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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

ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

Technical indicatorsMomentumMarket microstructureRisk management
MQL5 code base

The document presents a small open-source shield intended to check trading against prop firm account limits. Its usage outline initializes the tool with account balance and a firm profile, then updates it with equity and balance information on each tick.…

Risk managementPosition sizing
BigQuant

This guide presents a relative strength index strategy using overbought and oversold thresholds. It describes calculating RSI from rolling average gains and losses, generating short signals above 70 and long signals below 30, and optionally filtering trades…

Technical indicatorsMean reversionBacktestingRisk management
SuperMind

The article proposes screening Chinese stocks using price amplitude, company quality, and performance tied to 2021. Its expanded version adds valuation and fundamental comparisons, allows technical indicators such as KDJ, RSI, or MACD, and suggests…

EquitiesChina marketsTechnical indicatorsFactor investing
Amberdata research

This beginner-oriented guide recommends planning trades in advance, researching assets before buying, and avoiding impulsive decisions driven by hype or fear of missing out. It advocates diversification across crypto assets, monitoring Bitcoin as a possible…

CryptoRisk managementPosition sizingTechnical indicators
SuperMind

This proposed Chinese equity screen combines three conditions: the stock's intraday high-low range exceeds one percent of its closing price, the prior session was not limit-up, and the article's external-to-internal trading measure exceeds 1.3. The author…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This A-share screening rule combines a daily high-low range greater than 1%, a newly formed KDJ crossover, and positive main-fund net inflow on the prior day. The post presents the range condition as a way to find volatile stocks, the crossover as a possible…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share screen combines three conditions: at least five moving averages converge, the opening price is near the 10-day average, and the stock has hit the daily limit at least twice in the past 500 days. The accompanying rationale treats average…

EquitiesChina marketsTechnical indicatorsMomentum
Cryptohopper blog

The article explains how to estimate gains from cryptocurrency investments, trades, fiat conversions, and mining. Its basic method subtracts acquisition cost from sale proceeds to find gross profit, then deducts transaction and other costs—such as exchange…

CryptoSpot marketsRisk managementStatistics
MQL5 code base

This brief script description outlines a tool for estimating the margin needed to open a trade at a specified volume. It also says the tool calculates the maximum number of lots that can be traded for a chosen symbol. The only example identified is CADJPY…

ForexPosition sizingRisk management
BigQuant

This article summary presents a quantitative framework for combining conventional alpha factors with ESG-related signals in equity portfolios. It distinguishes exclusion screens, ESG integration, and impact investing, then focuses on integration: investors…

EquitiesFactor investingPortfolio constructionRisk management
MQL5 code base

This trading system combines three Stochastic indicators operating on different timeframes. Two indicators establish directional bias by comparing each Stochastic reading with its signal line. A third, lower-timeframe indicator provides the entry trigger…

ForexTechnical indicatorsMomentumBacktesting
SuperMind

This A-share screening idea combines a 14-period RSI below 65 with year-over-year growth in parent-company net profit above 20% and no more than 100%. It also requires a daily gain above 1% and focuses on main-board stocks. The intended combination is a…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This expert advisor uses three moving averages to define entry conditions. A buy opens when the fast average crosses above the middle average while both remain below the slow average. The sell condition reverses the crossover direction and requires the fast…

Technical indicatorsTrend followingPosition sizingRisk management
Stratmill research code

The document presents a fee-model design for a trading system, with fees calculated from an order’s execution details. Common fees distinguish maker orders, which add liquidity, from taker orders, which remove it. The fee amount can be proportional to…

ExecutionMarket microstructureRisk management
SuperMind

This stock-screening idea combines a minimum intraday high-to-low price range with consistently high return on equity across five years and a limit on the stock’s gain at 9:25. The stated rationale is to seek profitable companies showing some price movement…

EquitiesFactor investingTechnical indicatorsRisk management
MQL5 code base

This document describes a read-only MetaTrader 5 script that records terminal, account-mode, symbol, and trading-environment settings. Traders and developers can use its structured report to compare a functioning setup with one where an Expert Advisor is…

ExecutionRisk management
SuperMind

This document describes a Chinese equity screening rule for beverage and alcohol import-export companies. It selects stocks with turnover between 3% and 12% and year-over-year parent-company net profit growth above 20% and up to 100%. The article also gives…

EquitiesChina marketsFactor investingRisk management
BigQuant

This article surveys six implementation choices that shape equity factor strategies: selecting proxy measures, constructing portfolios, combining factors, allocating among them, trading, and managing risk. It argues that one factor can be represented by…

EquitiesFactor investingPortfolio constructionExecution
SuperMind

This brief template note describes a stock-screening strategy that selects companies using natural-language queries. Its example combines a small-market-cap screen with recent net inflows from large investors, a prior period of contracting volume, and a…

EquitiesMomentumTechnical indicatorsRisk management
FMZ forum

This article explains why a strong historical backtest may fail in live markets, particularly when a strategy has been tuned to a small or unrepresentative sample. It recommends splitting time-ordered data into a training period for parameter selection and a…

BacktestingStatisticsRisk managementFutures
ProRealCode

This proposed EUR/USD strategy combines Bollinger Bands, a conventional RSI, a Traders Dynamic Index (TDI), and a custom ATR-based stop line. Long setups begin when price and the momentum measures reach specified lower extremes; the system then waits for the…

ForexTechnical indicatorsMean reversionMomentum
Amberdata research

This conference recap describes several developments in digital asset markets: valuing tokens against underlying revenue and rights, crypto-native venues affecting traditional markets, software agents transacting autonomously, and institutions connecting…

CryptoFuturesMarket microstructureExecution