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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
WonderTrader
14 documents
Alphalens
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

4,510 documents

SuperMind

This stock-screening idea combines a relative strength index below a stated ceiling, a positive daily price move, and a main-board listing requirement with buying activity from large and extra-large orders during the auction. The stated rationale is to…

EquitiesTechnical indicatorsSentimentMarket microstructure
SuperMind

This screening idea looks for metaverse-related stocks with a circulating share count at or below 5.5 billion and a best-bid queue larger than the best-ask queue. The proposed interpretation is that the larger bid quantity may indicate near-term buying…

EquitiesMarket microstructureSentiment
SuperMind

This article proposes selecting stocks using three activity-related conditions: a price amplitude above a threshold, actual turnover within a specified band on the previous day, and positive auction-period turnover above a threshold. It frames the added…

EquitiesTechnical indicatorsMarket microstructureSentiment
SuperMind

This stock-selection screen looks for Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and removes stocks that hit the upper price limit on the previous day. The post frames the turnover band and exclusions as ways to narrow…

China marketsEquitiesTechnical indicatorsSentiment
Amberdata research

This weekly crypto market snapshot combines regulatory and company news with indicators of institutional activity and derivatives positioning. It covers the launch of XRP and Dogecoin ETFs, Tether’s U.S.-focused stablecoin, a large corporate Solana purchase,…

CryptoFuturesSentimentMarket microstructure
Lumibot

This page catalogs trading bot examples built around AI agents, ranging from copying reported investor or insider holdings to sentiment signals, agent debates, options strategies, intraday rules, and macro or sector portfolio discussions. It outlines…

Machine learningBacktestingOptionsEquities
BigQuant

This overview surveys the use of large language models and other AI methods across quantitative investing. It describes extracting sentiment and information from financial text, combining text with time-series data for market and risk forecasts, supporting…

Machine learningSentimentPortfolio constructionExecution
SuperMind

The document outlines a screen for stocks in a metaverse-related category. It selects stocks with previous-day turnover above 8% and a price range over roughly the past month that the article uses as a proxy for having experienced a limit-up move. It…

EquitiesMomentumSentimentChina markets
Cryptohopper blog

The article explains the Fear and Greed Index as a gauge of cryptocurrency investor sentiment. It describes a scale where low readings represent fear, high readings represent greed, and a midpoint is neutral. The Alternative.me crypto index is described as…

CryptoSentimentTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an A-share stock screen combining a 14-period RSI below 65, a ratio of external to internal trading volume of at least 1.3, and a high rank for large-order net inflows. Its example selection formula ranks second-level net…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This proposed Chinese equity screen selects stocks with a 14-period RSI below 65, a stated tradable market capitalization range of 5–10 billion yuan, and appearance on the prior day’s trading leaderboard. The article interprets the size range as a liquidity…

EquitiesChina marketsTechnical indicatorsSentiment
BigQuant

This research review presents the frog-in-the-pan hypothesis: investors may respond less promptly to a sequence of small, gradual price moves than to a similarly sized change concentrated in a few sharp moves. It describes an information-discreteness measure…

EquitiesMomentumStatisticsSentiment
SuperMind

This proposed Chinese A-share screen combines a metaverse industry classification with appearance on the previous day’s trading leaderboard and a high concentration measure. The article frames concentration as a way to identify leading firms and treats…

EquitiesChina marketsSentimentRisk management
SuperMind

This article proposes a Chinese equity screen combining three conditions: membership in the metaverse industry, a positive institutional-flow measure, and private-enterprise status. It presents corresponding formula references and a Python example that…

EquitiesChina marketsSentiment
SuperMind

This Chinese equity screening idea combines price amplitude above 1%, appearance on the prior day’s trading list, and return on equity above 15% for five consecutive years. The post frames these conditions as a blend of short-term volatility, market…

EquitiesVolatilitySentimentFactor investing
MQL5 code base

This indicator description assigns candle colors to four states: green for bullish momentum, red for bearish momentum, gray for weak or absent momentum, and silver for news impact associated with candle expansion. It is intended to make directional price…

MomentumVolatilityTechnical indicatorsSentiment
MQL5 code base

This brief description introduces a smoothed version of the Repulse indicator, which represents bullish or bearish pressure associated with each price candle as a curve. It suggests interpreting the curve alongside price to gain an additional view of market…

Technical indicatorsSentimentVolatility
SuperMind

The document proposes a stock screen combining a 14-period RSI below 65, three consecutive declining sessions, and positive afternoon large-order net inflow. It frames the filters as a blend of technical conditions and money-flow information, intended to…

EquitiesTechnical indicatorsMomentumSentiment
BigQuant

This article proposes four warning signs to watch for during an equity boom: historically extreme valuation multiples, a high ratio of total stock-market capitalization to GDP, broad insider selling, and speculative surges in weak or distressed stocks. It…

EquitiesRisk managementSentimentChina markets
SuperMind

This Chinese equity screen combines three conditions: daily price range above a stated threshold, afternoon large-order net inflow, and company scale above a stated floor. The article presents these as signals of short-term demand and sentiment, with size…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find…

EquitiesChina marketsVolatilityMomentum
SuperMind

This Chinese equity screening idea looks for stocks with strong capital activity, a daily maximum decline between 4% and 5%, and a shortening MACD histogram below zero on a 15-minute chart. It interprets the narrowing negative bars as weakening downward…

EquitiesChina marketsMean reversionTechnical indicators