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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

1,414 documents

OKX Learn

The document presents real-world asset tokenization as a way to represent physical commodities, especially gold, with blockchain-based tokens. It argues that fractional ownership, continuous trading, and faster settlement could broaden access and improve…

CommoditiesCryptoOn-chain dataMarket microstructure
OKX Learn

The document surveys price and production conditions across hot peppers, bell peppers, and black pepper. It links hot pepper supply constraints in California to heat damage and the end of the local season, while noting that a hurricane in Baja had earlier…

Commodities
OKX Learn

The document explains OKX X-Perps as leveraged, USD-margined futures that track equities, ETFs, and commodities without transferring ownership of the underlying assets. It distinguishes these contracts from tokenised stocks: X-Perps provide price exposure…

FuturesDerivatives pricingEquitiesCommodities
OKX Learn

The document discusses crypto exchange-traded funds as a way to gain Bitcoin or Ethereum exposure without directly holding the underlying assets. It highlights institutional interest in Ethereum funds, linking it to Layer 2 scaling and Ethereum's possible…

CryptoDerivatives pricingTechnical indicatorsRisk management
OKX Learn

The document surveys how blockchain tokens can represent real-world assets such as commodities, property, bonds, equities, and money market funds. It explains proposed benefits including fractional ownership, broader investor access, more transparent…

CryptoDeFiCommoditiesFixed income
OKX Learn

The document introduces real-world asset tokenization as the representation of assets such as real estate, commodities, and financial products on a blockchain. It describes Tether’s Hadron platform as an effort to support this process, emphasizing security,…

CryptoCommoditiesFixed incomeDeFi
OKX Learn

The article describes Bybit’s effort to connect crypto users with traditional markets through a platform offering stock CFDs, forex, gold, commodities, and indices. It highlights weekday trading in selected stock CFDs, copy trading, and infrastructure that…

CryptoEquitiesForexCommodities
OKX Learn

The document explains XAUT as a blockchain token representing physical gold held in Swiss vaults, with each token described as equivalent to one troy ounce. It outlines token transfer and fractional ownership, redemption for physical bars subject to minimum…

CryptoCommoditiesSpot marketsRisk management
OKX Learn

The document describes Fasset’s provisional authorization to operate in the Labuan regulatory sandbox and outlines a proposed digital banking model built around Islamic finance principles. It explains that the sandbox permits supervised product testing but…

CryptoDeFiSpot marketsEquities
OKX Learn

The document describes perpetual futures contracts that reference licensed ICE Brent and WTI benchmark prices. It contrasts these contracts with traditional oil futures, which involve expiries, position rolls and physical delivery, and explains that…

CommoditiesFuturesPerpetual futuresDerivatives pricing
Strategy library

This model describes a seasonal approach to selling agricultural commodity futures, originally presented by Perry J. Kaufman to commodity producers. Its premise is that prices for crops with one annual harvest may tend to be weakest around harvest and…

CommoditiesFuturesTechnical indicators
Strategy library

This gold strategy builds an opening range during the 13:00–14:00 UTC hour on weekdays, then looks for a long breakout during a later entry window. A signal requires price to cross above the range high, a bullish bar, elevated volume, and volatility…

CommoditiesBreakoutTechnical indicatorsVolatility
Strategy library

This intraday strategy builds a high-low range during the Asia session, defined in New York time, then trades breakouts during a following morning window. A close beyond the range, with a configurable tick buffer, triggers a long or short entry. An optional…

FuturesCommoditiesBreakoutTechnical indicators
Strategy library

The script builds a daily high-low range during a configured Asia session, then permits close-confirmed breakouts during a later trading window. A long entry requires a close crossing above the range high and, when enabled, above an exponential moving…

CommoditiesBreakoutTechnical indicatorsRisk management
Strategy library

This strategy combines moving-average crossovers, RSI thresholds, and candlestick engulfing patterns to generate long and short signals. Its explanation uses a 21-day average crossing the 200-day average as the primary direction signal, with the 50-day…

CommoditiesTechnical indicatorsTrend followingRisk management
Strategy library

This short-term strategy uses a long-term exponential moving average to set directional bias, then looks for a cross of the 20-period average confirmed by RSI. It enters long when price is above the 200-period average, crosses above the 20-period average,…

FuturesCommoditiesMomentumTechnical indicators
Strategy library

The Commodity Selection Index (CSI) combines Average True Range, which reflects price range, with Average Directional Index information to rank commodities by volatility and trend strength. The described approach compares CSI with its own simple moving…

CommoditiesMomentumVolatilityTechnical indicators
Strategy library

This Pine Script strategy trades gold using crossovers of 9-period and 21-period exponential moving averages, taking signals only when the ADX value exceeds 15 and the chart time falls within the specified weekday session. It places long and short entries on…

CommoditiesTechnical indicatorsTrend followingExecution
Strategy library

This proposed short-term strategy uses crossovers between fast and slow EMAs to signal long and short trades on XAUUSD. ATR is used to set dynamic stop-loss and take-profit distances, and the description says trade risk is controlled with a fixed percentage…

ForexCommoditiesMomentumTechnical indicators
Strategy library

This document presents a Pine Script strategy organized around support and resistance zones generated from pivot calculations. Its visible settings allow daily, weekly, monthly, quarterly, or yearly pivot periods and several pivot formulas, including…

CommoditiesTechnical indicatorsVolatilityBacktesting
Strategy library

This example describes a futures spread strategy built around an estimated methanol-to-olefins production margin. It combines the values of polyethylene and polypropylene output with methanol input costs, scaling prices by contract multipliers and assumed…

FuturesCommoditiesMean reversionArbitrage
Strategy library

This proposed gold strategy combines trend direction, momentum context, and candle reversals. It uses the relative positions of 50- and 200-period exponential moving averages to set direction, then looks for RSI readings from 45 to 55 and a bullish or…

CommoditiesTrend followingMomentumTechnical indicators
Strategy library

This XAUUSD strategy uses RSI calculated on a selectable timeframe to open long positions below a lower threshold and short positions above an upper threshold. It permits only one open position at a time and allows long and short trades to be enabled…

CommoditiesTechnical indicatorsMean reversionRisk management
Strategy library

This XAUUSD strategy uses two exponential moving averages to define trade direction and a price recross to time entries. A confirmed close above the fast EMA triggers a long when that EMA is above the slow EMA; the inverse conditions trigger a short. On each…

CommoditiesTechnical indicatorsTrend followingRisk management