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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

FMZ forum

The article explains trading as the transfer of risk between participants. It distinguishes investors, who buy underlying businesses or assets for long-term value, from traders who trade financial contracts and focus on price. It describes hedging as a way…

Market microstructureRisk managementFuturesForex
MQL5 code base

This Expert Advisor bases its trading decisions on two moving averages, with periods of five and four, on a five-minute chart. It assigns separate take-profit and stop-loss levels to buy and sell positions. The decision conditions are evaluated only when a…

Technical indicatorsForexExecutionBacktesting
NautilusTrader

This example configures a composite market-making strategy that uses NVDA equity quotes as its signal and quotes an NVDA perpetual contract on Lighter. The settings specify a maximum position and trade size, a half-spread, inventory and signal skew factors,…

Market makingPerpetual futuresEquitiesExecution
MQL5 code base

This description outlines an Expert Advisor that enters when the ColorZerolagHLR indicator cloud changes color. It forms a signal at a bar close when an oscillator crosses its signal line. The strategy depends on two compiled indicator files, which must be…

ForexTechnical indicatorsBacktestingRisk management
ProRealCode

This indicator framework combines a nine-bar momentum setup with a thirteen-count terminal phase modeled on DeMark-style exhaustion logic. The first phase compares closes with those four bars earlier; the second counts qualifying closes beyond the…

Technical indicatorsMomentumRisk managementMarket microstructure
MQL5 code base

This brief describes an expert advisor that monitors account equity relative to balance and closes all open positions once equity reaches a configured percentage above balance. Its stated scope covers positions across symbols and magic numbers, so the…

Risk managementPosition sizingExecution
NautilusTrader

A market order tells a venue to execute a specified quantity promptly at the best available price. The document outlines when traders might use one, such as urgent risk reduction or entering a liquid, fast-moving market, and shows how an order can include…

ExecutionForexMarket microstructureRisk management
vn.py community

The discussion explains a timing issue in CTA strategies using the CTP interface: order status updates may arrive before trade updates, and the position is updated with the trade notification. A strategy that reacts to a fully filled order inside its order…

ExecutionMarket microstructureRisk management
ProRealCode

The strategy first classifies market conditions with a linear-regression slope statistic, treating readings below a stated threshold as a no-trend phase. During that phase, a smoothed stochastic turning upward from a low level triggers a long stop entry…

FuturesMean reversionTechnical indicatorsRisk management
BigQuant

The document examines how trend following could address the equity risk concentration in conventional target-date funds. Their glide paths reduce stock allocations as retirement approaches, yet the portfolio may remain dominated by equity risk, leaving…

Trend followingMulti-assetRisk managementPortfolio construction
MQL5 code base

This MetaTrader expert advisor trades from the LeManTrendHist indicator. A signal is generated when a bar closes and the indicator histogram changes direction, so decisions are tied to completed bars rather than intrabar moves. The advisor requires the…

ForexTechnical indicatorsBacktestingRisk management
Lumibot

This example describes a daily SPY strategy that assigns market analysis and order decisions to separate AI agents. The research agent compares the latest completed daily close with its 20-bar average and reports the date, observed prices, evidence for and…

Machine learningTrend followingRisk managementExecution
SuperMind

The document outlines an equity screen for stocks associated with the metaverse theme. It combines three filters: membership in that concept group, a current close above the previous day’s low, and a positive daily return at least once within a rolling…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea combines three filters: market capitalization below 10 billion yuan, no historical losses, and current trading volume above 10,000 lots. It also describes selecting stocks that open above the previous close, framing the…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese-language post describes a short-term screen for stocks in the metaverse theme. Its initial conditions are elevated turnover on the prior day and an upward arrangement of moving averages for the current day. The expanded version also requires…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes configurable lot-size multipliers for a trading function. Its inputs offer three modes: disable the multiplier, use a Fibonacci-style sequence, or determine the next lot from the last closed lot by either multiplying it or adding a…

Position sizingRisk management
BigQuant

The document presents an individual-investor approach inspired by Peter Lynch: use familiar products and services to generate company ideas, then assess business quality, growth, debt, and valuation. Its suggested checks include sustained profit growth,…

EquitiesPosition sizingPortfolio constructionRisk management
Stratmill research code

This Rust example configures a live trading bot for the BTCUSDT futures instrument on Bybit and invokes a separate grid-trading routine. It registers instrument precision and market-depth settings, installs an error handler for connection, order, and custom…

CryptoFuturesGrid tradingExecution
SuperMind

The document outlines a Chinese equity screening idea combining three conditions: a market capitalization below 10 billion yuan, no reported losses, and a daily increase in holdings above 5%, alongside large net buying in the afternoon. It interprets the…

EquitiesChina marketsTechnical indicatorsSentiment
ProRealCode

The document describes a three-bar volume and candle indicator adapted for ProRealTime. It identifies potential bullish and bearish signals by combining the direction of recent candles with a rising or falling sequence in volume, then colors qualifying…

Technical indicatorsRisk management
MQL5 code base

The document explains how to set stop-loss (SL) and take-profit (TP) levels for open orders. Traders can specify each level as a distance in pips from the current price or as a particular price. When both formats are provided for the same level, the pip…

ExecutionRisk management
SuperMind

This Chinese stock-screening strategy combines three conditions: daily amplitude above 1%, at least two limit-up events during the prior 500 days, and positive net buying attributed to major investors during the opening auction. It also proposes ranking…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed stock screen combines a daily price-range threshold, consistently high return on equity over five years, and large or extra-large buy orders during the opening auction. Its stated logic requires the combined auction buy volume to exceed the…

EquitiesChina marketsFactor investingMarket microstructure
ProRealCode

This four-hour DAX strategy opens long positions at a specified daily time on weekdays when true range exceeds 25 and a four-period TEMA is above a four-period exponential average. Position size is tied to equity through a reinvestment rule, then multiplied…

FuturesTrend followingTechnical indicatorsPosition sizing