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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

MQL5 code base

The document briefly describes an indicator that combines the Commodity Channel Index (CCI) with Tilson’s ratio. It also notes that the implementation limits its calculations to a maximum of 100,000 bars and mentions an expert advisor that implements the…

Technical indicators
MQL5 code base

The document introduces a simple chart indicator that displays support and resistance lines. It recommends considering the lines in range-bound markets and says the indicator can be applied on any timeframe. No calculation method, parameter settings, chart…

Technical indicatorsMean reversion
SuperMind

This Chinese-language note proposes selecting stocks listed in the current year when turnover falls between 3% and 12% and the reported institutional-flow measure is positive. It frames turnover as a screen for trading activity and institutional movement as…

EquitiesChina marketsFactor investing
MQL5 code base

The document describes an oscillator that plots the width of a Donchian channel in a separate window. It defines width as the highest high minus the lowest low over a selected lookback period, providing a simple measure of the price range covered by that…

Technical indicatorsVolatility
SuperMind

This Chinese stock-selection idea combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and more than two limit-up sessions during the prior ten days. The accompanying discussion interprets the RSI threshold as…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document describes a MetaTrader 4 testing workflow for expert advisors that trade multiple symbols and evaluate results by total pips rather than account currency. It says this helps compare symbols with different pip values and avoids relying on swap…

BacktestingRisk managementPosition sizing
Amberdata research

This market report attributes Bitcoin's decline to several concurrent pressures: inflation concerns, elevated Treasury yields, geopolitical uncertainty, and a reduction in demand for risk assets. It describes hedge funds buying spot Bitcoin through…

CryptoArbitrageRisk management
MQL5 code base

This indicator description presents a Money Flow Index display that combines three configurable timeframes and offers an average. Its adjustable inputs include the MFI calculation period and volume basis, overbought, median, and oversold levels, each…

Technical indicatorsVolatility
SuperMind

This stock-screening approach selects securities with MACD above zero and a weekly close crossing above its 30-week moving average, then ranks candidates by market attention or heat. It runs after each trading day’s close. The stated rationale is to pair a…

EquitiesMomentumTrend followingTechnical indicators
BigQuant

The report reviews how to assess pure bond funds using disclosed portfolio data, covering asset allocation and leverage, bond-type exposure, concentration, duration, and turnover. It then explains bond performance attribution, contrasting Campisi with…

Fixed incomeStatisticsRisk managementPortfolio construction
TqSdk

The script describes a two-sided futures strategy on hourly bars. It identifies confirmed swing low and swing high fractals, then enters long when price breaks above a bullish fractal’s high during a short-over-long moving-average uptrend. It enters short…

FuturesCommoditiesTrend followingBreakout
SuperMind

This document presents a Chinese equity screen that combines a turnover band with seven consecutive declining sessions and a nonempty name for an outstanding convertible bond. It then proposes adding fundamental filters: market capitalization above the…

EquitiesChina marketsTechnical indicatorsStatistics
FMZ forum

The document contrasts applying for CXMT shares in a Chinese A-share IPO with trading a pre-listing perpetual contract on Hyperliquid. It outlines the stated eligibility requirements and estimated allotment odds for the IPO, then explains that the contract…

CryptoEquitiesPerpetual futuresRisk management
SuperMind

This stock-selection rule combines three filters: a high-to-low daily range above 1%, a daily decline between 4% and 5%, and a positive price-to-earnings ratio. The article offers formula and Python examples, although the displayed formula does not appear to…

EquitiesTechnical indicatorsStatisticsBacktesting
SuperMind

This stock-selection idea screens shares whose codes begin with 60, whose high-to-low daily range exceeds 1%, and that meet a reversal or “wraparound” candlestick condition. The article gives formula and Python examples, but the definitions are not fully…

EquitiesTechnical indicatorsChina marketsBacktesting
BigQuant

This essay challenges the idea that time in the market reliably produces trading skill. It argues that experience can reinforce poor habits, while trading decisions are better treated as probabilistic choices whose quality depends on having a statistical…

StatisticsRisk managementExecution
MQL5 code base

This brief indicator description combines a standard Relative Strength Index display with support and resistance levels drawn on the chart. It says the RSI can be used in the usual way and that changes in the indicator's color may also be treated as signals.…

Technical indicatorsEquitiesMean reversion
MQL5 code base

This MQL5 example shows how to extract MACD values over a chosen date range, identify zero-line crossings, and save each signal with its timestamp in a CSV file. A crossing from below zero to zero or above is labeled as a buy signal; a crossing from above…

Technical indicatorsForexExecution
SuperMind

This screening method selects stocks with market capitalization below 10 billion yuan, positive earnings, and an RSI below 65, then orders candidates by money-flow strength. It describes the money-flow measure as Chaikin Money Flow and gives a 20-period…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This stock screen combines three conditions: daily amplitude above 1, at least one limit-up event within the past month, and a 20-day moving average above the 120-day moving average. The moving-average relationship is intended to identify an upward trend,…

EquitiesTrend followingTechnical indicatorsChina markets
ProRealCode

This user-submitted DAX mini strategy opens a short position when one Supertrend reading is above another, then adds to the short if the position’s percentage performance falls past a specified loss threshold. It exits the accumulated position when…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This Chinese stock-screening idea ranks candidates by volume ratio and filters for turnover between 2% and 9% and a positive ten-day gain below 35%. The article interprets stronger volume ratio as greater investor attention, the turnover range as a sign of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection rule combines a turnover filter, a beverage and alcohol industry screen, and a weekly moving-average crossover. It selects stocks with turnover between 3% and 12% when the weekly five-period moving average crosses above the ten-period…

EquitiesChina marketsTechnical indicators