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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

4,613 documents

OKX Learn

The document explains Solana validators’ role in processing transactions and maintaining consensus, then outlines how SOL holders can compare validators using commission, estimated yield, active stake, uptime, software version, and operator identity. It…

CryptoOn-chain dataRisk managementPosition sizing
OKX Learn

The article explains how leveraged crypto positions can be forcibly closed when margin requirements are no longer met. It describes how leverage magnifies both gains and losses, and how sharp price moves, large trades, macroeconomic news, or thin weekend…

CryptoPerpetual futuresRisk managementPosition sizing
OKX Learn

The document explains margin trading as borrowing assets against collateral to increase a position’s size, which magnifies both gains and losses. Its hypothetical Bitcoin example uses 10,000 USDT of collateral and an equal amount borrowed to illustrate 2x…

CryptoRisk managementPosition sizingExecution
OKX Learn

The guide introduces proof-of-work mining as transaction validation through competitive computation, with rewards from newly issued coins and transaction fees. It outlines a beginner workflow: select a coin, match hardware and software to its mining…

CryptoRisk managementPosition sizingBacktesting
OKX Learn

The guide distinguishes day trading as a holding-period rule rather than a standalone trading strategy: positions are closed by the end of a trader’s day, even though crypto markets operate continuously. It contrasts this approach with swing trading, using a…

CryptoSpot marketsRisk managementPosition sizing
OKX Learn

The article presents altseason as a period when altcoins outperform Bitcoin and identifies falling Bitcoin dominance as a signal to monitor. It cites a historical range below 40–50% as a possible indication of capital shifting toward altcoins, alongside…

CryptoMomentumTechnical indicatorsRisk management
OKX Learn

This overview introduces cryptocurrency options as contracts that give the holder the right, but not the obligation, to buy or sell at a set price within a defined period. It sketches several strategies: long calls and puts for directional exposure, covered…

CryptoOptionsRisk managementPosition sizing
OKX Learn

The document explains AAVE staking through the protocol’s Safety Module, where users lock AAVE and receive rewards while helping cover potential shortfalls. It also notes governance participation and describes Aave V3 features, including cross-chain…

CryptoDeFiRisk managementPosition sizing
OKX Learn

The document explains how leverage expands both gains and losses, with particular danger in volatile Bitcoin markets. It describes how borrowed exposure lets a trader control a larger position with less capital, so modest price moves can cause outsized…

CryptoRisk managementPosition sizingPerpetual futures
OKX Learn

The document outlines a qualitative framework for assessing early-stage crypto projects. It highlights technology addressing a clear problem, community engagement, alignment with market narratives, and token economics such as utility, staking, and supply…

CryptoMachine learningRisk managementPosition sizing
OKX Learn

The guide explains that SOL futures provide price exposure through contracts rather than direct ownership of SOL. It distinguishes spot trading from futures, describes perpetual and dated contracts, and introduces margin, leverage, open interest, volume, and…

CryptoFuturesPerpetual futuresRisk management
OKX Learn

The guide introduces crypto derivatives as contracts that provide exposure to an asset’s price without requiring ownership of the underlying coin. It explains long positions, which gain when prices rise, and short positions, which gain when prices fall. It…

CryptoFuturesPerpetual futuresRisk management
Strategy library

This trend-following method assigns separate long and short scores using five components: trend direction, RSI momentum, directional efficiency, the ATR volatility regime, and volume participation. Each contributes up to 20 points. Trades open only when a…

Trend followingMomentumVolatilityPosition sizing
Strategy library

This intraday Nifty futures strategy builds an opening range from the 09:15–09:30 IST session window and considers entries after that range is locked. It allows a long when the close is above the range high or a short when it is below the range low, subject…

FuturesBreakoutVolatilityRisk management
Strategy library

This script describes an intraday options approach that opens short call and put positions around the current underlying price, using a configurable strike offset and simulated base premium. Its state-machine setup tracks the selected strikes, position…

OptionsRisk managementPosition sizingExecution
Strategy library

This strategy seeks to re-enter an established trend after a countertrend pullback. It defines the trend using the relationship between fast and slow EMAs and the slow EMA’s slope. A short-period RSI detects a pullback, and a price close beyond the previous…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This strategy limits activity to the final 500 chart bars and uses internal position-state variables to alternate trade direction. With swing mode enabled, it opens a long or short position when flat, then switches to the opposite side after two bars in the…

FuturesPosition sizingRisk managementBacktesting
Strategy library

The document presents a strategy that places a ladder of limit orders above and below a calculated baseline, with spacing determined by the average true range and a user multiplier. The source derives the baseline from recent price movement extremes, with a…

FuturesVolatilityMean reversionPosition sizing
Strategy library

This long-only daily stock strategy looks for pullbacks within an established uptrend. It defines the bullish regime as the 50-period EMA above the 200-period EMA, with price above the faster average. After RSI has recently entered a pullback zone, it waits…

EquitiesUS marketsTrend followingTechnical indicators
Strategy library

This strategy seeks potential turning points by counting sustained price moves relative to closes several bars earlier. It uses separate bullish and bearish counts and displays signals at three thresholds: 9, 12, and 14. The strategy enters in the direction…

FuturesCryptoTechnical indicatorsRisk management
Strategy library

This strategy identifies short-term price moves that exceed a configurable percentage threshold over a lookback interval, then trades against the move: an unusually large rise triggers a short, while an unusually large fall triggers a long. The description…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

This script outlines a strategy built around bullish and bearish fair value gaps. It detects a gap when the current candle’s low is above the high from two candles earlier, or when its high is below the low from two candles earlier. A same-direction candle…

Technical indicatorsBreakoutRisk managementPosition sizing
Strategy library

This strategy uses 9-period and 21-period exponential moving average crossovers to enter long and short trades, closing on an opposite crossover. It calculates stop and target prices from the entry price, with a stated default stop distance of 0.5% and a…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This strategy combines two MACD histograms to align shorter-term entries with a longer-term trend. It describes long entries when the short-term histogram is positive and the longer-term histogram turns positive, with the inverse conditions for short…

Trend followingMomentumTechnical indicatorsRisk management