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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
Quantpedia
86 documents
TqSdk
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

12,303 documents

SuperMind

This stock-selection rule combines three filters: amplitude above 1, a positive weekly MACD-style histogram, and a nonempty name for an outstanding convertible bond. The document frames the amplitude as a volatility condition, the weekly signal as evidence…

EquitiesTechnical indicatorsMomentumVolatility
MQL5 code base

This brief indicator description introduces WVF as a volatility oscillator and identifies a calculation-period setting, with 22 given as the default. It also describes two presentation choices: a line plot or a histogram. The displayed figures are referenced…

VolatilityTechnical indicators
SuperMind

This Chinese equity screening idea combines price amplitude above 1%, appearance on the prior day’s trading list, and return on equity above 15% for five consecutive years. The post frames these conditions as a blend of short-term volatility, market…

EquitiesVolatilitySentimentFactor investing
SuperMind

This post outlines a Chinese equity screen combining daily price amplitude above 1%, a 2021 date condition, and three consecutive limit-up sessions. Its final stated criteria also require trailing price-to-earnings below 30 and price-to-book below 5. The…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This post describes a Chinese A-share screening rule that combines a daily high-low range above one percent, a date filter for 2021, and a condition intended to identify a prior session's 9:15 matched price at the limit-down level. It sketches equivalent…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This indicator presents Bear-Bulls-Power calculations as colored candlesticks derived from open, high, low, and close price series. Candle color distinguishes rising from falling bars, while brighter and paler shades distinguish whether the close has risen…

Technical indicatorsVolatilityBacktesting
Amberdata research

This market recap reviews BTC and ETH options conditions around ETF-related news. It describes a surge in realized volatility followed by lower implied volatility after the event, and explains that the resulting negative volatility carry is not, by itself, a…

CryptoOptionsVolatilityDerivatives pricing
MQL5 code base

The Volatility Stop Oscillator is a volatility measure described as drawing on Thomas Bulkowski’s selling guidance. It has two configurable inputs: a calculation period and a multiplier that sets the line’s deviation relative to price. Its calculation takes…

VolatilityTechnical indicatorsRisk management
MQL5 code base

This indicator description assigns candle colors to four states: green for bullish momentum, red for bearish momentum, gray for weak or absent momentum, and silver for news impact associated with candle expansion. It is intended to make directional price…

MomentumVolatilityTechnical indicatorsSentiment
SuperMind

This Chinese stock-screening example combines three filters for an investment watchlist: daily high-low amplitude above 1%, at least one limit-up session in the previous 25 trading days, and a return rank in the top fifth of stocks from 2021 onward. It…

EquitiesChina marketsMomentumVolatility
MQL5 code base

This brief description introduces a smoothed version of the Repulse indicator, which represents bullish or bearish pressure associated with each price candle as a curve. It suggests interpreting the curve alongside price to gain an additional view of market…

Technical indicatorsSentimentVolatility
SuperMind

This Chinese stock-screening post proposes filtering shares by daily price range, whether the previous session was a limit-up day, and relative trading volume. Its written description specifies a range greater than 1 and a volume ratio between 1.5 and 6,…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This Chinese equities screen looks for stocks with a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and at least one limit-up event within the prior 25 days. The post frames the range as a volatility filter, the reversal…

EquitiesVolatilityMomentumTechnical indicators
MQL5 code base

This document describes an indicator that plots possible stop-loss levels separately for long and short positions. Users set a calculation period and a coefficient that scales the distance between price and the stop level. The distance is based on a…

Technical indicatorsVolatilityRisk management
MQL5 code base

The document describes an automated opening range breakout strategy for Apple stock CFDs on a five-minute timeframe. The system records the highs and lows during an early trading window, then checks volatility before acting on a breakout. Its exits use a…

EquitiesBreakoutVolatilityPosition sizing
MQL5 code base

This indicator ranks visible currency pairs by a selected measure of current price movement. The user can choose either the distance from the opening price or the high-to-low range; the tool calculates the selected value for pairs listed in the platform’s…

ForexVolatilityTechnical indicators
SuperMind

This note describes a Chinese equity screen combining prior-day price amplitude, appearance on a market trading list, market capitalization below the stated ceiling, and positive recent profit and return on equity. Its rationale is to find active stocks with…

EquitiesChina marketsVolatilityTechnical indicators
MQL5 code base

This indicator describes a mean-reversion setup that combines Bollinger Bands with a smoothed Stochastic RSI. A bearish setup is armed when price closes beyond the upper band while StochRSI is overbought; it signals when price later closes back inside the…

Mean reversionTechnical indicatorsVolatility
MQL5 code base

This note presents a technical screen for stocks combining three conditions: a daily high-to-low range above 1% of the opening price, prior-day actual turnover between 3% and 28%, and a 14-period RSI below 65. It frames the range as a measure of price…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This note describes a stock screen for Chinese shares whose codes begin with 60. It selects stocks with a daily high-to-low range greater than 1% of the opening price and a 10-day return above 0% but below 35%. The accompanying examples show how to express…

EquitiesChina marketsMomentumVolatility
SuperMind

This post proposes a Chinese stock screen for observations in 2021, combining daily amplitude above one percent with a reported daily decline between four and five percent. It frames the filters as a way to find volatile stocks that have fallen substantially…

EquitiesVolatilityChina marketsTechnical indicators
MQL5 code base

This brief description introduces an indicator presented as a trend tool based on standard deviation. It is described as a modification of Bollinger Bands that displays standard deviation in a bar or histogram representation. The entry identifies Nick Bilak…

Technical indicatorsVolatility
MQL5 code base

This indicator transforms the close price’s position relative to standard Bollinger Bands into a normalized value. Its calculation subtracts the upper band from the close and divides by the distance between the lower and upper bands. The document’s stated…

Technical indicatorsMean reversionVolatility