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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
Quantpedia
86 documents
TqSdk
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

MQL5 code base

The document describes an expert advisor intended to make it easier to place grid orders. It says the grid can be configured to follow or oppose the prevailing direction and can operate without martingale sizing, with lighter or full martingale variants also…

Grid tradingRisk managementExecution
SuperMind

This document describes an A-share stock screen combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s trading leaderboard, and a nonempty name for an outstanding convertible bond. It frames the combination as a way…

EquitiesChina marketsVolatilityBreakout
SuperMind

This short-term stock screen selects companies in the metaverse theme whose price gain at 9:25 is below 6% and whose position-growth ratio for the day exceeds 5%. The document presents the combination as a way to find stocks with notable position increases…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This note outlines a Chinese equity screen that excludes Beijing-listed A-shares, selects stocks with daily amplitude above 1%, and requires more than one year since listing. It argues that the listing-age filter can reduce exposure to newly listed companies…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This brief description introduces an indicator that measures market volatility and draws a price channel. Its stated practical role is to show a red line for stop-loss placement when opening a new order at that location. The document identifies an earlier…

Technical indicatorsRisk management
SuperMind

This A-share screen selects stocks with turnover between 3% and 12%, year-over-year net profit growth attributable to parent-company shareholders above 20% and no more than 100%, and excludes Beijing-listed shares. The post presents the regional exclusion as…

EquitiesChina marketsFactor investingRisk management
SuperMind

This Chinese stock-selection proposal combines a cash-flow strength ranking, a share-price condition, and a historical dividend payout threshold. Its initial description cites a price of 18.5 yuan and a 2019 dividend ratio above 25%, with stronger capital…

EquitiesChina marketsFactor investingMomentum
SuperMind

This post outlines a Chinese stock screen for shares whose codes begin with 60, with turnover between 3% and 12%, and with a selected enterprise type. It explains that the screen combines a trading-activity filter with a company classification, then suggests…

EquitiesChina marketsRisk managementTechnical indicators
SuperMind

The article frames a quantitative model as a system that turns an investment idea into a testable and executable process. It divides that system into strategy, risk, transaction cost, portfolio construction, and execution models. Strategy research may be…

BacktestingRisk managementExecutionPortfolio construction
ProRealCode

This indicator identifies swing pivots using a configurable left and right bar window, with pivots based either on candle wicks or bodies. It connects descending pivot highs and ascending pivot lows, projects those lines forward, and signals a bullish break…

Technical indicatorsBreakoutVolatilityRisk management
ProRealCode

This chart indicator tracks the two most recent period highs and lows across yearly, quarterly, monthly, weekly, daily, four-hour, and one-hour intervals. At each new period, it uses the two preceding periods’ extreme prices and the bars where they occurred…

Technical indicatorsBreakoutRisk management
Kraken Learn

This overview explains Bitcoin’s basic design and use. It describes public and private keys, peer-to-peer nodes, proof-of-work mining, block validation, and the protocol’s capped supply. Miners compete to propose blocks and receive newly issued coins and…

CryptoSpot marketsOn-chain dataRisk management
Freqtrade docs

The document explains how an automated trading system handles spot, margin, and futures modes. Spot trading uses unleveraged long positions, while margin borrows capital and futures trade derivative contracts that may incur funding payments. It distinguishes…

CryptoFuturesPerpetual futuresRisk management
vn.py community

This short forum post asks how VeighNa's TargetPosTemplate handles order replacement during live trading. The shown trade routine checks whether an order has finished; if not, it cancels an old order, and otherwise sends a new one. The author asks whether a…

ExecutionMarket microstructureRisk management
SuperMind

This note proposes screening Chinese A-shares using three conditions: reported buying or position increase above five percent, year-over-year net profit growth above 20 percent and no more than 100 percent, and a 9:25 a.m. indicated gain below six percent.…

EquitiesChina marketsFactor investingRisk management
MQL5 code base

This document describes an Expert Advisor that estimates the largest lot size that could be used to open a position with the deposit’s available free margin. It displays the calculated size in a chart corner. A position type input lets the user select buy or…

Position sizingRisk management
ProRealCode

This indicator method draws trendlines through successive pivot highs and lows in a 14-period RSI, then marks crossings beyond those lines as possible momentum shifts. A pivot is identified using a configurable lookback window; lines are drawn when…

Technical indicatorsMomentumBreakoutRisk management
MQL5 code base

The document describes an expert advisor that draws Fibonacci time zones on a chart and supports trading on price breakouts. It includes controls for manual order handling, stop-loss and take-profit settings, and managing multiple open trades. Users can…

Technical indicatorsBreakoutRisk managementPosition sizing
SuperMind

This Chinese stock screen combines three filters: daily price amplitude above a threshold, observations from 2021, and a 2019 dividend payout ratio above a stated level. The article interprets larger daily ranges as greater price movement and uses the…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This Chinese A-share screening idea combines membership in the metaverse theme with positive net buying attributed to major participants during the auction, plus a condition involving the prior day’s 9:15 matched price and a limit-down threshold. The article…

EquitiesChina marketsMarket microstructureTechnical indicators