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
WonderTrader
14 documents
Alphalens
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

BigQuant

The report summary explains a method for finding monthly indicators that may signal earnings changes in cyclical industries before standard financial statements are published. It covers real estate, autos, transport, coal, nonferrous metals, steel, building…

EquitiesChina marketsStatisticsFactor investing
SuperMind

The document proposes screening Chinese stocks for three conditions: association with the metaverse theme, a rounded chart pattern, and company scale above 200 million yuan. It frames the rounded pattern as a technical signal and company size as a rough…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document introduces an MQL4 indicator called HL. Its stated function is to display a pivot level together with support and resistance levels on a chart. These plotted reference levels can help a trader identify areas where price may pause, reverse, or…

Technical indicatorsForex
SuperMind

The document describes a Chinese stock screen combining a daily amplitude threshold, membership in a robotics concept group, a circulating market value below 10 billion yuan, and an outside-volume to inside-volume ratio above 1.3. It also presents example…

EquitiesChina marketsTechnical indicatorsMarket microstructure
Amberdata research

This report reviews digital-asset market developments in Q4 2023 and gives an outlook for 2024. It discusses token prices, circulating supply, market capitalization, Bitcoin spot-exchange share and volume, and activity across blockchain networks and DeFi…

CryptoSpot marketsDeFiSentiment
FMZ forum

The article argues that traders can be misled by intuitive, familiar interpretations of price action and market narratives. Examples include buying a presumed leader after a technical pullback, expecting small caps to rise when large caps lead, or chasing a…

EquitiesStatisticsRisk managementSentiment
SuperMind

This Chinese equity screen combines a daily amplitude threshold with a prior-day 9:15 matching-price limit-down condition, robot-industry membership, and a circulating market value below 10 billion yuan. The final version adds a price-to-earnings ratio below…

EquitiesTechnical indicatorsChina marketsBacktesting
ProRealCode

This indicator identifies thirteen common candlestick formations and marks them on a chart with labels and, for many patterns, directional arrows. The listed formations include doji, morning and evening stars, shooting star, hammer variants, harami,…

Technical indicatorsEquitiesStatistics
SuperMind

This stock screen combines a price-range filter with two momentum conditions. It looks for a range above 1%, a contracting negative MACD histogram on a 15-minute chart, and a KDJ value below 20. The document interprets the shrinking negative histogram as a…

EquitiesTechnical indicatorsMomentumMean reversion
MQL5 code base

This brief note describes a multi-timeframe option for the RAVI indicator in MetaTrader 5. A user can select the timeframe used by the indicator through an input parameter, with a four-hour period shown as the default example. The note also states that the…

Technical indicators
SuperMind

This stock screen combines daily price movement with a recent high and a volatility-compression condition. It selects stocks whose intraday range exceeds 1%, whose high is the highest of the current and previous day, and whose Bollinger-band variability is…

EquitiesTechnical indicatorsVolatilityRisk management
Amberdata research

This market recap reviews BTC and ETH options conditions during a sharp spot-market selloff and rebound. It discusses realized and implied volatility, term structures, volatility carry, skew, relative value between ETH and BTC, options trading flows, and…

CryptoOptionsVolatilityDerivatives pricing
SuperMind

This stock screen combines three filters: price amplitude greater than 1, free float no more than 5.5 billion shares, and company size above 200 million. The article interprets the amplitude condition as a way to find more volatile stocks that may suit…

EquitiesVolatilityTechnical indicatorsRisk management
MQL5 code base

R-Squared is described as a linear regression indicator that can help assess how statistically strong the current trend may be. Although its display resembles an oscillator, the document frames its purpose as indicating the reliability of a trend rather than…

Technical indicatorsStatisticsTrend following
SuperMind

This stock selection method searches the metaverse industry for shares showing simultaneous bullish crossovers in MACD and two moving average pairs: the 5-period average over the 10-period and 20-period averages. It adds a condition that the KDJ indicator…

EquitiesTechnical indicatorsMomentumRisk management
OctoBot

The document explains stablecoins as crypto tokens designed to hold value relative to an asset or asset basket, commonly a fiat currency. It outlines three broad designs: fiat-backed tokens supported by reserves, crypto-backed tokens that generally use…

CryptoSpot marketsRisk managementDeFi
BigQuant

This opinion article argues that traders should give more weight to market direction, entry timing, and risk discipline than to technical indicators alone. It warns against treating a falling price as automatically cheap, and favors aligning trades with…

EquitiesTrend followingRisk managementMomentum
FMZ forum

The document compares six programming-language options for building quantitative trading strategies: visual programming, EasyLanguage, Python, MATLAB/R, C++, and Java/C#. It evaluates them by capability, speed, extensibility, and learning difficulty, then…

StatisticsBacktestingHigh-frequency trading
Hummingbot docs

The document explains V1 strategies as configurable algorithmic trading templates that monitor trading pairs on one or more exchanges. It distinguishes strategy logic, which defines behavior in code, from user-set parameters such as spread and order size,…

Market makingArbitrageExecutionCrypto
MQL5 code base

The document describes an MT4 indicator that plots daily pivot, support, and resistance levels while allowing it to be attached to charts from M1 through H4. Its settings offer five calculation choices: Standard, Fibonacci, Camarilla, Woodie, and DeMark,…

Technical indicators
SuperMind

This Chinese stock screen combines trading activity, thematic classification, market capitalization, and fundamental filters. It seeks stocks with amplitude above 1, elevated same-day control, a robotics association, and circulating market value below 10…

EquitiesChina marketsTechnical indicatorsFactor investing
MQL5 code base

This brief describes a custom linear regression channel indicator. It plots or calculates the regression line together with support and resistance line values, making those values available through indicator buffers for use by a trading platform or other…

Technical indicatorsStatistics
Awesome Systematic Trading

The strategy compares two portfolios drawn from a basket of cryptocurrencies: one is rebalanced daily to equal weights, while the other starts equally weighted and is left to drift. It takes a long position in the rebalanced portfolio and a short position in…

CryptoPortfolio constructionArbitrageBacktesting
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Technical indicatorsTrend followingBreakoutRisk management