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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

SuperMind

This stock-selection idea screens Chinese A-shares by requiring a daily high-low range above a threshold, excluding stocks that hit the upper price limit on the previous day, and omitting Beijing-listed shares. The stated rationale is that a larger range may…

EquitiesChina marketsTechnical indicatorsRisk management
ProRealCode

The document describes a long-only strategy for the DAX using four-hour bars. It combines a detrended price oscillator with a Repulse indicator intended to capture candle buying and selling pressure. The system opens a long position when both readings exceed…

FuturesTrend followingTechnical indicatorsRisk management
SuperMind

This document outlines a Chinese equity screening rule combining three conditions: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a prior session that did not close at the daily limit-up threshold. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a trend-following indicator package intended to support swing trading. It claims to provide entry opportunities, warn when a trade following an initial signal carries risk, and help identify when a trend may be nearing its end. A…

Trend followingTechnical indicatorsRisk managementBreakout
Kraken Learn

Band Protocol is described as a blockchain service that brings external data to decentralized applications. Validators collect and verify information requested by applications, then relay it through the protocol’s blockchain so transactions can be publicly…

CryptoDeFiOn-chain dataRisk management
OctoBot

The document explains how to launch a selected strategy or crypto basket with real funds through OctoBot Cloud. The user chooses real trading, connects an exchange account using an API key, and starts the bot. OctoBot may first rebalance USD-linked assets…

CryptoExecutionRisk management
SuperMind

This article describes an A-share stock screen focused on Shenzhen main-board companies in the metaverse sector. It combines price-to-earnings and price-to-book ranges with a volume ratio above 1.5 and below 6, then adds a relative-strength ranking cutoff in…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

This tutorial describes flags and pennants as consolidation patterns that can follow a sharp price move. A flag is a small rectangle and a pennant a small triangle; both are framed by trendlines around the pause, while the preceding impulse forms the…

Technical indicatorsBreakoutMomentumRisk management
MQL5 code base

This document describes an Expert Advisor that combines the Awesome Oscillator (AO) with the Range Action Verification Index (RAVI). It evaluates signals only when a new bar forms and manages a single position, so it is described as compatible with both…

ForexTechnical indicatorsExecutionRisk management
SuperMind

This screen selects Shanghai-listed A-share stocks whose codes begin with 60, whose turnover is between 3% and 12%, and which are described as having reached a three-day consecutive limit-up sequence the prior day. Its stated rationale is short-term…

EquitiesChina marketsMomentumBreakout
BigQuant

This article presents five discretionary rules for interpreting stock turnover, support and resistance, trend direction, and price-volume behavior. It treats unusually high turnover near price lows as possible accumulation and high turnover after a sharp…

EquitiesTrend followingTechnical indicatorsRisk management
SuperMind

This A-share stock screen combines an intraday range filter, an exact closing-price condition, and a 15-minute MACD histogram condition. The post describes the intended screen as selecting stocks with an amplitude above one percent, a price of 18.5 yuan, and…

EquitiesChina marketsTechnical indicatorsMomentum
Jesse

This stock-screening article starts with three filters: RSI below 65, exposure to the beverage and alcohol import-export industry, and a closing price above the previous day’s low. It then proposes a stricter version using a close above the 60-day moving…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document reports a backtest of a long-only strategy labeled TV_RSI on hourly BTC-USDT candles from Binance. It covers 493 days, from January 1, 2020, through May 8, 2021. The report lists 94 closed trades, a 179.25% total net profit, a 27.04% maximum…

CryptoSpot marketsTechnical indicatorsBacktesting
BigQuant

This forum post responds to a question about selling after a 10% gain or cutting a position after a 10% loss. The included example checks open equity positions against current prices, retrieves the highest price since purchase, and exits when price falls 7%…

EquitiesRisk managementExecution
SuperMind

This article translates Steve Leuthold’s value-investing approach into a monthly stock-selection method for Chinese equities. It ranks candidates using low price-to-book, price-to-earnings, and price-to-cash-flow ratios relative to market averages, alongside…

EquitiesFactor investingBacktestingRisk management
MQL5 code base

This trading expert advisor opens and closes positions at user-specified times, with the time inputs interpreted to the minute. Before opening a position, it applies a directional moving-average condition: a buy requires the fast average on the first bar to…

Technical indicatorsExecutionRisk management
MQL5 code base

This document describes a historical analysis script intended to help day traders identify the times and days when a strategy performs best. It focuses on win-loss ratio and reward-risk ratio as measures for comparing strategy outcomes across trading…

StatisticsBacktestingRisk management
Kraken Learn

The document defines a stablecoin depeg as a departure from the value the token is intended to track. It uses a dollar-pegged token falling below its target as an illustration. It notes that small deviations can occur when liquidity is insufficient, while…

CryptoRisk managementSpot markets
SuperMind

This Chinese-language post describes a stock screen combining daily price range, positive institutional net flow, and a relative-volume band. The stated rules select stocks with an amplitude above one, institutional flow above zero, and volume ratio between…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

This description outlines a currency trading adviser built around pullback entries after price moves a specified percentage away from the day’s low or high. It aims to enter after a strong move, then hold the initial trade toward a planned profit target. If…

ForexMean reversionGrid tradingPosition sizing
Lumibot strategies

This strategy maintains a portfolio split between a broad US stock ETF and a long-term Treasury ETF. It targets a 60% stock allocation and 40% bond allocation, checks prices daily, and submits trades to move holdings toward those weights. The code schedules…

Multi-assetPortfolio constructionRisk managementBacktesting
SuperMind

The document describes a Chinese stock screen combining a daily price-range condition, prior-day turnover within a specified band, and return on equity above 15% for five consecutive years. It presents the screen as a way to pair recent trading activity and…

EquitiesFactor investingVolatilityRisk management