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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

79,386 documents

BigQuant

The document discusses how to estimate hedging costs for Chinese equity index futures. It argues that raw futures premiums or discounts need adjustment for time to expiry, convergence, and expected dividends. A dividend model and quadratic equation are…

FuturesChina marketsRisk managementStatistics
MQL5 code base

VolatilityMA is a moving average intended to help identify trade direction. It calculates an average of a chosen price series while adapting the averaging length to changes in normalized price variability. The description says the lookback resets to its…

Technical indicatorsVolatilityStatistics
SuperMind

This stock selection idea combines membership in the metaverse concept group with two technical conditions: the close is above the prior day’s low, and the KDJ indicator has just produced a bullish K-over-D cross while its J value is rising. The document…

EquitiesTechnical indicatorsMomentumPosition sizing
SuperMind

This A-share stock screen combines a technical condition, a fundamental filter, and a short-term activity measure. It selects stocks with RSI below 65, parent-company net profit growth above 20% and at most 100%, and a turnover-based measure between 0.5 and…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This indicator converts closing prices into rolling standardized deviations from their recent averages, then smooths the results across three lookback horizons. The supplied periods are 180, 60, and 20 observations. Each series subtracts its lookback average…

Technical indicatorsStatisticsEquities
vn.py community

A VeighNa Trader user reports that the platform cannot load its iFind data service module, even though the relevant Python packages are installed and can be imported. The community reply points to the global configuration: the provider name must be entered…

Futures
BigQuant

This brief troubleshooting exchange addresses a KeyError in a trading strategy. The suggested first step is to inspect the value represented by the variable `s`, since the exception may arise when that value is used to look up a position that is not present…

Execution
ProRealCode

The indicator applies Cardwell’s RSI range concept to classify market regimes. It combines price relative to a 50-period simple moving average with RSI(14) membership in a bull band of 40–80 or a bear band of 20–60; otherwise the state is neutral. The…

Technical indicatorsTrend followingMomentumRisk management
ProRealCode

This indicator describes a pullback measure built around a short moving average of median price. It subtracts that average from the current median price, then scales the difference by average daily range to normalize the reading for recent price movement.…

Technical indicatorsTrend followingVolatility
MQL5 code base

The document explains how to measure Expert Advisor runtime in MetaTrader 5 while excluding delays that can distort the tester’s reported duration. It distinguishes total run time, which can include history synchronization and tick preprocessing, from net…

BacktestingExecutionStatistics
SuperMind

This stock-selection rule screens for Chinese equities with a 14-period RSI below 65, a circulating market value between 50 and 100 billion, and a current low below the previous day's low. The accompanying explanation presents RSI as a gauge of overbought or…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

This Chinese stock-selection proposal combines an intraday range filter, afternoon large-order net inflows, exclusion of special-treatment stocks, and selection before 10 a.m. It then describes a five-step buying rule: add once for each 1% price rise, up to…

China marketsEquitiesMomentumVolatility
BigQuant

This overview explains how deep learning models can be assembled from input, intermediate, and output layers in a visual strategy-building platform. It surveys layer families including convolution, pooling, recurrent networks, embeddings, noise and dropout,…

Machine learningStatisticsBacktesting
MQL5 code base

This document describes a MetaTrader indicator that displays how much time remains before the current candle closes. Users can adjust its display color, size, and chart corner, and can optionally show server time. The third version adds an audible alert when…

Technical indicatorsExecution
SuperMind

The document describes a short-term stock selection screen for companies classified in the Chinese metaverse theme. It combines three technical conditions—MACD signal-line crossover, a short moving-average crossover, and an additional MACD-related…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This short description presents Ultra Trend as a standalone indicator for MetaTrader 5 that can operate across supported chart timeframes. It highlights three special timeframe choices: the second higher timeframe, the third higher timeframe, and an…

Technical indicatorsTrend following
SuperMind

This proposed Chinese A-share screen starts with stocks in the metaverse theme, then selects for an opening gain below 6% and a circulating share count no greater than 5.5 billion. The article’s final version adds a price-to-earnings ratio below 60. It…

EquitiesChina marketsTechnical indicatorsFactor investing
Freqtrade docs

This guide explains how to turn a trading idea into a Freqtrade strategy, from generating a template to defining indicators, entry and exit signals, stop losses, and optional position adjustments. It describes how Freqtrade represents candle data in pandas…

BacktestingTechnical indicatorsExecutionRisk management
SuperMind

This A-share stock screen combines three conditions: daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and reported institutional buying within the past three months. The article frames the conditions as a mix of volatility,…

EquitiesMomentumVolatilityChina markets
SuperMind

This document describes a Chinese stock screen that ranks shares by volume ratio, retains those with a 20-day moving average above the 120-day average, and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation treats…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article explains how market orders and limit orders interact in an electronic market. Limit orders state a desired price and add available liquidity to the limit order book; market orders seek immediate execution against that liquidity and consume it.…

Market microstructureExecutionHigh-frequency trading
SuperMind

This document outlines a stock-selection screen using three characteristics: position increases above five percent, upward divergence among moving averages, and a dividend ratio above twenty-five percent in 2019. Its explanation associates position increases…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese A-share stock screen combining a daily price-range threshold, a newly formed KDJ crossover, and positive large-order net volume over three consecutive days. It presents the conditions as a way to find volatile stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines three short-term price conditions: amplitude above 1, a positive ten-day gain below 35, and more than two limit-up days within ten days. The document describes amplitude as a measure of price fluctuation, uses the gain…

EquitiesChina marketsMomentumVolatility