated level, a previous-day condition described as main-force control, and a 20-day moving average above the 120-day moving average. The author presents the moving averages…

EquitiesTechnical indicatorsTrend followingRisk management
Cryptohopper blog

This overview describes meme coins as cryptocurrencies whose popularity often depends on humor, online communities, and attention rather than a distinct practical use. It gives examples including Dogecoin, Shiba Inu, Pepe, and Bonk, and notes that tokens may…

CryptoVolatilitySentimentRisk management
SuperMind

The document proposes screening stocks associated with China’s metaverse concept when the current close is above the prior day’s low and a proprietary indicator signals prior-day main-force control. It provides formula and Python-style examples for combining…

China marketsEquitiesTechnical indicatorsRisk management
ProRealCode

PhantomFlow identifies trend from market structure rather than smoothing price and reading its slope. It detects five-bar fractal highs and lows, which are confirmed two bars after the swing, then applies a zigzag filter so accepted pivots alternate between…

Technical indicatorsTrend followingRisk managementBacktesting
BigQuant

This short assignment response defines quantitative investing as turning recurring patterns observed through statistical analysis of financial markets into structured methods for future trading. It mentions stocks, futures, and digital assets, and describes…

Multi-assetStatisticsMachine learningRisk management
SuperMind

This document describes a Chinese A-share stock screen combining a daily turnover ratio between 3% and 12%, a newly formed KDJ golden cross, and a current-day low below the previous day's low. It presents the conditions as a way to find actively traded…

China marketsEquitiesTechnical indicatorsMomentum
FMZ forum

A wedge forms when successive price swings fit between converging trendlines that slope upward or downward. The article describes wedges as potential reversal patterns: a falling wedge may break upward, while a rising wedge may break downward. Traders can…

Technical indicatorsBreakoutTrend followingRisk management
OctoBot

This explainer describes exchange API keys as credentials that let trading software interact with a cryptocurrency account without using the account email address or password. The stated bot functions include reading portfolio balances and retrieving,…

CryptoExecutionRisk managementMarket microstructure
SuperMind

This guide explains Bitcoin mining as the process that validates transactions, adds blocks, and issues new bitcoin. Miners use specialized computers to repeatedly hash block data while changing a nonce, seeking an output that meets the network's target.…

CryptoRisk management
SuperMind

This proposed Chinese equity screen looks for companies with market capitalization below 10 billion yuan, no reported losses, MACD above its zero axis, and a rising DEA line. It combines a momentum-style technical filter with size and profitability…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening stocks using three conditions: amplitude above 1%, a shrinking negative MACD histogram on a 15-minute chart, and a 2019 dividend payout ratio above 25%. The idea combines price movement and a possible shift in short-term momentum…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This post describes a stock screen that requires amplitude above 1%, a current high equal to the highest high over two days, and more than two limit-up sessions within the prior 10 days. The combination targets stocks with recent price movement, a short-term…

EquitiesMomentumTechnical indicatorsChina markets