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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
WonderTrader
14 documents
Alphalens
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 document describes a utility script for viewing open forex positions’ profit or loss in pips. It says the tool does not place or close trades, and reports four outputs: aggregate pip P&L across positions, the pip result for each position, the sum of…

ForexRisk management
BigQuant

The research summary argues that conventional earnings multiples may be weak valuation tools for property developers because project-based results can be uneven and past earnings may not predict future performance well. It proposes using inventory as a…

EquitiesChina marketsFactor investingBacktesting
ProRealCode

This indicator concept looks for a liquidity sweep around the latest confirmed swing high or low. It identifies pivots using a lookback period, then flags a bullish setup when price trades below a pivot low but closes and opens back above it; the bearish…

Technical indicatorsBreakoutRisk management
BigQuant

This research summary examines China’s medical imaging equipment market and United Imaging’s position as a domestic supplier. It presents demand growth as supported by low equipment availability relative to developed markets and policy efforts to expand…

EquitiesChina marketsFactor investingRisk management
SuperMind

The post describes a Chinese equity screen for stocks in the metaverse theme, combining a short-term price condition with a longer moving-average trend filter. Its stated rationale is that prices above a five-day average may reflect near-term strength, while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes a Chinese stock screen focused on companies classified in the metaverse sector. It combines a rounded-bottom, or arc-shaped, price pattern with exclusion of special-treatment stocks and an early-morning selection of five candidates…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document outlines a technical screen for Chinese stocks using three conditions: at least five moving averages converge, the stock did not close at its daily price limit on the previous day, and its 30-day average is rising. The intended interpretation…

EquitiesChina marketsTechnical indicatorsRisk management
FMZ forum

This essay argues that systematic, rule-based investing may be especially useful in China’s equity market, which the author characterizes as unusually speculative and shaped by short-term trading, policy shifts, and weak alignment between some controlling…

EquitiesChina marketsBacktestingRisk management
MQL5 code base

This XAUUSD indicator description outlines a multi-timeframe method for locating liquidity and order blocks across daily, H4, M30, M15, and M5 charts. It marks areas where higher-timeframe liquidity aligns with M5 levels, then looks for a sweep followed by…

CommoditiesBreakoutTechnical indicatorsRisk management
SuperMind

The document describes a short-term forex approach that opens a position around the transition between trading days, following the direction indicated by the previous day’s candle. It also discusses a script designed to collect statistics on whether a price…

ForexTechnical indicatorsStatisticsRisk management
SuperMind

The document describes an equity screen centered on turnover between 3% and 12%, a 2021 listing year, and a volume ratio condition. Its stated final rule accepts stocks when the ratio is above 1.5 or below 6; because those conditions overlap broadly, the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock selection method combines three filters: daily amplitude above 1, prior-day actual turnover between 3% and 28%, and at least two limit-up days within the past 500 days. The document gives example formulas and Python-style code for applying these…

EquitiesVolatilityTechnical indicatorsRisk management
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Technical indicatorsTrend followingMomentumRisk management
BigQuant

This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…

EquitiesEvent-drivenSentimentStatistics
ProRealCode

This five-minute DAX strategy defines an opening range from the high and low recorded during the first trading hour. It sets long and short breakout levels one opening-range width beyond the corresponding extreme, using a configurable multiplier. During the…

FuturesBreakoutTechnical indicatorsRisk management
MQL5 code base

This trading utility estimates the deposit-currency profit or loss of open market orders on the current chart symbol at a hypothetical price. The trader places a horizontal line named LP, and the calculation updates as the line moves, showing the projected…

Risk managementPosition sizing
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and three consecutive limit-up sessions as of the previous day. The stated rationale is to find actively traded stocks with recent…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese stock selection rule combines three conditions: daily high-to-low amplitude above 1%, a newly formed KDJ golden cross, and a 14-period RSI below 65. The accompanying examples describe calculating the range as the high-low difference relative to…

EquitiesTechnical indicatorsMomentumRisk management
Lumibot

The document contrasts an educational AI investing project, which organizes investor-style agents to debate ideas, with a framework centered on the trading strategy lifecycle. It describes a workflow in which agent decisions are tested on historical data,…

Machine learningBacktestingRisk managementExecution
SuperMind

The post describes a multi-factor stock-selection strategy and compares its performance with and without a hedge during a period of severe market weakness. The author says the unhedged strategy still showed excess returns, while adding a hedge visibly…

EquitiesFactor investingBacktestingRisk management
MQL5 code base

The indicator records the highest and lowest prices during a chosen opening window, then extends those levels across the session. It derives profit targets as multiples of the opening range and can mark breakouts, retests, and failed retests. Its…

BreakoutMean reversionTechnical indicatorsRisk management