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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 document proposes a Chinese stock screen using three signals: a high volume ratio, a rounded price pattern approximated through Bollinger Band contraction or expansion, and at least two limit-up events over 500 days. It describes ranking stocks by…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a simple screen for Chinese metaverse-related equities. It selects stocks with circulating market capitalization above the stated cutoff and a ten-day price gain that is positive but below a specified upper bound. The accompanying…

China marketsEquitiesMomentumFactor investing
SuperMind

This document presents a screen for Chinese metaverse-related stocks using prior-day turnover, current trading volume, and a positive opening gap. Its stated final version adds market capitalization ranking and earnings filters: stocks should rank in the top…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document outlines a short-term Chinese stock screen combining large price ranges, at least two limit-up events over a 500-day window, and recent net buying attributed to institutions. It gives example indicator conditions for each filter and a Python…

China marketsEquitiesMomentumTechnical indicators
BigQuant

The article introduces a custom coded stock selection strategy built from five rules, mainly intended to identify stocks that have fallen sharply and begun to stabilize, with some rules meant to capture potential strong advances. It contrasts AI generated…

EquitiesFactor investingBacktestingPosition sizing
SuperMind

This stock screen selects equities with an amplitude above a threshold, excludes stocks that closed at the limit the prior day, and targets names whose daily percentage change falls within a narrow negative range. The stated rationale is that amplitude…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This description outlines an Expert Advisor based on the MALR indicator. It opens short positions when price crosses the indicator’s upper line downward and opens long positions when price crosses its lower line upward. Optional controls include adding a…

ForexTrend followingPosition sizingRisk management
Amberdata research

The note links uncertainty after a US government shutdown to crypto risk and options pricing. It argues that missing October inflation and employment releases complicate the Federal Reserve’s December decision, while the FOMC minutes and other scheduled…

CryptoOptionsVolatilityRisk management
FMZ forum

This article introduces Bayesian reasoning as a way to estimate an unknown probability from limited observations and revise that estimate when new evidence arrives. It distinguishes a prior probability, based on information available beforehand, from a…

StatisticsRisk management
BigQuant

The document explains gold contracts for difference as cash-settled derivatives that provide exposure to gold price changes without holding bullion or futures. It outlines features such as leverage, smaller contract sizes, the ability to take long or short…

CommoditiesDerivatives pricingRisk management
SuperMind

The document describes a Chinese equity screen that ranks stocks by reported capital-flow strength and selects those with more than two limit-up sessions in the past ten days and a rising 30-day moving average. It presents the flow measure as a proxy for…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

The document describes adding withdrawal tracking to an existing Expert Advisor so position sizing can respond when account funds are removed. It identifies a limitation in recovery-style sizing systems: an EA may increase lot size after losses and retain…

Position sizingRisk managementExecution
ProRealCode

This indicator combines 20-period Bollinger Bands with a 14-period ADX reading to adjust trailing-stop locations and the width of a possible turning or ranging zone. ADX is scaled and capped to produce a trend-strength factor: stronger readings move the…

Technical indicatorsTrend followingRisk management
SuperMind

This note describes a Chinese stock screen that combines price and volume conditions. It seeks shares with amplitude above 1, a rising price bottom, current trading volume above 10,000 lots, and an opening price more than 3 percent above the previous close.…

EquitiesTechnical indicatorsBreakoutMarket microstructure
SuperMind

This note describes a short-term Chinese stock screen combining price movement with recent momentum. It selects shares with an amplitude above 1, a positive but limited ten-day gain, and three consecutive limit-up sessions on the previous day. The…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This Chinese-language post describes an equity screen requiring a daily price range threshold, company scale above a stated minimum, and the 20-day moving average above the 120-day moving average. It frames the moving-average relationship as a trend filter…

EquitiesTrend followingTechnical indicatorsRisk management
BigQuant

This article recommends a three-part process for improving trading discipline: record each trade’s rationale, timing, size, planned risk and reward, and emotional state; review those records regularly for rule violations and emotional decisions; then analyze…

Risk managementPosition sizingStatistics
WonderTrader

This example implements a tick-driven futures or securities strategy using the wtpy framework. It estimates a theoretical price from the best bid and ask, weighted by the quantities resting on the opposite sides of the book, then compares that estimate with…

High-frequency tradingMarket microstructureExecutionRisk management
SuperMind

This overview argues that no programming language is best for every algorithmic trading system. The choice depends on strategy frequency and volume, data needs, performance targets, development and maintenance costs, and the functions the system must…

ExecutionHigh-frequency tradingBacktestingPortfolio construction
ProRealCode

The N Reversal Detector is a configurable chart indicator that combines reversal patterns with an optional trend filter. Users can define the prevailing trend with a fast and slow moving-average comparison, an ATR-based Supertrend, or Donchian Channel highs…

Technical indicatorsTrend followingRisk management
BigQuant

This interview discusses how artificial intelligence, large datasets, and cloud computing support one another: AI methods analyze data, while cloud infrastructure supplies scalable storage and computing. It maps the data industry across collection, storage,…

EquitiesChina marketsMachine learningPortfolio construction
SuperMind

This Chinese equities screening idea combines several filters: exclude stocks marked ST, require an amplitude above one, apply a five-session closing-price high condition, and select stocks whose intraday low is down within a narrow four-to-five percent band…

EquitiesChina marketsMean reversionBacktesting