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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

79,386 documents

SuperMind

This proposed A-share screen looks for stocks classified in the metaverse industry that appeared on the previous day’s Dragon and Tiger List and have a rising DEA indicator. The article treats list inclusion as a sign of market attention and a higher DEA…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock screen selects companies assigned to the metaverse industry when the KDJ indicator has just formed a bullish crossover and prices have closed lower throughout the recent seven-session window. The proposed rationale combines a technical signal with…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This document describes a version of Bill Williams’ fractals indicator built from MetaTrader 5’s standard fractals indicator. Its stated distinguishing property is that it does not repaint, meaning previously displayed fractal signals are intended to remain…

Technical indicatorsBacktesting
MQL5 code base

This brief description introduces a semaphore-style indicator that marks signals around bends in moving averages, where local price extremes occur. It identifies the signal location and the underlying idea, but gives no rules for defining an extreme,…

Technical indicatorsMomentum
SuperMind

This stock-screening idea selects companies in the metaverse theme whose prior close is at or above the 250-day moving average and whose prior session closed below its open. The bearish-candle condition is treated as a possible setup for a subsequent…

EquitiesChina marketsTechnical indicatorsMean reversion
NautilusTrader

This guide explains deterministic simulation testing for a concurrent trading system. It describes how a seed-controlled runtime can make task scheduling, timer events, random draws, and channel delivery repeatable, allowing a failure to be replayed and…

BacktestingStatisticsExecution
MQL5 code base

ShadeOpen visualizes a user-selected trading period with colored rectangles. One rectangle spans the period’s open and close, representing the candle body; two others represent its upper and lower shadows. The display therefore makes the period’s candle…

Technical indicators
MQL5 code base

This indicator calculates RSI using a super smoother, an alternative to the Wilder smoothing used in the conventional RSI calculation. The document says its output resembles RSX, while differing enough to be treated as a separate RSI variant. It does not…

Technical indicatorsMean reversion
SuperMind

The document presents a Chinese equity screen limited to the metaverse category. It combines a morning price-change condition below 6% with turnover greater than 2% and less than 9%. The stated rationale is to focus on shares in a chosen thematic group while…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese equity screening idea requires turnover between 3% and 12%, a newly formed KDJ golden cross, and three consecutive declining sessions. The stated rationale is to focus on shares with moderate trading activity, a potentially positive indicator…

EquitiesTechnical indicatorsMomentumMean reversion
SuperMind

The document describes a Chinese equity screen that combines daily price range, a recent-high condition, and trading value. It selects stocks whose high-low range exceeds 1% of the previous close, whose high matches the highest value across the current and…

EquitiesTechnical indicatorsBreakoutRisk management
BigQuant

This report summary outlines the structure of the U.S. retirement system and the investment choices available through employer plans and individual retirement accounts. It describes these arrangements as part of a broader retirement landscape and notes that…

Portfolio constructionRisk managementMulti-asset
Cryptohopper blog

This article explains short selling as borrowing or entering a position that benefits when a cryptocurrency’s price falls, then closing at a lower price. It discusses using short positions to express a bearish view, hedge existing long exposure, or seek…

CryptoDerivatives pricingOptionsRisk management
SuperMind

This document outlines an equity selection rule based on price amplitude above 1, MACD crossing above zero, RSI over 14 periods above 50, and a condition described as the start of a strong upward move. It frames these criteria as technical signs of…

EquitiesTechnical indicatorsMomentumBacktesting
vn.py community

A forum user asks how a strategy trading rebar futures can access the previous daily close of iron ore before the strategy starts, and whether a pre-close field is suitable. The reply recommends using a portfolio strategy module to access data for another…

FuturesMulti-assetExecution
SuperMind

This document describes a Chinese equity screen combining daily price amplitude above 1, market capitalization above 200 million, and a shortening 15-minute MACD histogram. It interprets the amplitude filter as a way to find more active stocks, the size…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This indicator description explains a configurable Keltner Channel whose center line can use SMMA, EMA, or LWMA smoothing. Channel boundaries can be based either on the high-low range or on average true range, with a multiplier controlling their distance…

Technical indicatorsVolatility
MQL5 code base

This brief technical note describes an iRSIOnArray function for calculating the Relative Strength Index from an array in MQL4 or MQL5. It presents the function as an alternative to the built-in MT4 version, citing a reported edge case in which a steadily…

Technical indicatorsStatistics
SuperMind

This document proposes screening Chinese stocks for daily turnover between 3% and 12%, three consecutive declining sessions, and a bullish morning star candlestick pattern on the current day. It presents the combination as a way to use trading activity and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a Chinese equity screen for stocks in the metaverse industry. It combines three bullish technical crossovers—MACD crossing its signal line, a 5-period moving average crossing above the 10-period average, and the 5-period average…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

The author reflects on losses in leveraged forex trading and explains two staking approaches using a fair coin game. A martingale raises stakes after losses and depends on effectively unlimited capital; a reverse martingale risks a fixed fraction of current…

ForexRisk managementPosition sizingStatistics
Hummingbot docs

This retrospective compares two short bot competition runs on the SEI-USDT pair. In the earlier run, a modified single-market liquidity strategy traded on Binance spot and lost money overall, with fees cited as a major factor. The later run used a modified…

Market makingFuturesExecutionBacktesting