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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
Quantopian lectures
45 documents
Binance API docs
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

Kraken Learn

The document compares two crypto prop firms across evaluation formats, account sizes, profit splits, payout terms, trading constraints, execution venues, and regional access. Its main practical lesson is that the headline split is only one part of the…

CryptoRisk managementExecution
SuperMind

This Chinese community post proposes a daily A-share screen based on recent net buying, prior-day trading value, and company size. The stated idea is to find smaller companies with positive buying activity and sufficient liquidity, while also describing the…

EquitiesChina marketsMomentumStatistics
MQL5 code base

This document describes a chart dashboard that calculates the recent high and low over a configurable number of bars, displays those levels, and labels price as within the range or beyond it. A confirmation buffer is intended to filter small excursions that…

Technical indicatorsBreakoutMean reversionExecution
SuperMind

This Chinese stock-screening note builds a watchlist using three conditions: daily price amplitude above 1%, at least one limit-up event in the preceding 25 days, and an opening move smaller than 6% in absolute terms. The stated rationale is to seek stocks…

China marketsEquitiesBreakoutVolatility
SuperMind

This Chinese stock-screening note selects shares with turnover between 3% and 12%, a positive 10-day gain below 35%, and a 10-day RSI below 65. It presents the screen as a way to find actively traded stocks with recent gains while filtering out more…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article describes an equities screen built from three conditions: price amplitude above a threshold, circulating market value as a share of total market value within a specified range, and the 20-day moving average above the 120-day average. It frames…

EquitiesTechnical indicatorsMomentumRisk management
BigQuant

This brief assignment reflects on translating discretionary investment ideas into a quantitative process. The author cites assessing future demand for a company’s product, with examples involving a stablecoin business in the context of US Treasury pressures…

EquitiesBacktestingRisk managementFactor investing
SuperMind

This document presents a Chinese stock screen combining three conditions: daily price amplitude above 1, a current-day control measure above 21, and prior-day trading value above 60 million. It describes amplitude as a volatility filter, the control measure…

China marketsEquitiesTechnical indicatorsVolatility
Amberdata research

This market report reviews Bitcoin and Ether volatility, options pricing, dealer exposure, derivatives positioning, and macro catalysts. It describes implied volatility and realized volatility as compressed, with flat or contangoed term structures, a marked…

CryptoOptionsVolatilityDerivatives pricing
MQL5 code base

This note describes a chart indicator that marks each week's opening price with a horizontal line and adds optional long and short target levels above and below it. Traders can use the targets to visually gauge historical weekly ranges and compare current…

Technical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen for stocks classified in the metaverse theme, with circulating market capitalization above 10 billion yuan and more than three years since listing. It presents the listing-age threshold as a way to favor companies…

China marketsEquitiesFactor investingRisk management
SuperMind

This note outlines a daily Chinese stock screen run before 10 a.m. It looks for shares priced below 12, a MACD condition above zero, and a rising alignment among the 5-, 10-, 20-, 30-, and 60-day moving averages. The intended signal combines a price ceiling…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screening rule that combines daily price amplitude above 1, a positive weekly MACD reading, exclusion of ST-designated stocks, and five consecutive limit-up sessions. It says to run the screen before 10 a.m. and provides…

China marketsEquitiesMomentumBreakout
MQL5 code base

This expert advisor begins by opening opposing positions with the same initial lot size, each protected by a stop loss and managed with trailing-stop settings rather than a take-profit target. The author’s logic treats a losing stop-out as evidence of a…

ForexTrend followingPosition sizingRisk management
MQL5 code base

This document describes a revised RSI-based Expert Advisor. It buys when RSI enters an oversold zone and sells when RSI enters an overbought zone. The advisor processes each market tick and allows the user to enable buying, selling, or both. It maintains at…

Technical indicatorsMean reversionRisk managementExecution
FMZ forum

The author describes paying to rent several crypto trading strategies and losing money on most of them. A platform strategy reportedly made money earlier, while a more recent funding rate approach stopped working as futures and spot prices converged. These…

CryptoPerpetual futuresRisk managementBacktesting
FMZ forum

This Chinese-language FAQ compiles practical guidance for building and operating strategies on FMZ. It covers exchange API behavior, order and position handling, market and limit orders, contract sizing, rate limits, timestamp synchronization, and common…

CryptoBacktestingExecutionTechnical indicators
MQL5 code base

The document describes an MT5 reporting script that groups account history by magic number and currency, with optional date filters and CSV export. It outlines measures including profit after swaps and commissions, win rate, time-weighted return, profit…

StatisticsRisk managementBacktestingForex
SuperMind

This Chinese stock-screening proposal combines three filters: at least five moving averages converge, the stock has had more than two limit-up days in the past ten days, and candidates are ranked by market attention. The explanation interprets moving-average…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen combines a daily turnover range of 3% to 12% with a listing on the previous day’s Dragon-Tiger List, an afternoon large-order net inflow, and more than a year since listing. The document presents these filters as ways to incorporate…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

This Chinese-language post describes an equity screen for stocks in a metaverse-related industry group. It requires the closing price to be above its five-day moving average and the combined holdings of the five largest institutions to exceed 70% of total…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post describes a Chinese equity screen combining three conditions: daily price amplitude above 1%, a reversal or engulfing-style pattern, and a positive current return. It gives indicator-formula and Python examples for applying the conditions, then…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This product description presents an automated strategy that combines a fast and slow moving average crossover with MACD confirmation. The crossover is used to identify possible trend changes, while the MACD line, signal line, and histogram are described as…

Trend followingMomentumTechnical indicatorsRisk management
SuperMind

This document outlines a Chinese equity screen that combines a price movement threshold, a market capitalization ceiling, positive net profit, and a candle pattern intended to identify the start of a strong advance. The formula and Python example implement…

EquitiesChina marketsMomentumRisk management