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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

Hyperliquid docs

The document explains funding payments for Hyperliquid crypto perpetual contracts, which transfer value between longs and shorts to help keep contract prices aligned with spot. The payment direction depends on the premium of the contract relative to an…

CryptoPerpetual futuresDerivatives pricingRisk management
SuperMind

This Chinese equity screening idea combines three filters: recent capital-flow strength, appearance on the prior day's trading activity ranking, and a dividend payout ratio above 25% for 2019. The article's final selection logic further narrows candidates by…

China marketsEquitiesEvent-drivenRisk management
MQL5 code base

The document describes a Heikin Ashi indicator that can use a configurable period. At period 1, it matches the standard MetaTrader Heikin Ashi indicator. Higher periods smooth out small pullbacks, which may make the displayed trend less reactive, while also…

Technical indicatorsTrend followingRisk management
SuperMind

This post describes a stock screen using a 2019 dividend payout ratio above 25%, daily price amplitude, and the proportion of total market value represented by circulating market value. Its refined criteria set amplitude between 1% and 10% and the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post outlines a stock-selection idea combining three filters: a dividend payout ratio above 25% for 2019, positive returns, and ranking by capital strength, which it describes through measures such as turnover or trading value. The rationale is to…

EquitiesChina marketsFactor investingRisk management
SuperMind

This A-share stock screen combines a relative strength index threshold below 65 with a rule excluding stocks that hit the daily limit the previous day. It further restricts candidates to firms with market capitalization below 10 billion yuan and positive net…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This A-share screening idea selects stocks with daily price amplitude above 1, more than two limit-up days in the past ten days, and a favorable enterprise profile. The post interprets repeated limit-ups and high amplitude as signs of market attention and…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This A-share screening concept combines a market-cap ceiling of 10 billion yuan with high capital strength, ranked from stronger to weaker, and a 15-minute MACD histogram that is shrinking while below zero. The article interprets the contracting negative…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Shenzhen main-board stock screen combines five clustered moving averages—5, 10, 20, 60, and 120 days—with price-to-earnings between 0 and 29.01, price-to-book between 0 and 3.11, and more than two limit-up days in the previous 10 days. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening idea selects robot-concept stocks with circulating market value below 10 billion yuan, turnover between 3% and 12%, and a volume ratio above 1.5 but below 6. The stated rationale is to focus on robot-related small caps with…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document describes an expert advisor that adds take-profit levels, stop-loss levels, or both to trades that do not already have the configured protection. It scans open trades and applies preset stop values, reducing the need to enter those levels…

ExecutionRisk management
SuperMind

This proposed screen focuses on Shenzhen main-board stocks and combines a daily position-addition share above 5% with a price-to-earnings ratio from 0 to 29.01 and a price-to-book ratio from 0 to 3.11. The post interprets a higher position-addition share as…

EquitiesChina marketsFactor investingRisk management
SuperMind

This post proposes screening stocks for at least five overlapping moving averages, a circulating share count no greater than 5.5 billion shares, and a 15-minute MACD histogram whose negative bars are shrinking. The author treats moving-average convergence as…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This note describes a stock screen using three signals: at least five moving averages converging, turnover within a specified range, and more than two limit-up days over a recent window. Its discussion frames clustered averages as relatively stable price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a stock screen combining three conditions: RSI below 65, revenue in 2021 more than 1.1 times revenue in 2018, and shrinking negative MACD bars on a 15-minute interval. It presents the approach as a mix of fundamental growth and technical…

EquitiesChina marketsTechnical indicatorsStatistics
MQL5 code base

The document outlines an example trading system that uses two support vector machines, one for buy signals and one for sell signals. It initializes seven technical indicators, passes their handles as model inputs, and derives training inputs and target…

Machine learningTechnical indicatorsRisk management
SuperMind

This article outlines a Chinese equity selection approach that ranks stocks by capital-flow strength, requires a minimum circulating market value, and looks for repeated limit-up sessions over a recent window. Its expanded version adds valuation filters,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed screen looks for companies with market capitalization below 10 billion yuan and no reported losses, alongside a current trading volume above 10,000 lots, a higher open, and at least five overlapping moving averages. The article associates…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This Chinese stock-screening note describes a short-term equities filter combining turnover, circulating share count, and a relationship between yesterday’s turnover and today’s auction volume relative to yesterday’s volume. It gives a turnover range of 3%…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes a historical Chinese equity screen that combines an RSI reading below 65 with metaverse-sector membership and a 2021 date filter. The RSI condition is presented as a way to avoid stocks with especially strong short-term readings, while…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This A-share screening proposal combines three signals: market capitalization below 10 billion yuan, positive company earnings, upward-spreading moving averages, and daily position growth above 5%. It interprets position growth as a sign of incoming capital,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document outlines a Chinese stock screen for companies valued below 10 billion yuan that have not reported losses, alongside positive institutional activity and a daily position-increase share above 5%. The rationale is that buying activity may signal…

EquitiesRisk managementChina marketsFactor investing
SuperMind

This short-term stock screen combines a shrinking negative MACD histogram on a 15-minute chart with turnover between the stated bounds and daily price amplitude above its threshold. The intended interpretation is that a contracting negative histogram may…

EquitiesChina marketsTechnical indicatorsMomentum