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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

2,013 documents

TradingView scripts

This indicator compares selected assets over a rolling window and displays pairwise similarity scores in a color-coded table. Users supply a ticker list and choose either returns or volume-modified returns, then select among measures including correlation,…

Multi-assetStatisticsPortfolio constructionEquities
TradingView scripts

The indicator presents two formulas intended to summarize market risk. The original MMRI multiplies a dollar-strength measure by the US 10-year yield and divides by a configurable denominator. The modified version scales that result by the debt-to-GDP ratio,…

Multi-assetFixed incomeRisk managementStatistics
TradingView scripts

This strategy takes long or short positions according to whether a selected higher-timeframe candle closes above or below its open. It can add a chart-timeframe EMA filter, requiring price to be above the EMA for longs and below it for shorts, and a volume…

Multi-assetTrend followingTechnical indicatorsBacktesting
TradingView scripts

This indicator compares price and volume behavior across a configurable basket of symbols by calculating z-scores relative to moving-average baselines. It offers current, averaged, and relative score modes, plus choices of simple or exponential means, volume…

Multi-assetStatisticsTechnical indicatorsCrypto
TradingView scripts

This indicator maps price and volume behavior for six selectable sector symbols into a shared two-dimensional loop. It applies a high-pass filter followed by a smoother to each series, then normalizes both with a rolling root-mean-square measure. The…

Multi-assetTechnical indicatorsVolatility
TradingView scripts

This strategy compares two selected price series by taking the logarithm of their ratio, then measuring that ratio against a rolling mean and standard deviation. A configurable moving average can smooth the resulting Z-score. A buffered upward cross can…

Multi-assetMomentumStatisticsTechnical indicators
TradingView scripts

This strategy requires directional agreement across three configurable timeframes before considering a trade. Each timeframe receives a bullish, bearish, or neutral score using either RSI with a neutral band or the slope of an exponential moving average.…

Multi-assetMomentumTrend followingTechnical indicators
TradingView scripts

This indicator compares a chart’s recent closing-price sequence with a configurable set of ETFs. It calculates Pearson correlation over a chosen rolling window, identifies the ticker with the highest correlation, and displays both a best-match summary and a…

EquitiesStatisticsTechnical indicatorsMulti-asset
TradingView scripts

Pine3D is a Pine Script library for constructing and rendering three-dimensional scenes inside TradingView. Its lower-level tools represent vectors, polygon meshes, cameras, lights, labels, lines, and polylines; a higher-level layer provides…

Technical indicatorsMulti-asset
TradingView scripts

This strategy seeks price divergence against one of several reference series: volatility, a put-call measure, or a comparison futures contract. A bullish or bearish divergence is the baseline signal. Users can require additional confirmation from an RSI and…

Multi-assetTechnical indicatorsStatisticsRisk management
TradingView scripts

This chart tool calculates the compound annual growth rate between two user-selected points in time. It locates the close of the bars corresponding to those timestamps, orders the points chronologically even if they were selected in reverse, and displays a…

StatisticsPortfolio constructionMulti-asset
TradingView scripts

This indicator compares the annualized risk and return of up to ten selected assets over a chosen historical start date. It calculates returns from price changes, estimates risk using return standard deviation, and annualizes both measures using a daily-data…

CryptoPortfolio constructionStatisticsRisk management
TradingView scripts

This indicator plots support and resistance from both the chart timeframe and a selectable higher timeframe. The higher timeframe can be chosen from a list or set to an automatic mapping based on the chart interval. Users can define levels from either bar…

Technical indicatorsMulti-asset
TradingView scripts

This indicator plots conventional MACD, signal, and histogram values for the chart timeframe, then adds compact higher-timeframe panels for visual comparison. Histogram colors encode both whether values are above or below zero and whether they are rising or…

Technical indicatorsMomentumMulti-asset
TradingView scripts

This TradingView indicator builds a visual dashboard of an asset’s recent returns and historical yearly price patterns. Its performance boxes display percentage changes over one week, one month, three months, six months, year to date, and one year. A…

Technical indicatorsStatisticsMulti-asset
TradingView scripts

This indicator creates a matrix of Pearson correlations for a user-supplied list of instruments. It first derives weekly or monthly arithmetic returns at aligned sampling points, then calculates pairwise correlations across the retained observations and…

StatisticsPortfolio constructionMulti-asset
TradingView scripts

This indicator displays percentage price changes for selected absolute and to-date timeframes in a chart table. It compares the current price with a prior price associated with each chosen period, using the formula of price change divided by the absolute…

Technical indicatorsStatisticsMulti-asset
TradingView scripts

This indicator maps normalized price and volume movements into a two-dimensional loop for several selectable symbols. It first applies a two-pole Butterworth high-pass filter to remove slower components, then a Super Smoother filter to reduce noise. Each…

CryptoEquitiesTechnical indicatorsStatistics
TradingView scripts

This indicator builds a seasonal profile from historical daily price changes, accumulating percentage returns and point changes by day of the year. It can display average performance at daily, monthly, or quarterly intervals, alongside the current period's…

StatisticsTechnical indicatorsBacktestingMulti-asset
TradingView scripts

APEX V2 is a configurable long-and-short strategy that combines several signal families and can require agreement among a minimum number of indicators before entering. Its modules cover volume surges and absorption around VWAP, directional bias, pivot-based…

Multi-assetTechnical indicatorsMomentumMean reversion
Bitget Academy

The article interprets a July U.S. CPI report showing slower headline and core year-over-year inflation, while describing persistent services pressures and the contribution of falling energy prices. It links the data and weaker payroll figures to reduced…

Multi-assetStatisticsEvent-drivenVolatility
Bitget Academy

This weekly market review links accelerating U.S. producer-price inflation and Middle East supply concerns to possible moves in rates, equities, the dollar, gold, and crude oil. It highlights energy as a key contributor to the PPI increase and explains that…

Multi-assetCommoditiesFixed incomeForex
Bitget Academy

This weekly recap presents a hawkish interpretation of a Federal Reserve meeting, citing a steady policy rate, three dissenting votes favoring a hike, and the end of forward guidance. It argues that geopolitical tensions, tariffs, and AI-related demand could…

Multi-assetUS marketsForexCommodities
Bitget Academy

The article frames a reported Venezuela crisis as a cross-asset event and proposes a short-term rotation: favor precious metals on safe-haven demand, consider crude oil longs on possible export disruption, and monitor the dollar for an initial risk-off rise…

CommoditiesMulti-assetEvent-drivenRisk management