Skip to content

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 two automated scalping variants. One opens random positions across multiple symbols available in Market Watch, subject to a maximum trade count and a maximum spread filter. The other selects one random Market Watch symbol and opens a…

ForexExecutionRisk management
ProRealCode

The document describes a two-sided intraday strategy that enters when price crosses levels derived from Bill Williams fractals. Its example is configured for EUR/USD on a one-hour chart, with trading limited to a stated daily time window. The strategy also…

ForexBreakoutTechnical indicatorsRisk management
SuperMind

This Chinese equities screening approach selects stocks with a price range above 1%, prior-day actual turnover between 3% and 28%, and turnover between 3% and 12%. It treats price range and turnover as signs of short-term trading activity while limiting…

EquitiesChina marketsMarket microstructureRisk management
MQL5 code base

This document describes a demonstration trading panel built with the MasterWindows interface library for MQL5. It illustrates how a panel can display a probability-style signal based on applied-price data and submit market orders. Its controls include…

ExecutionPosition sizingRisk managementTechnical indicators
SuperMind

This Chinese equities screening rule combines daily price range, circulating market capitalization, and a 14-period RSI. It selects stocks whose range exceeds 1%, circulating market value is above 10 billion yuan, and RSI is below 65. The article presents…

EquitiesTechnical indicatorsRisk managementChina markets
Kraken Learn

The document compares crypto-backed borrowing options using custody model, borrowing rate, maximum loan-to-value, eligible collateral, borrow currency, liquidation terms, and security history. It distinguishes custodial services from non-custodial protocols,…

CryptoDeFiRisk management
MQL5 code base

HLCrossSigForMFI is presented as a trend-following indicator intended to identify entries while making trade management more rule-based. It combines a range breakout component with a triple exponential moving average filter and a Money Flow Index filter. Its…

Trend followingTechnical indicatorsRisk managementExecution
SuperMind

This Chinese stock screen selects shares with daily amplitude above 1%, a day's low between 4% and 5% below the prior close, and an external-to-internal volume ratio above 1.3. The accompanying example estimates the decline from daily price data and derives…

EquitiesVolatilityMarket microstructureTechnical indicators
ProRealCode

The strategy proposes a long entry when price crosses above an eight-period exponential moving average while the Awesome Oscillator turns upward after declining. The oscillator is defined as the difference between five-period and 34-period averages of median…

ForexTechnical indicatorsMomentumBacktesting
SuperMind

The proposed stock screen combines three criteria: today's accumulation share above 5%, positive institutional activity, and a dividend ratio above 25% for 2019. The post interprets these as indicators of buying interest, institutional participation, and…

EquitiesFactor investingRisk management
Lumibot

The document explains what LumiBot’s HTML backtest tear sheet and companion machine-readable metrics file contain. It lists return and risk measures such as annualized and total return, Sharpe and Sortino ratios, return over maximum drawdown, maximum…

BacktestingRisk managementPortfolio constructionStatistics
SuperMind

The document describes a Chinese equity screen combining a positive MACD reading, year-over-year net profit growth between 20% and 100%, and a positive 10-day price return below 35%. Its accompanying example code also ranks qualifying stocks by recent…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This learning exercise describes an investor's established approach of making long-term, recurring purchases of index ETFs, including funds tracking large-cap Chinese, Hong Kong technology, and US technology markets. The account does not specify purchase…

EquitiesMulti-assetPortfolio constructionBacktesting
SuperMind

The document describes a short-term stock screen combining three technical conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a rising MACD DEA signal line. It gives indicator logic and illustrative…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks associated with the robotics concept, with daily price amplitude above 1%, circulating market value below 10 billion, and more than two limit-up days within the past 10 days. The article describes these conditions as…

EquitiesChina marketsMomentumTechnical indicators
Amberdata research

The document explains how DeFi borrowers pledge collateral worth more than their loans, creating a buffer against falling crypto prices. It discusses how lending platforms set overcollateralization ratios according to collateral risk, market conditions, and…

CryptoDeFiRisk managementPosition sizing
SuperMind

This document describes a Chinese equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and a quality-company classification. The stated criteria are turnover between 3% and 12%, profit growth above…

EquitiesChina marketsFactor investingRisk management
SuperMind

This document presents a short-term Chinese stock screen combining daily price amplitude, a measure labeled daily control change, and the ratio of outside to inside trading volume. Its stated final rules require amplitude above 1, an absolute control-change…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This document describes a long-only mean-reversion strategy for QQQ using Internal Bar Strength (IBS), calculated as the close’s position within the day’s high-low range. It treats a very low reading as a short-term oversold signal: enter at the next market…

EquitiesMean reversionTechnical indicatorsPosition sizing
FMZ guides

This guide explains how FMZ strategy interfaces can send commands to a running trading program. It covers numeric, Boolean, text, dropdown, and button controls, and describes how supported languages can receive their messages through a command-reading…

ExecutionRisk management
BigQuant

This study examines whether supplier and customer links help explain dependence between listed companies’ returns. It constructs a directed company network from Bloomberg relationship data, resolving cases with links in both directions by choosing the…

EquitiesStatisticsRisk managementPortfolio construction
SuperMind

The article outlines buy-and-hold, day-trading, and swing-trading approaches for volatile altcoins, and describes stablecoins mainly as trading-pair assets, temporary havens, or inputs to yield farming. It distinguishes fundamental research, such as…

CryptoSpot marketsDeFiRisk management
SuperMind

This Chinese equities screen combines three conditions: turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and an opening price at 9:25 that is less than 6% above the previous close. The post interprets turnover as a measure…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equities screening idea selects stocks with amplitude above 1, ranks them by the day’s auction value, keeps the top five, and requires the auction return to fall between −2% and 5%. The accompanying explanation frames the filters as a way to…

EquitiesChina marketsTechnical indicatorsRisk management