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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

29,558 documents

BigQuant

This report studies whether stocks that suffer sustained, sharp declines later rebound, and how to identify such episodes. It uses rolling-window local extrema with a 15-period parameter to mark turning points, then applies pattern conditions to select 2,048…

China marketsEquitiesMean reversionBacktesting
SuperMind

This proposed Chinese A-share screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed or Beijing-based names, and uses enterprise ownership or company classification as an additional selection dimension. The accompanying discussion…

EquitiesChina marketsFactor investingRisk management
SuperMind

This post proposes screening Chinese stocks for daily amplitude above 1%, a robot-related concept, circulating market capitalization below 10 billion yuan, and a weekly candle condition described as a sufficiently tall red bar. It presents example screening…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection method screens shares whose codes begin with 60 and whose turnover rate is between 3% and 12%, then selects those with three consecutive sessions where the close is below the open. It treats a run of down candles as a possible reversal…

EquitiesMean reversionTechnical indicatorsRisk management
MQL5 code base

This short description presents a modified display of the Parabolic Stop and Reverse indicator in a separate chart window. Its additional function checks whether the charted instrument has an open position and issues an alert when the SAR signal moves…

Technical indicatorsRisk managementExecution
SuperMind

This Chinese-language article outlines an A-share stock screen combining market capitalization, turnover, a KDJ bullish crossover, and a prior-day opening call-auction price near the daily limit-down level. The final stated criteria require market value…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection approach screens companies in the metaverse sector for a bullish MACD crossover and a rising KDJ K value. The post also gives an example implementation that adds a market-cap range, though its code uses a KDJ-based RSI threshold and does…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This proposed A-share screen selects stocks with turnover from 3% to 12%, an opening price within roughly 5% of the ten-day moving average, a latest close at or above that average, and at least one limit-up event in the preceding month. The article frames…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines daily price amplitude and a controlling-shareholder measure with valuation limits for Shenzhen main-board shares. It selects stocks with amplitude above 1, a stated control measure above 21, price-to-earnings ratios from 0 to…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This expert advisor concept uses candle size as a trade filter: when a candle exceeds a configurable pip threshold, it opens a buy trade. If that trade loses, the next trade uses a larger lot, with the scaling factor controlled by the user. The author frames…

ForexRisk managementBacktesting
MQL5 code base

This document describes an expert advisor built around crossovers between two moving averages, with a third moving average used as a filter. It exposes settings for each average’s period, shift, method, and display color, and describes plotting the averages…

Technical indicatorsTrend followingPosition sizingRisk management
Kraken Learn

This overview introduces rules-based crypto trading and distinguishes discretionary decision-making from systematic strategies that use indicators, algorithms, or automation. It explains dollar-cost averaging as recurring purchases at fixed intervals, then…

CryptoTechnical indicatorsBacktestingRisk management
SuperMind

This post outlines a Chinese stock screen for companies classified in the metaverse sector. It limits eligible stocks to those with circulating shares at or below 5.5 billion and excludes stocks that reached the upper price limit on the prior trading day. It…

EquitiesChina marketsMomentumRisk management
FMZ live strategies

This live-robot dashboard records a crypto spot arbitrage system trading BTC/USDT across Gate and KuCoin, alongside a wider set of monitored assets. Its logs show paired buys and sells on the two venues, with the direction varying by trade. The displayed…

CryptoArbitrageSpot marketsExecution
MQL5 code base

This Expert Advisor combines ADX, CCI, RVI, and Williams %R indicators with a martingale sizing approach. Its suggested tuning sequence first optimizes the main signal and ADX settings with the WPR strategy disabled, then tunes WPR separately, and finally…

ForexTechnical indicatorsRisk managementBacktesting
MQL5 code base

This MetaTrader 5 Expert Advisor description outlines a breakout scalping system that trades only when a set of filters align. It uses fast and slow exponential moving averages to define direction, an ATR-based threshold for trend strength, price location…

BreakoutTechnical indicatorsRisk managementPosition sizing
MQL5 code base

This description presents a trading-platform header library intended to let Expert Advisors submit buy, sell, and modification requests asynchronously. Its central idea is to avoid making the strategy wait for a server response after each order, allowing…

ExecutionMarket microstructureRisk managementHigh-frequency trading
MQL5 code base

The document describes a script intended to compare how much an asset moves across trading days. Its single input is the number of trading days to include. The proposed workflow is to analyze historical data and convert the output into a column chart, making…

StatisticsTechnical indicatorsRisk management
Lumibot

This document explains how to connect to BitMEX through Lumibot’s CCXT broker interface using an explicit exchange configuration and API credentials. It notes that BitMEX is not among the globally auto-detected credential paths, and identifies the exchange…

CryptoDerivatives pricingBacktestingRisk management
FMZ forum

The essay argues that a strategy’s statistical edge depends on applying its rules consistently. It distinguishes knowledge of a method’s behavior and risks from knowledge of one’s own ability to follow it under pressure. A hypothetical stock entry missed…

Risk managementStatisticsExecution
SuperMind

The document describes a stock screen that combines a daily amplitude threshold, appearance on the prior day's market leaderboard, and a weekly MACD condition above zero. It presents these as signals for short-term volatility, trading attention, and an…

EquitiesTechnical indicatorsMomentumBacktesting
BigQuant

This report summary presents a method for setting equity allocations across a retirement investment horizon when the investor has a specified terminal wealth goal. It works backward from that goal, optimizing allocations while controlling risk. Two objective…

Multi-assetPortfolio constructionRisk managementBacktesting
FMZ forum

This glossary introduces twelve finance concepts spanning central-bank policy, corporate transactions, securities, valuation, and financial risk. It explains rediscounting and open-market operations as channels through which central banks influence liquidity…

Fixed incomeEquitiesOptionsRisk management
Amberdata research

This digital-asset market snapshot examines a broad selloff across Bitcoin, Ether, and altcoins through price changes, volatility, trading volume, open interest, funding, ETF and stablecoin flows, order-book depth, spreads, and DeFi liquidations. Its central…

CryptoMarket microstructureVolatilityRisk management