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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

79,386 documents

SuperMind

This document presents a stock selection rule for Chinese companies classified in the metaverse theme. It screens for previous-day actual turnover between 3% and 28% and requires the daily MACD difference line to be above its signal line. The text explains…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document explains a chart indicator that builds Fibonacci levels from successive swings identified by the ZigZag indicator. Keyboard controls move through swings, while users can show, hide, drag, or extend a Fibonacci drawing and edit its levels.…

Technical indicatorsVolatilityForex
SuperMind

This document describes a Chinese A-share stock screen combining turnover, market capitalization, profitability, and order-flow measures. It selects stocks with turnover between 3% and 12%, market value below 10 billion yuan, positive average earnings per…

EquitiesChina marketsMarket microstructureStatistics
SuperMind

This stock screen combines three filters: at least five moving averages are described as converging, price-to-earnings and price-to-book ratios fall within specified ranges, and the 20-day moving average is above the 120-day average. The first condition is…

EquitiesTechnical indicatorsTrend followingFactor investing
MQL5 code base

This short description presents a modified display of the Parabolic Stop and Reverse indicator in a separate chart window. Its additional function checks whether the charted instrument has an open position and issues an alert when the SAR signal moves…

Technical indicatorsRisk managementExecution
SuperMind

This Chinese-language article outlines an A-share stock screen combining market capitalization, turnover, a KDJ bullish crossover, and a prior-day opening call-auction price near the daily limit-down level. The final stated criteria require market value…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection approach screens companies in the metaverse sector for a bullish MACD crossover and a rising KDJ K value. The post also gives an example implementation that adds a market-cap range, though its code uses a KDJ-based RSI threshold and does…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

The document describes a short-selling rule set for equities and indices. It opens a short position when the close is below the 200-day moving average and closes have risen for four consecutive days. The position is exited when the close falls below the…

EquitiesTrend followingTechnical indicatorsBacktesting
Amberdata research

This webinar overview describes a panel discussion about the development of digital asset markets and institutional participation. Its topics include market structure, regulation, trading technologies, institutional entry, and practical approaches to trading…

CryptoMarket microstructureExecution
MQL5 code base

This brief description introduces a Parabolic Moving Average indicator that displays standard deviation bands. It identifies three user-adjustable inputs: the moving-average period, the price series used for the calculation, and the band deviation. Together,…

Technical indicatorsVolatility
SuperMind

This proposed A-share screen selects stocks with turnover from 3% to 12%, an opening price within roughly 5% of the ten-day moving average, a latest close at or above that average, and at least one limit-up event in the preceding month. The article frames…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal filters for turnover between 3% and 12%, a rising DEA signal, and at least one daily gain of 10% or more during the previous 25 trading sessions. The article presents these conditions as a combination of trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen combines three conditions: at least five moving averages clustered near the closing price, floating market capitalization above 200 million, and more than two limit-up sessions within ten trading days. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines daily price amplitude and a controlling-shareholder measure with valuation limits for Shenzhen main-board shares. It selects stocks with amplitude above 1, a stated control measure above 21, price-to-earnings ratios from 0 to…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection rule screens for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a reversal-style candle condition. The stated pattern requires the current open to exceed the prior close while the current close falls below…

EquitiesTechnical indicatorsBreakoutChina markets
Qlib

This documentation explains formulaic alpha factors: signals represented as mathematical expressions that can be computed from market data. It uses MACD as an example, defining the signal from the difference between short- and long-period exponential moving…

EquitiesTechnical indicatorsMomentumMachine learning
Awesome Systematic Trading

This strategy ranks U.S. stocks by return on assets (ROA) separately within larger- and smaller-capitalization groups. ROA is defined using quarterly income before extraordinary items divided by assets from the prior quarter. Within each size group, it buys…

EquitiesFactor investingPortfolio constructionUS markets
MQL5 code base

This expert advisor concept uses candle size as a trade filter: when a candle exceeds a configurable pip threshold, it opens a buy trade. If that trade loses, the next trade uses a larger lot, with the scaling factor controlled by the user. The author frames…

ForexRisk managementBacktesting
TqSdk

This example demonstrates an iceberg-style execution workflow for a futures contract. The trader chooses a symbol, a total volume, minimum and maximum order sizes, and a buy or sell direction. A target-position task manages orders toward the desired net…

FuturesExecutionMarket microstructure
MQL5 code base

This brief document describes a higher-timeframe version of the HVR indicator. A user selects the indicator’s chart period through an input setting, allowing the HVR display to use a timeframe different from the chart where it is viewed. The description says…

Technical indicators
MQL5 code base

This document describes an expert advisor built around crossovers between two moving averages, with a third moving average used as a filter. It exposes settings for each average’s period, shift, method, and display color, and describes plotting the averages…

Technical indicatorsTrend followingPosition sizingRisk management
Kraken Learn

This overview introduces rules-based crypto trading and distinguishes discretionary decision-making from systematic strategies that use indicators, algorithms, or automation. It explains dollar-cost averaging as recurring purchases at fixed intervals, then…

CryptoTechnical indicatorsBacktestingRisk management
BigQuant

This brief response addresses preprocessing for deep-learning models applied to stock data, including Boolean values and infinite observations. Its direct recommendation for infinities is to remove them. For broader feature preparation, it lists outlier…

Machine learningEquitiesStatistics
SuperMind

The post describes a Chinese equity screening rule combining a 14-period RSI below 65, a specified range for tradable market capitalization, and a share price below 12. When at least five stocks meet the filters, the example selection function sorts…

EquitiesTechnical indicatorsMomentumChina markets