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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

The article argues that retail traders often sell during fear and re-enter during excitement, while institutions may accumulate during declines and distribute into renewed demand. It recommends treating oneself as a follower, watching capital flows, and…

SentimentMarket microstructureRisk management
MQL5 code base

This document describes a chart indicator that displays three Slow Volume Strength Index (SVSI) series from different timeframes on one chart. Its purpose is to let a trader compare volume-strength readings across time horizons without changing the chart…

Technical indicatorsMulti-assetMarket microstructure
SuperMind

This note outlines a Chinese stock-selection filter combining turnover, daily price change, listing-board status, and company classification. It selects non-ST main-board stocks with turnover between 3% and 12%, a daily gain above 1%, and a company type…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screen for stocks in the metaverse industry. It looks for an opening price near the 10-day moving average and a weekly MACD above zero, using these conditions as signs of a relatively steady price position and an…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

ExtremLine is described as a simple trend indicator that compares the current bar’s extreme with the corresponding extreme from a user-set number of bars earlier. It identifies a downtrend when the current minimum is lower than the earlier minimum, and an…

Technical indicatorsTrend following
SuperMind

This Chinese equity screening proposal combines three conditions: price amplitude above a threshold, return on equity above 15% in each of the prior five years, and a shortening green histogram on a 15-minute MACD. The intended logic pairs a history of…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese stock screening proposal combines a daily price-range threshold, trading volume above 10,000 lots, a higher opening price, and a nonempty label for outstanding convertible bonds. It argues that larger price movement and greater volume may help…

EquitiesChina marketsTechnical indicatorsRisk management
BigQuant

This review of research on equity factor investing explains why low unconditional correlations between factors may not provide protection when macroeconomic conditions deteriorate. It describes selecting fast-moving state variables that reflect expectations…

EquitiesFactor investingPortfolio constructionRisk management
MQL5 code base

This document describes a simple Expert Advisor built to demonstrate timer-based trading. When a timer event arrives, the program opens a trade in a randomly chosen direction, provided there are no open positions. If a position is already open, it ignores…

Execution
MQL5 code base

This document describes an indicator that identifies price levels where four fractals lie close together horizontally. It searches within a configurable bar window, whose right edge can be shifted, and outputs the closest qualifying fractals as levels.…

Technical indicatorsMarket microstructure
MQL5 code base

The document introduces a Stochastic CG Oscillator indicator with an input that lets a user select the chart timeframe used for its calculation. The example default is a four-hour period, so the indicator can present higher-timeframe oscillator information…

Technical indicators
SuperMind

This document describes a Chinese mainland stock screen combining turnover, a robotics concept classification, circulating market value, and pre-open auction price change. It selects main-board stocks with turnover between 3% and 12%, circulating value below…

EquitiesChina marketsTechnical indicators
SuperMind

This proposed A-share screen combines a price-amplitude threshold, exclusion of ST-designated stocks, selection before 10 a.m., a five-session closing-price high, and a close between the middle and upper Bollinger bands. The post frames the band condition as…

EquitiesTechnical indicatorsBreakoutChina markets
MQL5 code base

Linda's Coil is a chart indicator for marking a current candlestick that is engulfed by a comparison candle. It has three settings: the lookback period, whether to accept only engulfment or also equality, and whether to compare with the immediately preceding…

Technical indicatorsStatistics
SuperMind

This proposed A-share screen combines four conditions: a price-amplitude threshold above 1%, market capitalization no greater than 10 billion yuan, positive net profit, and first-level bid volume exceeding first-level ask volume. The post describes amplitude…

EquitiesMarket microstructureRisk managementChina markets
SuperMind

This A-share stock screen combines a turnover range of 3% to 12% with a rising DEA reading and an upward-sloping 30-day moving average. The article presents these conditions as a way to select stocks with sufficient trading activity and signs of short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article outlines a Chinese stock screen restricted to the metaverse sector. It selects shares with positive net buying attributed to major participants during the auction and a ten-day price gain above zero but below 35 percent. The text provides an…

EquitiesChina marketsMomentumSentiment
MQL5 code base

The document describes an indicator that combines ZigZag lines with Fibonacci levels. ZigZag marks apparent price-cycle turns, while Fibonacci lines are intended to show potential support and resistance areas. It offers this as a charting aid for traders…

Technical indicators
SuperMind

This Chinese-language post proposes screening stocks for amplitude above 1, positive large-order net volume above 0.05 for at least three consecutive days, exclusion of ST-designated shares, and a “fifth limit-up” pattern. The described pattern waits for a…

China marketsEquitiesTechnical indicatorsMomentum
OctoBot

The document introduces spot trading as buying or selling cryptocurrency at the current market price with the asset intended for immediate delivery. It contrasts this with futures and options, which involve contracts tied to later transactions or specified…

CryptoSpot marketsExecutionRisk management
ProRealCode

The document describes a long-only DAX strategy on four-hour bars. It looks for entries on Mondays between 09:00 and 21:00 Berlin time, when the close is below the 50-period exponential moving average and the 1-period average crosses above the 2-period…

FuturesTechnical indicatorsRisk managementPosition sizing
SuperMind

This stock screen selects shares listed for more than one year, with amplitude above 1 and a recent price change between −5% and 2.6%. The stated rationale is to seek stocks with some trading activity while excluding very new listings and limiting the…

EquitiesChina marketsTechnical indicatorsRisk management