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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

SuperMind

This stock-selection screen combines daily price amplitude above one percent with a 2021 date filter and three moving average crossovers. It defines the crossover conditions using five-, ten-, and twenty-day averages, requiring the shortest average to cross…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This document describes a short-term A-share stock screen combining a 14-period RSI below 65, the product of daily price change and a proxy for large-order net activity, and a condition for three consecutive limit-up sessions. Its final stated selection…

EquitiesTechnical indicatorsMomentumRisk management
BigQuant

The document describes an intraday trend strategy for Chinese equity index futures, based on a reported persistent opening momentum effect. It defines a bullish sequence as rising opening, low, and closing prices across bars, and a bearish sequence as…

FuturesChina marketsMomentumTrend following
SuperMind

This Chinese equity screen targets stocks classified in the metaverse sector, with circulating share capital at or below 5.5 billion shares, that have recorded three consecutive declining sessions. The article frames the sequence of down days as a short-term…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The proposed screen selects Chinese shares where at least five moving averages converge, excludes Beijing-listed A shares, and requires the quoted 9:25 a.m. gain to be below 6%. The article interprets convergence as alignment among short- and long-term…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This proposed stock screen selects shares whose largest decline for the day falls between four and five percent below zero. The article frames the move as a possible source of short-term rebound potential and adds filters for market capitalization,…

EquitiesChina marketsMean reversionRisk management
MQL5 code base

This document describes a MetaTrader script for placing a buy stop at a set distance above the current price, with stop loss and take profit levels measured from the trigger. Its main configurable feature is a money management input that determines trade…

ExecutionPosition sizingRisk management
SuperMind

This Chinese equity screening proposal combines afternoon net inflows from large orders with a ranking by capital-flow intensity, using measures such as turnover and volume ratio. It also limits the universe to companies with market capitalization below 10…

EquitiesChina marketsExecutionRisk management
SuperMind

The document describes a daily pre-open screen for mainland Chinese main-board stocks. It combines an amplitude threshold, a large-order signal in auction price movement, net purchases by very large orders, and a rising 30-day moving average. Candidates are…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection post narrows a prior robotics-themed screen to stocks whose codes begin with 60. The stated conditions are turnover between 3% and 12%, robotics-concept membership, floating market capitalization below 10 billion yuan, and the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This article proposes a main-board A-share screen requiring a daily range above one percent, at least one limit-up event in the prior 25 days, and a gain above one percent today. It interprets the range as a sign of volatility, a prior limit-up as evidence…

China marketsEquitiesMomentumBreakout
SuperMind

This article describes an A-share stock screen combining daily range, large-order net flow ranking, and a bullish weekly candle. Its stated rationale is to find active stocks with upward price action: range and order flow serve as activity filters, while the…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

This article proposes changing position sizes and take-profit distances in a grid strategy to recover from underwater positions sooner. Instead of a fixed base position, it describes increasing additions in stages as price falls: one unit per grid initially,…

Grid tradingPosition sizingRisk managementMean reversion
BigQuant

This research overview examines the development and current state of China’s pension arrangements, alongside the management of pension assets. It organizes retirement provision into three pillars: basic public pensions, occupational plans such as enterprise…

China marketsPortfolio constructionRisk management
MQL5 code base

This document outlines a manual sequence of opposing trades intended to recover from adverse price movement. After an initial buy or sell, the trader opens an opposite position when price moves against the first trade by a chosen distance, using a somewhat…

ForexGrid tradingPosition sizingRisk management
Lumibot

This documentation explains the built-in tools available to LumiBot agents for market research, account inspection, trading, memory, and notifications. It separates research agents from agents allowed to place or change orders: disabling trading removes…

ExecutionRisk managementBacktestingOptions
Kraken Learn

The document outlines crypto portfolio diversification as a way to reduce dependence on any one asset and manage exposure to a volatile market. It suggests spreading investments across cryptocurrencies, market sectors, and strategies, with attention to how…

CryptoPortfolio constructionRisk management
Freqtrade

This strategy outline describes a long-only crypto trend-following system on hourly candles. It combines moving-average trend states with pullbacks and bounces around moving averages, while also calculating RSI, ADX, MACD, Bollinger Bands, volume measures,…

CryptoTrend followingTechnical indicatorsRisk management
MQL5 code base

This brief description presents an automated trading approach based on regression channels. It names linear, quadratic, and cubic regression channels as possible channel types, then describes a protective rule: when the previous daily candle exceeds a…

ForexTechnical indicatorsRisk managementBacktesting
SuperMind

The article outlines a Chinese equity screening rule that selects main-board stocks associated with the metaverse theme when their 14-period RSI is below 65 and their daily gain exceeds 1%. It presents the RSI condition as a possible rebound setup, while a…

EquitiesChina marketsTechnical indicatorsMomentum
OctoBot

This article explains fear of missing out as the anxiety that a trader will miss a profitable opportunity, especially during fast-rising crypto markets. It links the feeling to urgency, price attention, social-media speculation, and unverified information.…

CryptoSentimentRisk management
Kraken Learn

The article compares staking proof-of-stake tokens with earning interest by depositing crypto assets into lending platforms. Staking rewards are linked to network issuance and transaction fees, while savings interest reflects demand from borrowers. Staked…

CryptoDeFiRisk managementCarry
SuperMind

This post describes an A-share stock screen that combines daily price range, market capitalization, profitability, Bollinger-band position, and relative valuation. It filters for stocks with amplitude of at least one percent, positive market capitalization…

EquitiesChina marketsTechnical indicatorsVolatility