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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

SuperMind

This tutorial offers practical advice for getting more useful answers from the SuperMind assistant when asking trading and coding questions. It recommends stating the task clearly, providing relevant data formats and context, using precise terminology, and…

EquitiesTechnical indicatorsMachine learning
SuperMind

This stock-selection method combines price range, weekly MACD, and a moving-average crossover. It first looks for stocks with an amplitude above 1, a positive weekly MACD histogram, and a weekly close crossing above its 30-week moving average. The article…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This stock selection post describes a technical screen for main board shares. It combines an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a current session gain greater than 1%. The proposed interpretation is…

EquitiesTechnical indicatorsMean reversionChina markets
MQL5 code base

This Chinese community post describes a basic stock screen for shares whose codes begin with 60. It combines a daily high to low range threshold with a previous day turnover ratio between 3% and 28%. The post presents the conditions as a way to find stocks…

EquitiesTechnical indicatorsChina markets
SuperMind

This brief description introduces an indicator implementing a trading approach based on Woodies CCI. The stated method is to focus on patterns formed by the Commodity Channel Index in the traded market. It says the approach does not rely on the appearance of…

Technical indicatorsFutures
Amberdata research

This weekly note reviews Bitcoin and Ether options conditions around March 5, 2023. It links falling spot prices to softening implied volatility, describes a contango term structure, and points to the largest roll-down between short dated maturities and the…

CryptoOptionsVolatilityDerivatives pricing
SuperMind

The document describes a simple Chinese equity screening rule. It selects stocks with a daily high-low range of at least one percent, turnover above two percent but below nine percent, and prior-day trading value above sixty million. The stated rationale is…

China marketsEquitiesTechnical indicatorsExecution
BigQuant

The document introduces fund-of-funds structures and distinguishes four types according to whether the parent and underlying funds are actively or passively managed. It focuses on an actively managed parent investing in passive sector ETFs, and describes an…

China marketsEquitiesFactor investingPortfolio construction
MQL5 code base

TMACD Divergence is an indicator that searches for divergences involving a Triangular Moving Average Convergence/Divergence oscillator and displays the detected patterns. Its configurable inputs are the fast moving-average period, the slow moving-average…

Technical indicatorsMomentumMean reversion
SuperMind

This stock-selection proposal combines a turnover-rate range of 3% to 12%, a 2021 listing year, and a weekly bullish-bar condition. The article explains the weekly condition using K and D readings above 50, a rising K value, and a positive MACD histogram…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed Chinese stock screen selects shares with an amplitude above 1, MACD above its zero line, and an indicator interpreted as main-fund control on the previous day. The text treats larger amplitude as a sign of volatility, positive MACD as a buy…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document introduces four digital filters intended to appear directly on a price chart: the Fast Adaptive Trend Line (FATL), Slow Adaptive Trend Line (SATL), Reference Fast Trend Line (RFTL), and Reference Slow Trend Line (RSTL). It describes them as a…

Technical indicators
MQL5 code base

CandlesticksBW_x10 is a MetaTrader 5 indicator that displays candlestick colors from ten configurable timeframes alongside the chart bar selected by the user. The listed defaults span hourly intervals through daily, weekly, and monthly periods. A signal-bar…

Technical indicatorsMulti-asset
SuperMind

This stock screen combines intraday price range, recent turnover, large-order activity, and relative strength. It first selects stocks with an amplitude measure above 1 and previous-day actual turnover from 3% to 28%, then ranks large-order net activity and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-screening rule selects shares with amplitude above 1, rising or diverging moving averages, and turnover above 2% but below 9%. The article frames amplitude and moving-average behavior as technical filters, while the turnover range is intended to…

EquitiesTechnical indicatorsTrend followingChina markets
MQL5 code base

This indicator description explains a way to display trend strength on a DecEMA moving average using standard deviation. Two input thresholds divide the reading into strength levels: when the standard deviation falls between the lower and upper thresholds, a…

Technical indicatorsTrend followingStatistics
SuperMind

This stock screen combines price range, turnover, and large-order net flow. It selects shares with an amplitude above 1, turnover between 2% and 9%, and large-order net flow above 0.05 over three consecutive days. The rationale is that range and turnover…

EquitiesTechnical indicatorsMomentumChina markets
FMZ forum

This historical essay introduces John Maynard Keynes’s views on probability and uncertainty, drawing on his work in probability theory and economics. It contrasts objective probabilities, which may exist independently of human beliefs, with the estimates…

StatisticsRisk managementMulti-asset
MQL5 code base

The document describes two scripts for changing the vertical scale across all open charts. One switches every chart to automatic scaling; the other applies fixed scaling. For fixed scaling, the user specifies a percentage of the current price, and the chart…

ExecutionTechnical indicatorsMulti-asset
ProRealCode

This indicator places the Kase Peak 2 oscillator over a price chart, using a moving average as its center line and scaling oscillator values into a price range based on average true range. Candle colors and optional segments show the oscillator’s direction…

Technical indicatorsVolatilityMomentum
SuperMind

This Chinese stock screening example selects companies classified in the metaverse theme when the five-day moving average is rising and turnover falls between 3% and 12%. It frames the moving-average condition as a sign of upward price movement and the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese stock screen excludes Beijing-listed A-shares, requires the 30-day moving average to be rising, and looks for at least five moving averages to converge. The post presents moving-average alignment as a way to identify a visible bullish…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This stock-selection idea combines three filters: daily turnover between 3% and 12%, appearance on the previous day’s broker trading list, and 2021 revenue more than 10% above 2018 revenue. The post frames the conditions as a way to find moderately active…

EquitiesChina marketsStatistics