Skip to content

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

Strategy library

This strategy measures the percentage distance between price and a configurable moving average, usually an EMA. It seeks entries when price has moved sufficiently far from the average and closes positions as the gap narrows toward a chosen threshold. The…

Mean reversionTechnical indicatorsRisk managementPosition sizing
Strategy library

This short-term strategy uses a fast and slow exponential moving average to form a MACD line, then compares it with a smoothed signal line. A bullish crossover opens a long position; a bearish crossover closes it. An optional rule also closes the long when…

Technical indicatorsMomentumRisk managementPosition sizing
Strategy library

This long-short strategy combines moving-average signals, Bollinger Band breakouts, and a momentum measure to identify trades. The description presents fast and slow moving averages as trend indicators, with a move above the upper band supporting a long…

Trend followingMomentumBreakoutTechnical indicators
Strategy library

This long-only strategy uses Heikin-Ashi candles to identify a possible shift from a bearish move to bullish momentum. It requires three consecutive green Heikin-Ashi candles and a red candle immediately before them, using the configured validation period to…

Technical indicatorsTrend followingRisk managementPosition sizing
Strategy library

This intraday strategy uses a volume-weighted moving average that resets at the start of each trading day. It generates a bullish signal when a candle’s low moves above the VWMA and a bearish signal when its high moves below it; signals occur on the first…

Technical indicatorsBreakoutEquitiesPosition sizing
Strategy library

This document shows a Pine strategy organized around fast, intermediate, and long-term exponential moving averages, RSI, ATR, and several configurable trade filters. The visible settings include momentum thresholds, a Heikin Ashi wick check, compression and…

Technical indicatorsMomentumVolatilityRisk management
Strategy library

This is a short-only averaging strategy for ARB perpetual futures. A downward cross of an overbought RSI threshold on a four-hour timeframe starts a short. If price rises against the position, up to two averaging orders are placed at fixed percentage…

CryptoPerpetual futuresMean reversionPosition sizing
Strategy library

This strategy description combines moving-average signals, VWMA, SuperTrend, RSI, MACD, trend strength, and volume conditions. Its stated approach is to require multiple indicators to align before generating a trade, with stop and profit exits and an…

CryptoFuturesTechnical indicatorsRisk management
Strategy library

This long-only accumulation strategy uses a 14-period Relative Strength Index (RSI) to identify oversold conditions. It buys when RSI is below a threshold and enough time has passed since the prior purchase; the described defaults are a threshold of 30 and a…

FuturesMean reversionTechnical indicatorsPosition sizing
Strategy library

This strategy uses the VIX as a market stress gauge to time purchases of SPXL, a leveraged equity ETF. It distinguishes panic and extreme VIX levels, tracks whether volatility has fallen from a recent peak, and includes a rule to wait for several consecutive…

EquitiesVolatilityTechnical indicatorsRisk management
Strategy library

This trend-following system enters when a fast Hull moving average crosses a slower one and a second-change measure of the fast average confirms acceleration in the same direction. It uses ATR to set stop distances and calculate position size from a chosen…

FuturesTrend followingMomentumTechnical indicators
Strategy library

This trend-following design confirms direction on a one-hour chart and seeks entries on a 15-minute chart. On each timeframe, a 9-period simple moving average is compared with a 21-period average, while RSI filters signals near overbought or oversold…

Trend followingTechnical indicatorsRisk managementPosition sizing
Strategy library

This document outlines an automated system that uses a large language model to produce entry, hold, or close decisions for multiple cryptocurrency perpetual futures. Its pipeline collects market and account data, calculates indicators across short and long…

CryptoPerpetual futuresMachine learningExecution
Strategy library

This Pine strategy builds a long position after a bullish reversal bar: the close must be above the bar midpoint, and the low must match the lowest low over a configurable lookback. It can add up to four position layers as price falls through percentage…

Technical indicatorsPosition sizingRisk managementBacktesting
Strategy library

This algorithm trains a separate feedforward neural network for each of three exchange-traded funds using recent daily opening prices. The model uses one input layer with a hidden ReLU layer and a single output, and is trained to predict the next opening…

EquitiesMachine learningTechnical indicatorsPosition sizing
FMZ digest

This simple trend strategy uses price movement from a stored reference level instead of technical indicators. When price moves beyond a configurable percentage threshold, it places a buy or sell order in the direction of that move, then resets the reference…

Trend followingMomentumPosition sizingBacktesting
FMZ digest

The article describes using a grid strategy to trade crypto products linked to private companies ahead of public listings. It distinguishes perpetual contracts, tokenized claims, and synthetic subscription tokens, and emphasizes that these products do not…

CryptoGrid tradingPerpetual futuresRisk management
FMZ digest

This annotated strategy explanation describes a crypto futures system that opens an initial position, places a take-profit order, and monitors for either a profitable exit or a stop-loss trigger. When the stop is reached, it cancels outstanding orders,…

CryptoFuturesPerpetual futuresPosition sizing
FMZ digest

This article discusses how to structure instructions for AI-assisted crypto trading. It argues that prompts should provide current market inputs, account constraints, trading history, and a required output format, then describes a two-layer setup separating…

CryptoMachine learningRisk managementPosition sizing
FMZ digest

The article reviews a 2021 basket of Binance perpetual-contract cryptocurrencies and compares holding an equally weighted index with rebalancing strategies. It constructs normalized price series, fills missing prices, and compares average and median…

CryptoPortfolio constructionBacktestingPosition sizing
FMZ digest

This research prototype separates a long-only grid’s entry and exit rules from its total capital budget. A trend filter permits new buys only in a bullish regime; ATR and transaction-cost estimates set grid spacing, and each filled batch keeps a target based…

CryptoPerpetual futuresGrid tradingPosition sizing
FMZ digest

This beginner guide surveys six crypto approaches: long-term holding, intraday trading, scalping, swing trading, RSI-based trading, and avoiding pump-and-dump groups. It presents dollar-cost averaging as a way to spread purchases over time, and describes…

CryptoTechnical indicatorsRisk managementPosition sizing
FMZ digest

This installment analyzes the structure and selected mechanics of the LeeksReaper cryptocurrency trading strategy. It describes a polling loop that repeatedly updates recent trades, order-book data, account balances, and a short series of prices. The…

CryptoMarket makingMarket microstructureExecution
FMZ digest

This introductory course explains quantitative trading as the use of rules, data, and computation to research and execute investment decisions. It contrasts systematic execution with discretionary judgment, while emphasizing that automation is a tool and…

StatisticsBacktestingRisk managementPosition sizing