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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

29,558 documents

SuperMind

This proposed stock screen looks for prior-session amplitude above the stated threshold, an opening price within a narrow band around the 10-day moving average, and a rising K value in the KDJ indicator that remains below its ceiling. The explanation treats…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This MetaTrader 5 indicator combines pivot-based swing analysis with Fibonacci retracements. It labels swing points as higher highs, higher lows, lower highs, or lower lows, and classifies breaks as continuation events (BOS) or possible reversals (CHoCH).…

Technical indicatorsBreakoutVolatilityRisk management
Lumibot

This overview describes ways traders and liquidity providers can use decentralized exchange data to understand automated market maker pools. Pool depth and composition can be visualized to estimate capital distribution, likely slippage, and price impact.…

DeFiCryptoExecutionMarket microstructure
SuperMind

This proposed daily screen targets stocks in the metaverse industry whose KDJ lines have just crossed upward and whose company has an outstanding convertible bond. It specifies screening before 10 a.m. and selecting stocks for that day’s trading. The…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed daily pre-market stock screen combines a positive MACD reading with positive trailing price-to-earnings, current volume above a stated threshold, and an opening price above the prior close. The article interprets these filters as signs of upward…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen targets Chinese shares associated with the metaverse theme and above a stated circulating-market-value threshold. It looks for recent limit-up activity, with the final selection rule requiring at least two limit-up sessions in the last five…

China marketsEquitiesMomentumBreakout
MQL5 code base

This expert advisor combines a moving-average price filter with RSI readings in overbought or oversold territory. It opens trades when the RSI reaches one of those zones and price is on the corresponding side of the moving average. The description says the…

ForexTechnical indicatorsRisk managementBacktesting
BigQuant

This article presents the 1-2-3 rule as a practical interpretation of Dow Theory’s trend-reversal logic, associated with Victor Sperandeo rather than a term used by Charles Dow himself. For an uptrend, it describes three signs: a trendline break, a rally…

Trend followingTechnical indicatorsRisk managementCrypto
SuperMind

This Chinese stock-selection post describes a screen for metaverse-related equities that combines positive institutional-flow readings with buying activity from large and extra-large orders during the opening auction. It also filters for a price-move…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

The post proposes a short-term A-share screening rule. It selects stocks classified in the metaverse sector that appeared on the previous day’s trading activity list, then requires the latest close to lie between the middle line and upper band of a 21-period…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

This Chinese-language research summary reviews gold’s strong performance through mid-2020 and discusses drivers including heightened pandemic uncertainty and monetary easing. It reports substantial global gold ETF inflows and describes gold’s historically…

CommoditiesPortfolio constructionChina marketsRisk management
BigQuant

The article examines why sector-themed equity funds attract investors and which industries may suit them, then develops two portfolio design approaches. It links investor demand to the visibility of past winners on financial technology fund platforms and…

EquitiesChina marketsFactor investingPortfolio construction
SuperMind

This stock-selection idea combines three filters: daily range relative to an average true range measure, a large single-day gain within the recent 25 trading days, and a weekly moving-average crossover intended to identify a longer-term uptrend. The…

China marketsEquitiesMomentumTrend following
SuperMind

This post describes an equity screen requiring MACD to be above its zero line, a two-day high condition, market capitalization below a stated ceiling, and positive net profits over five years. It discusses the rationale for combining a momentum-style…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes two versions of an expert advisor that open opposing positions and manage their volumes in opposite sequences. One starts with the minimum lot and increases the size of later positions; the other starts at the maximum and reduces later…

ForexPosition sizingRisk management
SuperMind

This Chinese stock-selection note proposes screening for shares with turnover between 3% and 12%, three consecutive declining sessions, and circulating market capitalization above 10 billion yuan. It frames the filters as a combination of trading activity,…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese equity screening idea combines reported net profit growth, an estimate of current buying interest, and a history of limit-up moves. Its stated criteria require buying activity above 5%, year-over-year net profit growth above 20% and no more than…

EquitiesFactor investingMomentumChina markets
SuperMind

The document describes a stock screen requiring price amplitude above 1%, turnover greater than 2% and below 9%, and a 2019 dividend payout ratio above 25%. It presents amplitude and turnover as measures of market activity and uses the historical payout…

EquitiesChina marketsFactor investingRisk management
BigQuant

This market review describes a year of changing styles in Chinese equities: cyclical and growth themes led during the recovery, followed by a shift toward value later in the year. It argues that a high earnings base and flattening growth expectations could…

EquitiesChina marketsFactor investingMachine learning
Hyperliquid docs

HyperCore provides native multisig account control, allowing several existing users to authorize actions for one account. A user converts an account by specifying its authorized signers and the minimum number of signatures required. After conversion, actions…

CryptoRisk managementExecution
MQL5 code base

This simple expert-advisor concept uses an 8-period weighted moving average and a 28-period exponential moving average to generate directional trades. A cross of the weighted average above the exponential average opens a long position; a cross below opens a…

ForexTechnical indicatorsTrend followingRisk management
MQL5 code base

This MetaTrader-oriented description explains how to identify a broker’s gold symbol and calculate position size from the symbol’s actual trading specifications. Symbol detection scores candidate names, favors stronger gold matches and excludes other…

CommoditiesPosition sizingRisk managementExecution
Freqtrade

This five-minute crypto strategy combines oversold readings with moving-average conditions to enter long positions. Entry requires low RSI, Fisher-transformed RSI and money flow index values, price below a simple moving average, and either a favorable…

CryptoMean reversionTechnical indicatorsRisk management
SuperMind

This A-share screening recipe combines three conditions: daily price amplitude above 1%, a nonempty name for an outstanding convertible bond, and return on equity above 15% for five consecutive years. It is intended to pair a price-movement filter with a…

China marketsEquitiesFactor investingRisk management