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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
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
WonderTrader
14 documents
Alphalens
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

29,558 documents

MQL5 code base

This document outlines a Forex and stock trading Expert Advisor that combines Fibonacci levels with two moving averages. It describes trading around price breakouts, with Fibonacci levels serving as a filter alongside the moving averages. The EA is said to…

ForexEquitiesBreakoutTechnical indicators
MQL5 code base

This brief description outlines a trading utility for closing positions when a daily profit target or daily loss limit is reached. Its central accounting idea is to combine floating profit or loss on open orders with realized results from closed orders…

Risk managementExecution
Freqtrade

This crypto trading strategy uses TD Sequential style counts on hourly candles. A buy count increments when each close is below the close four bars earlier; a sell count increments when each close is above that reference. The strategy looks for a price…

CryptoTechnical indicatorsTrend followingRisk management
SuperMind

The document proposes a Chinese stock selection screen combining daily price amplitude above a threshold, a measure of daily change in controlling shareholder holdings above a threshold in absolute value, and a rising KDJ K line. It provides example…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader Expert Advisor designed to trade a channel on EURUSD, with its indicators set to the H1 timeframe. The channel uses a long-period moving average and three Envelopes at different distances. Two very short-period moving…

ForexTechnical indicatorsRisk management
SuperMind

These notes summarize the Turtle trading approach as a systematic trend-following method built around breakouts, disciplined execution, and survival through losing periods. The described rules include entering when prices exceed a prior-period high or low,…

FuturesTrend followingBreakoutPosition sizing
MQL5 code base

This expert-advisor description combines a historical candle-range comparison with a loss-responsive position size. It examines bullish and bearish bars over a configurable number of past days; if the summed size of bullish bars exceeds that of bearish bars,…

ForexTechnical indicatorsPosition sizingRisk management
SuperMind

This Chinese stock-selection post describes screening shares in the metaverse theme using two technical conditions: the prior close must be at or above its 250-day moving average, and the K value of a 9,3,3 stochastic indicator must be below 20. The moving…

China marketsEquitiesTechnical indicatorsMean reversion
MQL5 code base

The document describes an order manager that waits until combined open profit reaches a chosen minimum, then closes the orders if profit retreats by a specified percentage from its peak. Its example uses a minimum profit of 1,000 and a 20% drawdown: a fall…

Risk managementPosition sizingExecution
MQL5 code base

The document describes an expert advisor that manages one manually specified trade in a single symbol. When the main position enters a loss zone, it opens an opposing hedge intended to limit losses while allowing a wider stop on the main trade. It discusses…

Risk managementExecutionPosition sizing
MQL5 code base

This MetaTrader expert advisor describes a GBPUSD strategy built around the Frankfurt-to-London opening range. It looks for an initial move below the range and the open by at least a configurable threshold, followed by a reversal to the range high. The…

ForexBreakoutMean reversionRisk management
SuperMind

This document describes an equity screen combining daily price amplitude above 1%, market capitalization below 10 billion yuan, positive net profit in each of the latest four quarters, a nonempty convertible-bond short name, and an opening price above the…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This stock screen combines three conditions: daily amplitude above one percent, at least two apparent limit-up moves in the prior 500 days, and three consecutive declines in closing price. The stated rationale is to find historically active stocks that have…

EquitiesTechnical indicatorsMean reversionRisk management
Amberdata research

The document analyzes a sharp crypto market selloff through price moves, liquidations, open interest, funding, order book depth, imbalance, and spreads. It describes a two-stage explanation: macro events first pushed prices lower, then leveraged positions…

CryptoPerpetual futuresMarket microstructureRisk management
BigQuant

This essay defines quantitative investing as using mathematical methods, data, and factors to guide security selection and trading. It groups approaches by time-series versus cross-sectional decisions, by signal source such as price and volume factors or…

Multi-assetFactor investingRisk managementPortfolio construction
MQL5 code base

This document outlines a two-symbol expert advisor that uses moving average conditions on a base instrument to open positions in both that instrument and a designated hedge instrument. Entry conditions are checked only when a new bar appears, while the…

ForexTechnical indicatorsRisk managementExecution
SuperMind

The document describes a Chinese equity screen that combines daily price range, a recent-high condition, and trading value. It selects stocks whose high-low range exceeds 1% of the previous close, whose high matches the highest value across the current and…

EquitiesTechnical indicatorsBreakoutRisk management
BigQuant

This report summary outlines the structure of the U.S. retirement system and the investment choices available through employer plans and individual retirement accounts. It describes these arrangements as part of a broader retirement landscape and notes that…

Portfolio constructionRisk managementMulti-asset
Cryptohopper blog

This article explains short selling as borrowing or entering a position that benefits when a cryptocurrency’s price falls, then closing at a lower price. It discusses using short positions to express a bearish view, hedge existing long exposure, or seek…

CryptoDerivatives pricingOptionsRisk management
SuperMind

This document proposes screening Chinese stocks for daily turnover between 3% and 12%, three consecutive declining sessions, and a bullish morning star candlestick pattern on the current day. It presents the combination as a way to use trading activity and…

EquitiesChina marketsTechnical indicatorsMarket microstructure
FMZ forum

The author reflects on losses in leveraged forex trading and explains two staking approaches using a fair coin game. A martingale raises stakes after losses and depends on effectively unlimited capital; a reverse martingale risks a fixed fraction of current…

ForexRisk managementPosition sizingStatistics
SuperMind

This Chinese-language post proposes an equity screen using four conditions: daily amplitude above a threshold, a prior-day opening auction match at the limit-down price, a product of absolute price change and large-order net volume, and current volume above…

EquitiesChina marketsTechnical indicatorsSentiment
Hyperliquid docs

This technical reference describes how deployers configure and operate builder-deployed perpetual markets on Hyperliquid. It covers market and asset registration, oracle updates, funding parameters, margin tables and modes, fee settings, open-interest caps,…

CryptoPerpetual futuresDerivatives pricingRisk management
MQL5 code base

The document describes an expert adviser that checks the current account balance against user-defined risk and profit percentages. It can close trades when either percentage condition is reached, offering a basic way to manage open positions through…

Risk managementPosition sizing