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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 document describes a stock screen requiring turnover between 3% and 12%, a stock code beginning with 60, and a circulating share count no greater than 5.5 billion shares. It presents the turnover band as a liquidity filter and the float limit as a way…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

This document outlines an A-share selection rule combining RSI below 65, an external-to-internal trading volume ratio above 1.3, and association with the metaverse theme. The intended logic is to use RSI as a technical condition, the volume ratio as a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a short-term A-share screen using three conditions: daily amplitude above 1, the 9:25 gain below 6%, and today’s position increase ratio above 5%. It frames amplitude as a measure of volatility, the early price change as a short-term…

EquitiesChina marketsVolatilityTechnical indicators
vn.py

This operational guide explains how to route selected VeighNa Elite Trader logs to a DingTalk group through a custom chat robot. The setup requires creating the robot, enabling signed requests, and entering its token and signing secret in the platform’s…

ExecutionRisk management
BigQuant

The article presents four warning signs that a rising equity market may be approaching a peak: an index making new highs while volume contracts, momentum indicators failing to confirm price highs, heavy volume accompanying a falling or sharply rejected…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document explains grid trading as a contrarian approach for markets that fluctuate around a reference price. An investor divides capital into units, buys as price falls through grid levels, and sells as it rises, seeking to realize gains from repeated…

Grid tradingMean reversionRisk managementExecution
SuperMind

The document presents a Chinese stock screening rule using price amplitude above 1, a three-consecutive-limit-up condition on the prior day, and MACD above its zero line. It frames amplitude and the recent limit-up streak as signs of active market interest,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a Chinese stock screening rule combining three conditions: prior-day price amplitude above 1, appearance on the previous day’s 龙虎榜 (a public list of notable trading activity), and a circulating share count no greater than 5.5 billion…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

The document proposes a technical stock screen requiring a price range measure above a threshold, turnover between two bounds, and MACD above zero. It presents these conditions as a way to find active stocks with short-term trend or momentum, and includes…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes screening Chinese equities for companies in the metaverse sector, positive institutional activity, and a circular arc chart pattern. It argues that sector growth, institutional buying, and a possible price reversal could make these…

China marketsEquitiesTechnical indicatorsRisk management
BigQuant

The document outlines six assumptions used to simplify asset pricing theory, especially the Capital Asset Pricing Model: competitive and efficient markets, no taxes or transaction costs, risk-averse investors, shared expectations, normally distributed…

StatisticsRisk managementPortfolio constructionFactor investing
ProRealCode

This document describes a chart indicator for visualizing a planned trade’s entry, stop, and reward targets at one, two, and three times the distance between entry and stop. Users supply entry and stop prices along with the number of bars over which to draw…

Risk managementPosition sizingExecution
Stratmill research code

This document explains a method for selecting profit-taking and stop-loss boundaries for a mean-reversion strategy modeled with an Ornstein–Uhlenbeck process. A position is closed when it reaches either boundary or when its maximum holding horizon expires.…

Mean reversionStatisticsRisk management
MQL5 code base

This expert advisor trades EURUSD on four-hour bars using a 14-period RSI threshold of 50. When RSI is below 50, it opens a short position and closes a long; when RSI rises above 50, it opens a long and closes a short. The listed parameters include a stop…

ForexMean reversionTechnical indicatorsBacktesting
Cryptohopper blog

The article introduces support as a price area where buying may absorb selling and resistance as an area where selling may outweigh buying. It presents both as reference points for deciding when to enter or exit cryptocurrency trades. To locate these areas,…

CryptoTechnical indicatorsBreakoutRisk management
SuperMind

The document describes a stock grid approach built around a reference price. It places an initial position at the current price, then schedules additional purchases at fixed percentage declines, dividing capital across up to six levels with larger…

EquitiesGrid tradingPosition sizingVolatility
SuperMind

This note presents a Chinese equity selection rule based on four conditions: daily amplitude above 1%, a closing price of 18.5 yuan, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. The accompanying…

China marketsEquitiesTechnical indicatorsRisk management
MQL5 code base

This Expert Advisor uses the FlatTrend indicator to classify market conditions as flat or trending. With the signal timeframe set to the current chart period, the EA checks the indicator's histogram buffers on the current bar and opens a buy or sell position…

ForexTrend followingTechnical indicatorsRisk management
ProRealCode

This long-only Dow Jones strategy on an hourly timeframe combines a close crossing above a 600-period moving average with a close above the Ichimoku cloud. It opens a two-contract position only when both entry conditions hold and no position is already open.…

FuturesBreakoutTrend followingTechnical indicators
ProRealCode

This indicator framework combines a zero-lag moving average with a conventional EMA of the same period. The zero-lag line is formed by reflecting price across its EMA and smoothing that adjusted series; its crosses of the EMA mark changes in regime. At each…

Technical indicatorsTrend followingMomentumVolatility
SuperMind

The document describes a technical stock screen that combines daily price range, large-order net volume ranking, and a rising-bottom or low-price condition. It frames range and order-flow measures as ways to find active shares, while a sequence of higher…

EquitiesTechnical indicatorsChina marketsRisk management
BigQuant

This assignment asks learners to build a trading strategy using the standard deviation of turnover rate as a stock selection factor. It also specifies two exit rules: liquidate positions when the broad market falls by 4% consecutively, and close an…

China marketsEquitiesFactor investingRisk management
MQL5 code base

The E-Friday expert advisor uses the prior daily candle’s direction to choose a trade: it buys when that candle closed above its open and sells when it closed below its open. It permits only one open position at a time, making the stated approach compatible…

ForexTechnical indicatorsExecutionRisk management
SuperMind

This document describes a Chinese-equity screen combining three conditions: membership in the metaverse theme, circulating market capitalization above 10 billion yuan, and a prior session that did not close at the daily limit. It also provides example…

EquitiesChina marketsTechnical indicatorsRisk management