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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

79,386 documents

SuperMind

The article outlines a Chinese equity screening rule that combines daily price range, a large-order net-flow ranking, and a measure of institutional activity. It describes selecting stocks with a price range above a stated threshold, strong large-order flow,…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document describes a trading utility that helps close positions according to a configured stop-loss amount and a take-profit multiple of that amount. The stop-loss input must be negative. It describes two stop-loss approaches: setting a stop on an order…

Risk managementPosition sizingExecution
BigQuant

This study examines macro momentum across stock markets and its use for timing Chinese equities. It differs from price-based trend following by using macroeconomic indicators to generate signals. For a universe of 24 country equity indexes, it considers…

EquitiesMomentumFactor investingPortfolio construction
MQL5 code base

This document describes an MQL5 library for storing tick records in a compact format. It retains selected fields from the standard tick structure, including timestamps, bid and ask prices, last price, volume, and flags. Example scripts retrieve ticks, save…

ForexMarket microstructureExecutionBacktesting
FMZ forum

This brief VeighNa forum exchange discusses how to calculate indicators that need multiple days of history, such as 30-day and 60-day moving averages. One participant considers storing daily OHLCV data in a database or CSV file and loading it before the…

Technical indicatorsEquities
vn.py community

This article walks through a deliberately random directional strategy for dYdX. It selects long or short entries with equal probability, uses fixed profit and loss thresholds to exit, and increases the next order size after a loss while resetting size after…

CryptoFuturesBacktestingRisk management
SuperMind

This stock screen combines a range condition, a 15-minute MACD histogram that remains negative while shortening, and a daily low within a specified loss band of roughly four to five percent from the prior close. The article interprets the contracting…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese stock-selection proposal combines three filters: a 2019 dividend payout ratio above 25%, at least two limit-up sessions within 500 days, and convergence of the 5-, 10-, 20-, 60-, and 120-day moving averages. The post presents these as ways to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This overview introduces several approaches to quantitative equity selection: multi-factor scoring, style rotation, industry rotation, capital-flow screens, momentum reversal, analyst-consensus signals, and trend following. It outlines how each approach…

EquitiesFactor investingMomentumTrend following
SuperMind

This proposed Chinese-stock screen combines a technical condition with historical corporate data: it selects shares with RSI at or below 65, a listing history longer than one year, and a 2019 dividend ratio above 25%. The post includes a sample indicator…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This Chinese-market stock screen selects non-ST main-board shares with turnover between 3% and 12% and a daily gain above 1%, then ranks the candidates by individual-stock popularity. The post also gives an example indicator formula and Python outline for…

EquitiesMomentumSentimentChina markets
SuperMind

This article describes a stock screen that combines metaverse industry membership, a newly formed KDJ bullish crossover, and growth in beverage and alcohol import-export figures. The technical signal is defined as the K line moving above the D line after…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article proposes screening stocks in the metaverse industry when their average price is above the five-day moving average and the current close is above the prior session’s low. It presents these conditions as short-term price-strength filters within a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article outlines a Chinese equity screening rule combining daily amplitude above one, a positive weekly MACD reading, and a high ranking for net large-order volume. It describes these conditions as a way to find volatile stocks with upward price…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This article sketches a Chinese stock-selection rule using MACD and price conditions. It describes screening for MACD above the zero line, a price below 12 yuan, and also states a share-price condition of 18.5 yuan. It says the scan is intended to run before…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed stock screen combines a technical condition with fundamental growth and company-size filters. It selects stocks with an RSI below 65, year-over-year net profit growth above 20% and at most 100%, and size of at least 200 million. The article…

China marketsEquitiesTechnical indicatorsFactor investing
FMZ forum

This brief example describes a short-selling strategy that opens an initial position, then responds to price movement with either a cover or an added short. It closes the position when the buy price falls below the entry price by a specified profit…

Position sizingRisk managementBacktestingExecution
SuperMind

This note outlines a basic screen for Chinese equities whose stock codes begin with 60, whose daily high-to-low range exceeds 1%, and whose closing price is 18.5 yuan. It also proposes sorting qualifying stocks by trading activity. The article illustrates…

EquitiesChina marketsVolatilityTechnical indicators
Amberdata research

This digital-asset market snapshot combines derivatives positioning, spot activity, order-book liquidity, funding, ETF flows, stablecoin supply, and DeFi lending conditions to assess a reported Bitcoin short squeeze. It describes shorts being liquidated more…

CryptoPerpetual futuresMarket microstructureVolatility
SuperMind

This note describes a simple Chinese-equity screen combining daily price range, calendar year, and closing price. It selects stocks whose high-to-low range exceeds 1%, whose trading date falls in 2021, and whose closing price equals 18.5 yuan. The article…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

RingSystemEA is described as a multi-currency expert advisor that forms currency rings from a configurable set of three to eight currencies. The user selects currencies through an external parameter and attaches the expert to a single chart; the chart and…

ForexMulti-assetExecution
MQL5 code base

The Dots indicator marks trend direction on a price chart: blue dots represent an uptrend and red dots a downtrend. Its calculation uses a selected price series obtained through a moving-average function and applies the cosine of a price-change angle. Users…

Technical indicatorsTrend followingForex
Hummingbot docs

This article reviews a two-month program in which individuals used market-making bots to provide liquidity for the ONE token on Binance. It examines participation, filled order volume, user retention, activity by weekly cohorts, and the program’s share of…

CryptoMarket makingExecutionMarket microstructure
SuperMind

This article describes an A-share screening rule combining three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and displayed best-bid volume greater than best-ask volume. It interprets the RSI and candle sequence…

EquitiesTechnical indicatorsChina markets