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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

BigQuant

This weekly review tracks the returns and direction changes of 16 equity factors in the Chinese market during the 25th week of 2018. It reports that sales net margin had the strongest weekly performance, while valuation factors remained weak and the size…

China marketsEquitiesFactor investingMomentum
SuperMind

This document proposes selecting Chinese stocks with a minimum amplitude, more than a year of listing history, and signs of institutional buying. The indicator example combines a recent price-change measure, a five-period money-flow sum, a ranked…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document presents a short-term stock-selection screen combining intraday amplitude, a price-position condition described as a rounded arc, and increasing volume totals over progressively longer recent windows. Its example formula compares recent…

EquitiesTechnical indicatorsMomentumChina markets
OctoBot

This document explains OctoBot’s evaluator layer, which computes trading signals and routes them to strategies and trading modes. It distinguishes evaluators triggered by closed candles, forming candles, external social feeds, user scripts, and strategy…

CryptoTechnical indicatorsExecutionBacktesting
BigQuant

The document describes a deep learning model intended to estimate a company’s next-quarter operating revenue year-over-year growth. It frames the forecast as a potential input to value-oriented investment decisions and says the target corresponds to roughly…

EquitiesMachine learningStatistics
MQL5 code base

This document describes an Expert Advisor for MetaTrader 5 that uses signals from a BuySell semaphore indicator. It opens a trade when a bar closes and the indicator reverses direction, indicated by a color change and a large colored square. The document…

ForexTechnical indicatorsBacktesting
vn.py community

This brief forum exchange discusses how a Chinese futures platform constructs its dominant-contract continuous series and whether it offers a smoothed, adjusted series comparable to another vendor’s data. A respondent says the platform currently lacks that…

FuturesBacktestingMarket microstructure
SuperMind

This post describes a mainland Chinese stock selection rule combining an RSI reading below 65, a daily gain greater than one percent, main-board membership, and a newly formed KDJ bullish crossover. It frames the filters as a way to find stocks with a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post outlines a Chinese equity screen for companies below a stated market-cap ceiling that report no losses. It also filters for daily price range above a threshold and excludes stocks that closed at the daily limit on the previous day. The suggested…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

MinPriceChange is an indicator for identifying a possible transition from a flat market into a breakout or reversal. It sums bar-to-bar close changes over a configurable period, then compares the current sum with sums from an earlier lookback. A new signal…

Technical indicatorsBreakoutTrend following
SuperMind

This Chinese-language post proposes a technical screen for mainland Chinese stocks. It selects shares with daily high-to-low amplitude above one percent, at least one limit-up event during the prior 25 trading days, and at least two limit-up events within…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post describes a Chinese equity screen for metaverse-related stocks. It combines a positive institutional-flow measure with positive net buying attributed to major participants during the opening auction. The proposed selection rule is intended to…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

The document outlines a stock-selection screen for metaverse-related companies. It combines a positive institutional-flow condition with a weekly moving-average crossover, where the five-week average rises above the ten-week average. It gives example…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

The document describes a short-term stock screen for China’s metaverse-related equities. It selects stocks whose reported 9:25 price change is below 6% and whose external-to-internal trading volume ratio exceeds 1.3. It provides example indicator formulas…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

The document presents a swing-point detector based on pullbacks rather than fixed candle patterns such as three-bar fractals. While searching for a high, it tracks the highest high and the low of the candle that set it; the high is confirmed when price…

Technical indicatorsBreakoutTrend following
Amberdata research

The document explains how to use spot market volume data to assess activity, liquidity, exchange concentration, and trading interest across tokens and quote currencies. It describes comparing dollar volume over time, reviewing each exchange’s share, tracking…

CryptoSpot marketsMarket microstructureSentiment
MQL5 code base

This expert advisor demonstrates using Wilder’s Parabolic Stop and Reverse as a trailing stop for existing positions. On each new bar, it updates the stop level toward the position’s favorable price extreme. The acceleration factor rises in fixed increments…

Technical indicatorsTrend followingRisk managementPosition sizing
MQL5 code base

This charting script marks the Sydney, Tokyo, London, and New York forex sessions with colored rectangles. Users set each session’s opening hour and duration, allowing past session windows to be overlaid on price data. The colored regions can help traders…

ForexVolatilityTechnical indicators
FMZ forum

This support post describes a reported failure in an automated XRP withdrawal after a Binance maintenance update. The user received an error indicating an unauthorized IP address, although they said the IP remained on the exchange’s allowlist. The original…

CryptoExecutionSpot markets
MQL5 code base

This brief description presents a candle-based indicator that tracks runs of candles moving in the same direction. When several consecutive candles share a direction, it colors the current candle to match that direction, making the sequence easier to see on…

Technical indicatorsMomentum
SuperMind

This Chinese equity-screening note selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an appearance on the previous day’s “Dragon and Tiger List,” a Chinese market list highlighting notable…

EquitiesChina marketsMarket microstructureStatistics
Kraken Learn

This introductory overview explains Celo as a blockchain payment platform designed with mobile users in mind, including payments linked to phone numbers and support for decentralized applications. It distinguishes CELO, used for governance and staking, from…

CryptoDeFiSpot marketsRisk management
SuperMind

This Chinese stock-screening note describes selecting companies in the metaverse industry whose opening price is near the 10-day moving average and whose indicated gain at 9:25 is below 6%. It presents the opening-price relationship and premarket move as…

EquitiesTechnical indicatorsChina markets