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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
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

29,558 documents

SuperMind

The document proposes screening Chinese stocks for three conditions: association with the metaverse theme, a rounded chart pattern, and company scale above 200 million yuan. It frames the rounded pattern as a technical signal and company size as a rough…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes a Chinese stock screen combining a daily amplitude threshold, membership in a robotics concept group, a circulating market value below 10 billion yuan, and an outside-volume to inside-volume ratio above 1.3. It also presents example…

EquitiesChina marketsTechnical indicatorsMarket microstructure
FMZ forum

The article argues that traders can be misled by intuitive, familiar interpretations of price action and market narratives. Examples include buying a presumed leader after a technical pullback, expecting small caps to rise when large caps lead, or chasing a…

EquitiesStatisticsRisk managementSentiment
SuperMind

This stock screen combines daily price movement with a recent high and a volatility-compression condition. It selects stocks whose intraday range exceeds 1%, whose high is the highest of the current and previous day, and whose Bollinger-band variability is…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This stock screen combines three filters: price amplitude greater than 1, free float no more than 5.5 billion shares, and company size above 200 million. The article interprets the amplitude condition as a way to find more volatile stocks that may suit…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This stock selection method searches the metaverse industry for shares showing simultaneous bullish crossovers in MACD and two moving average pairs: the 5-period average over the 10-period and 20-period averages. It adds a condition that the KDJ indicator…

EquitiesTechnical indicatorsMomentumRisk management
OctoBot

The document explains stablecoins as crypto tokens designed to hold value relative to an asset or asset basket, commonly a fiat currency. It outlines three broad designs: fiat-backed tokens supported by reserves, crypto-backed tokens that generally use…

CryptoSpot marketsRisk managementDeFi
BigQuant

This opinion article argues that traders should give more weight to market direction, entry timing, and risk discipline than to technical indicators alone. It warns against treating a falling price as automatically cheap, and favors aligning trades with…

EquitiesTrend followingRisk managementMomentum
SuperMind

This Chinese stock screen combines trading activity, thematic classification, market capitalization, and fundamental filters. It seeks stocks with amplitude above 1, elevated same-day control, a robotics association, and circulating market value below 10…

EquitiesChina marketsTechnical indicatorsFactor investing
ProRealCode

The Close Series indicator counts consecutive bars in three categories: closes within the previous bar’s range, opens beyond the previous bar’s high or low, and bars that close in the same direction as the prior bar. The author interprets long internal-close…

Technical indicatorsTrend followingBreakoutRisk management
ProRealCode

The proposed rule buys Gold Mini on Friday afternoon and closes the position later that day. The description identifies the instrument as Gold Kasse Mini, gives a one-hour timeframe, and says the strategy was tested with IG Markets data dating from 2006. The…

CommoditiesFuturesBacktestingRisk management
MQL5 code base

TimerEA is an expert advisor for opening and closing orders at specified dates and times on the symbol to which it is attached. Scheduling can be based on a day of the week or a day of the year. It supports market orders as well as pending stop and limit…

ExecutionRisk managementPosition sizing
SuperMind

The document outlines an A-share stock screen combining an RSI below 65, a daily gain above 1%, main-board listing, and non-ST status. It proposes selecting five stocks from the day’s limit-up leaders, with selection intended before 10 a.m. The rationale…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen combining daily price amplitude above 1, a controlling-shareholder measure whose absolute daily change exceeds 21, and a rising DEA value from MACD. It shows examples of how to express these conditions in a…

EquitiesChina marketsTechnical indicatorsMomentum
OctoBot

This guide explains how to run trading strategies against historical market data in OctoBot. The workflow is to select a profile, download data for the desired pairs and timeframes, run the backtest, and review the report. It describes how starting funds and…

BacktestingCryptoExecutionPortfolio construction
SuperMind

This note outlines a technical stock screen that combines turnover between 3% and 12% with a reversal pattern and rising price lows. The accompanying indicator conditions use a high reversal score, a low stochastic K reading, and a short-period price bias…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This note proposes screening equities for a high dividend payout ratio in 2019, a sufficiently long listing history, and strong capital activity. It describes trading strength using measures such as turnover and relative volume, with the goal of finding…

EquitiesChina marketsFactor investingTechnical indicators
MQL5 code base

The document explains a forex scalping system based on price briefly crossing a confirmed swing high or low, then closing back through it. The system marks the sweep candle as a potential order block and waits for a later candle to break back through its…

ForexTechnical indicatorsRisk managementBacktesting
FMZ forum

The author recounts moving from manual trading to automated strategies. An early setup sent TradingView entry signals to FMZ for take-profit and stop-loss handling; the author reports that unreliable signals, unstable profits, platform rental, and trading…

Grid tradingRisk managementBacktestingExecution
Kraken Learn

The document explains how conditional stop-loss and take-profit orders work for futures positions on Kraken Pro. A stop loss is intended to close a position if the market moves adversely through a chosen level; a take-profit order closes it at a specified…

FuturesCryptoRisk managementExecution
ProRealCode

The document describes a forex strategy that combines the Awesome Oscillator, Accelerator Oscillator, and Parabolic SAR. It enters long after price crosses above the SAR and both oscillators rise, or short after price crosses below the SAR and both fall. A…

ForexTechnical indicatorsBacktestingRisk management
BigQuant

This article offers a checklist for choosing strategies from a trading community. It first asks investors to set their capital, acceptable drawdown, and return expectations, then distinguishes conservative from aggressive choices. The conservative profile…

EquitiesRisk managementBacktestingPortfolio construction
FinRL

This document outlines a common set of measures for evaluating trading performance: cumulative and annualized returns, annualized volatility, the Sharpe ratio, and maximum drawdown. It gives mathematical definitions for the return, volatility, and Sharpe…

StatisticsRisk managementPortfolio constructionBacktesting