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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

79,386 documents

BigQuant

This report discusses fixed-amount periodic investing in funds as a way to align contributions with investor cash flows and reduce the pressure to time volatile equity markets. It distinguishes investing an existing balance from investing new contributions…

EquitiesPortfolio constructionBacktestingChina markets
MQL5 code base

This document explains how to install and display an MT4 indicator that adapts MetaQuotes’ iExposure tool to show open positions. It describes placing the indicator in a secondary chart window, adjusting column spacing and font weight, and interpreting its…

ForexTechnical indicatorsRisk management
SuperMind

The post describes a simple random stock-selection process: buy ten stocks, hold them for five days, sell the two weakest performers, then randomly choose two replacements and repeat. It frames the strategy as a challenge to expert stock picking and notes…

EquitiesPortfolio constructionBacktesting
SuperMind

The document explains impermanent loss for decentralized exchange liquidity providers. AMMs maintain pool balances through pricing formulas; when an asset’s market price moves relative to its pool partner, arbitrage trades restore alignment and change the…

CryptoDeFiMarket makingRisk management
Cryptohopper blog

This stock-selection rule first filters for shares with amplitude above one and ranks candidates by the day’s auction amount, keeping the top five. It then selects those whose 15-minute MACD green bars are shortening, using recent indicator values as a proxy…

China marketsEquitiesMomentumTechnical indicators
FMZ forum

The document presents a workaround for trading across exchanges that do not expose a consistent function for retrieving order precision. It proposes reading ask-side depth and inferring price and amount decimal precision from the values shown there,…

CryptoExecutionMarket microstructure
Cryptohopper blog

The article presents a momentum oscillator strategy for trading Optimism (OP) on Binance. Its basic rule treats low Ultimate Oscillator readings as potential buy signals and high readings as potential sell signals. A backtest search over indicator settings…

CryptoMomentumTechnical indicatorsBacktesting
SuperMind

This stock screen combines three criteria: rank equities by capital strength, require yesterday’s turnover rate to exceed 8%, and select companies whose 2019 dividend payout ratio exceeded 25%. The accompanying explanation treats capital strength as an…

EquitiesChina marketsFactor investing
BigQuant

This brief platform support exchange distinguishes missing feature values from NaN values produced by calculations. The support response says missing values had already been filtered; remaining NaNs were calculation results, such as an undefined zero divided…

StatisticsMachine learning
BigQuant

This event-driven equity strategy buys stocks at the open after financial results are announced, selecting companies whose year-over-year net profit attributable to parent shareholders has grown by more than 30%. Eligible stocks are ranked by growth, and the…

EquitiesEvent-drivenFactor investingBacktesting
MQL5 code base

This document describes an automated or manual pair-trading robot that opens positions in two symbols when their correlation meets a configured threshold. It distinguishes pairs, whose charts move similarly, from mirror symbols, whose charts move in opposite…

Pairs tradingForexStatisticsRisk management
SuperMind

This post describes a stock screen combining two signals: an increase in holdings above 5% and moving averages that diverge upward. It interprets the holdings measure as possible recent buying interest and the moving-average pattern as an upward trend. The…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document describes a higher-timeframe variant of the CoppockHist indicator for MetaTrader 5. It exposes a timeframe input so a user can select the chart period from which the indicator should obtain its data; the example setting uses a four-hour period.…

Technical indicators
ProRealCode

The document describes a long-short trend strategy that uses the direction of a 100-period moving average as its momentum signal. It compares the current average with its value 20 trading days earlier: a higher reading triggers a long position, while a lower…

MomentumTrend followingTechnical indicatorsBacktesting
Hyperliquid docs

The document explains the maximum drawdown figure shown on Hyperliquid’s portfolio page and clarifies that it is a convenience metric displayed by the frontend. It does not affect margin requirements or other platform calculations. To reproduce the displayed…

StatisticsRisk management
SuperMind

This short-term A-share screening idea combines three filters: a prior-session price range above a stated threshold, appearance on the previous day’s trading activity list, and a high ranking in large-order net flow. The post interprets the combination as a…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

This brief note describes a version of the Williams Percent Range indicator with a configurable chart period. The user selects the timeframe in the indicator inputs, with a four-hour period shown as the default, allowing WPR values to be viewed using data…

Technical indicatorsMean reversion
MQL5 code base

This MetaTrader indicator displays signals generated by an Elliott Wave Oscillator variant calculated on a selectable timeframe. It distinguishes continuation from a change in trend: a right-pointing marker indicates that the existing direction persists,…

Technical indicatorsTrend followingMomentum
SuperMind

This note describes an A-share screen that combines a metaverse industry filter, a stated free-float threshold, and a three-candle pattern described as a morning star. It presents the pattern as a possible reversal setup after a pullback, and suggests adding…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This proposed Chinese stock screen selects companies classified in the metaverse theme, with prior-day actual turnover between 3% and 28%, and a listing or issuance date in 2021. The post treats the industry classification as a growth-oriented universe…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed stock screen combines three filters: turnover between 3% and 12%, a newly formed KDJ bullish cross, and a positive institutional net-purchase measure. The post frames turnover as a liquidity and activity filter, the KDJ signal as a trend or…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen focuses on stocks classified in the metaverse theme. It combines a price condition involving the five-day moving average with a directional filter: the product of the stock’s daily return and a measure of net large-order…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes a stock screen combining intraday amplitude above 1, excluding ST-designated stocks, selection before 10 a.m., a named five-step limit-up method, and floating shares no greater than 5.5 billion. It describes float as a measure related…

EquitiesBreakoutTechnical indicatorsRisk management
BigQuant

This educational article explains a crypto bubble as a rapid price rise driven by investment enthusiasm and expectations of quick gains, followed by the possibility of a sharp decline. It attributes bubble formation to new investors, fear of missing out,…

CryptoSentimentRisk managementPortfolio construction