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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

MQL5 code base

This automated strategy combines MACD crossovers with a 200-period moving average filter and support or resistance conditions. A buy setup requires the MACD main line to cross above its signal line below zero, price to be above the moving average, and price…

Technical indicatorsTrend followingRisk managementPosition sizing
SuperMind

This Chinese-language post outlines an equity screen for robot-concept stocks. It combines a daily high-low amplitude threshold, a circulating market capitalization below 10 billion yuan, and a condition described as the start of a strong upward move. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects Chinese equities with an intraday amplitude above 1, a listing history longer than one year, and combined large and extra-large buy volume during the auction above 7 million. The article interprets the buy-volume condition as a sign…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

This proposed equity screen combines a positive intraday buying or position-building measure, simultaneous bullish crossovers in technical indicators, and a cap on the stock’s pre-open percentage gain. Its refined version adds a high-volume ranking and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock screen combines a daily price-range threshold, three consecutive prior limit-up sessions, and an indication of large-player control. The article frames these conditions as ways to find active stocks with strong buying interest. Its sample…

China marketsEquitiesMomentumRisk management
MQL5 code base

This framework outlines pre-trade checks for a robot sending a market buy order. It obtains the current ask and bid, computes optional stop-loss and take-profit levels, and adjusts those levels when they fall inside the broker’s minimum stop distance. It…

ExecutionRisk managementPosition sizing
MQL5 code base

SwingCyborg is an expert advisor for automating medium- and long-term trades whose trend start and end are chosen by a human. The user provides those turning points, and the software manages the trading continuously. It includes three money-management…

Trend followingTechnical indicatorsRisk managementBacktesting
MQL5 code base

This document describes an educational MetaTrader 5 panel for manually entering trades on hedging accounts. A trader chooses BUY or SELL; the panel sizes positions by a configured percentage risk and submits a broker-side stop loss with an optional…

Risk managementPosition sizingExecution
Hyperliquid docs

This documentation explains how Hyperliquid's time-weighted average price order divides a total order into smaller submissions at intervals based on order size and duration. It gives examples of how a one-hour order and a multi-day order are divided, and…

CryptoExecutionMarket microstructureRisk management
SuperMind

This Chinese-language post describes a stock screen that requires MACD to be above its zero line, DEA to be rising, and the 20-day moving average to exceed the 120-day average. It presents the conditions as a way to identify stocks with positive momentum and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post proposes screening metaverse-related stocks using the previous day's actual turnover rate, with a stated range above 3% and below 28%, and a 14-period RSI below 65. The stated rationale is to focus on stocks with some trading…

China marketsEquitiesTechnical indicatorsStatistics
Amberdata research

An interview with an experienced derivatives trader traces his move from equity derivatives into crypto and explains how exotic option books can behave under stress. Autocallables combine contingent coupons with short exotic downside exposure, while their…

CryptoOptionsVolatilityRisk management
MQL5 code base

This expert advisor combines RSI reversal signals with moving average direction. It buys when RSI leaves oversold territory and turns upward while the moving average is rising; the sell setup reverses those conditions. A higher timeframe moving average can…

ForexTechnical indicatorsTrend followingBacktesting
NautilusTrader

This reference explains an order-rejection event in an execution system. A rejection marks an order as terminal, updates the order and cache, and is published to the message bus for handlers such as a strategy’s rejection callback. The event commonly follows…

ExecutionMarket microstructureRisk management
Lumibot

The script demonstrates a classic allocation strategy that holds a portfolio with a target mix of 60% stocks and 40% bonds. It uses a drift rebalancer: when asset weights move away from their targets by a configured threshold, the strategy sells assets that…

Multi-assetPortfolio constructionBacktestingRisk management
BigQuant

This trading exercise translates a discretionary method into explicit stock-selection rules. A candidate must close above its five-day moving average for three consecutive days and remain within ten percent above its lowest price over the previous twenty…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note compares portfolio construction approaches, including equal weighting, market-cap weighting, and stratified sampling, with optimization methods such as mean-variance optimization, risk parity, target-risk, ABL, and tracking-error models. It…

EquitiesChina marketsPortfolio constructionRisk management
SuperMind

This document presents a Chinese equity screening rule that selects stocks whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose short and long moving averages show alignment. The initial description calls for at least five…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This document describes an MQL5 expert advisor intended to manage already-open positions by closing them when profit or loss reaches a user-set threshold expressed as a percentage of account balance. It does not generate entries or determine when to trade,…

Risk managementExecution
SuperMind

This Chinese equity screening proposal selects stocks in the metaverse theme, applies a circulating market capitalization threshold, and requires a positive institutional-holdings measure. The article explains institutional ownership as a possible signal of…

EquitiesChina marketsFactor investingRisk management
Amberdata research

This market commentary links changing US inflation, employment, and rate expectations to crypto risk sentiment, then reviews Bitcoin and Ethereum options positioning ahead of an FOMC decision. It describes bullish Bitcoin flows, including call buying and put…

CryptoOptionsVolatilityDerivatives pricing
MQL5 code base

OpenTime 2 describes an Expert Advisor that can open positions during two configurable time windows on selected weekdays. Each window has its own allowed direction, stop loss, take profit, and closing-time setting. The EA permits at most one position per…

ForexExecutionRisk management
OctoBot

OctoBot profiles determine which strategies and evaluators run, which cryptocurrencies and trading pairs are considered, which exchanges are enabled, and whether trading uses spot or futures. The guide explains how to edit strategy settings through the…

CryptoFuturesSpot marketsRisk management
MQL5 code base

The document explains the DeMarker oscillator as a way to compare recent price action with the preceding period to gauge demand. It describes the indicator as bounded from 0 to 1 and notes that, unlike many oscillators, it does not use smoothed data. Traders…

Technical indicatorsVolatilityRisk management