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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

79,386 documents

MQL5 code base

This document outlines an Expert Advisor that uses the Blau Ergodic oscillator to generate trade entries. It lists three possible signal events: a change in histogram direction, a move through the zero line, or a change in the signal-line cloud's color. An…

ForexTechnical indicatorsBacktestingExecution
SuperMind

This Chinese stock-screening article proposes selecting shares with a daily range above a threshold, rising lows, positive institutional buying, and a 20-day moving average above the 250-day average. It also excludes special-treatment stocks and describes…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This Chinese stock-screening note describes a technical filter combining daily price range, Bollinger Bands, and recent returns. It seeks stocks with a price range above a 20-day average, a close between the Bollinger middle and upper bands, and a positive…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock screening idea selects companies in the metaverse sector with a volume ratio between 1.5 and 6 and a prior-day appearance on the Dragon and Tiger List. The article frames these filters as a way to find active stocks attracting attention.…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This page describes a higher-timeframe variant of the TriXCloud indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default. The page also states that the base TriXCloud…

Technical indicatorsForex
vn.py community

This brief forum exchange asks whether VeighNa's main engine position converter loads positions that are already held when it initializes. The question gives a concrete example: whether a long position carried from the previous day will be reflected in the…

FuturesExecution
Binance API docs

This stock-selection note combines a reported increase in holdings above 5% with parent-company net profit growth greater than 20% and no more than 100%, using 2021 data. The stated rationale is to find companies with signs of buying interest and growing…

EquitiesFactor investingStatisticsChina markets
SuperMind

This FAQ explains how an exchange prevents a user’s orders, or orders from accounts sharing a trade group, from matching against each other. It describes the available outcomes: allow the match, expire the taker or maker order, expire both, decrement both…

ExecutionMarket microstructureRisk management
SuperMind

This Chinese stock selection note proposes combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (a list of stocks with notable trading activity), and a newly formed bullish KDJ crossover. The rationale is that…

EquitiesTechnical indicatorsMomentumChina markets
Hummingbot docs

This document explains a Time-Weighted Average Price executor in the Hummingbot framework. The executor divides a larger trade into smaller orders scheduled at regular intervals over a defined duration, with the aim of limiting market impact. Configuration…

ExecutionMarket microstructureRisk management
SuperMind

This post outlines a Chinese equity screen for stocks classified in the metaverse sector. It requires a positive recent return and a MACD histogram value below zero two sessions earlier. The stated rationale is to combine sector membership and a positive…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

This research summary reviews trend-following indicators and how to build strategies for broad asset allocation and industry allocation. It groups 41 indicators by their input data, filtering, moving-average construction, and signal generation, arguing that…

Multi-assetTrend followingMomentumStatistics
SuperMind

This Chinese-language post describes an equity screen combining a relative strength index below 65, seven consecutive down sessions, and return on equity above 15% for each of five consecutive years. It presents the RSI and price streak as technical filters…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This stock-selection rule looks for shares with daily amplitude above 1%, an opening price within 2% of the 10-day moving average, and no prior-day limit-up. The article frames volatility as a source of potential short-term opportunity, the opening-price…

EquitiesVolatilityTechnical indicatorsRisk management
MQL5 code base

This brief describes a trading utility that changes the take-profit and stop-loss settings on all open orders using an input percentage. It is an order-management procedure rather than an entry or exit strategy: the user supplies the percentage and the…

Risk managementExecutionPosition sizing
SuperMind

This note describes an equity selection rule using three conditions: a 14-period RSI below 65, bid-side volume greater than ask-side volume, and the 20-day moving average above the 120-day moving average. The RSI threshold is presented as a way to avoid an…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note outlines an equity screen for metaverse-related stocks. It combines daily price amplitude above 1 with a condition that at least one trading day in the prior 25 sessions had a gain of 10% or more. The stated rationale is to find volatile shares…

EquitiesVolatilityMomentumTechnical indicators
Kraken Learn

The article explains BitVM as a proposal for verifying complex computations on Bitcoin without changing the network’s consensus rules. It describes representing universal NAND logic using existing Bitcoin Script components, with most computation performed…

CryptoExecutionMarket microstructure
quant-trading

This README introduces a planned quantitative research project connecting iron ore spot prices with the currencies of countries that export iron ore. It presents the project as an extension of an earlier commodity-focused trading strategy, with an intended…

CommoditiesForexStatisticsArbitrage
Amberdata research

This excerpt organizes the 2025 crypto market into six regimes, grouped into early-year optimism, a mid-year build, and a late-year crisis and aftermath. It proposes identifying regimes through their triggers and through changes in flows, open interest,…

CryptoPerpetual futuresVolatilityRisk management
SuperMind

This document describes a Chinese equities screen combining a 3%–12% turnover rate, a “reversal wrap” pattern, and positive MACD lines. Its indicator example also requires the close to exceed a moving average and ranks candidates by the MACD difference. The…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a chart indicator that plots Fibonacci levels, presented as pivot points, on daily candlesticks. Its stated purpose is visual: it adds reference levels to a daily price chart. No calculation rules, trading entry or exit method, or…

Technical indicatorsStatistics
SuperMind

This Chinese equity screening proposal combines a daily price range threshold, a morning star pattern, and an ownership concentration filter. It presents the setup as a short-term technical screen intended to find stocks with potential entry opportunities…

China marketsEquitiesTechnical indicatorsRisk management