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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
Quantopian lectures
45 documents
Binance API docs
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

9,660 documents

SuperMind

This short community post asks whether Supermind supports installing Python libraries. A commenter suggests trying a notebook command that installs several packages into the current directory, using a package mirror and skipping dependencies. The approach…

Execution
FMZ forum

This trading essay argues that traders should respond to observed price changes and predefined system signals instead of becoming attached to a directional forecast. It highlights how an open position can bias judgment toward evidence that supports the…

FuturesTrend followingRisk managementExecution
MQL5 code base

This document describes updates to an Expert Advisor that uses custom indicators to open and close trades. Version 5 changes several level inputs to decimal-capable values. Later additions allow closing rules to check minimum order profit and whether a stop…

Technical indicatorsExecutionRisk management
FMZ forum

The article explains how limit order books work and why large visible orders can expose traders to front running and adverse selection. Iceberg orders reduce that exposure by displaying only part of a larger order, though hiding demand can also make…

High-frequency tradingMarket microstructureExecutionStatistics
vn.py community

A VeighNa community discussion examines why a simulated strategy recorded fills during non-trading hours. A respondent explains that fake data may be pushed during those periods, which can cause simulated executions; the thread does not detail the mechanism…

ExecutionMarket microstructure
Lumibot

The document explains Lumibot’s WEEX connection through its shared CCXT broker. The path is described as spot-oriented and auto-detected, with authentication requiring an API key, secret, and passphrase. It also states that WEEX does not offer a conventional…

CryptoSpot marketsPerpetual futuresExecution
MQL5 code base

The document describes a MetaTrader 5 technique for changing the chart objects drawn by an indicator when its source code is unavailable and it does not expose indicator buffers. The method first logs chart object names to identify a naming prefix associated…

Technical indicatorsTrend followingExecution
SuperMind

The proposed screen selects stocks whose codes begin with 60, whose daily amplitude exceeds 1, and whose opening auction amount ranks among the top five. The article frames the range condition as a way to focus on volatile stocks and the auction ranking as a…

EquitiesChina marketsVolatilityExecution
MQL5 code base

This indicator description focuses on displaying clearly labeled bid and ask price lines on a trading chart. The visual aid is intended to reduce confusion between the two quotes when considering order placement. It explains that a buy order reaching the…

ExecutionMarket microstructure
MQL5 code base

This MetaTrader indicator tracks the time remaining in a candle on a second-by-second basis without relying on incoming market ticks. It can count down to the expected candle close, alert when a new candle opens, and count up elapsed time if a candle opens…

Technical indicatorsExecutionHigh-frequency trading
TqSdk

This terminal guide explains how to launch, stop, review, and rerun a strategy backtest. It describes the evolving strategy report, logs, and trade chart, including how fills, positions, working orders, and log timestamps are displayed. Saved runs can be…

BacktestingExecutionMarket microstructureFutures
MQL5 code base

This document describes a simple countertrend Expert Advisor. When price moves by at least a configured number of points within a single tick, the system opens a position in the opposite direction. It closes the position once it has any positive profit,…

Mean reversionExecutionPosition sizingRisk management
BigQuant

This intraday system trades the CAC 40 on a 15-minute chart, taking both long and short positions during a defined daytime session. Long entries require the MACD line to cross above its signal line, RSI to remain below an upper threshold, and price to be…

EquitiesTechnical indicatorsBacktestingExecution
Hyperliquid docs

This documentation overview explains the trading architecture of Hyperliquid. It describes HyperBFT, a HotStuff variant, as the consensus mechanism, with validators producing blocks in proportion to native tokens staked to them. The state is divided between…

CryptoMarket microstructureExecutionHigh-frequency trading
vn.py community

This brief forum thread describes a connection problem when using SimNow’s CTP test environment with VeighNa Trader. The poster reports entering a six-digit SimNow account, password, and the listed trading and market data server addresses, but seeing no…

FuturesExecution
Hummingbot docs

In this interview, a crypto trader describes using Hummingbot for liquidity mining, primarily through pure market making. She reports narrowing activity to a small number of markets, reviewing pair performance periodically, and adjusting settings in response…

CryptoMarket makingExecutionRisk management
NautilusTrader

This document explains how a trading adapter connects to dYdX v4, a Cosmos-based exchange where order matching occurs on-chain. It describes the separate read paths through the Indexer’s HTTP and WebSocket APIs and the write path through validator gRPC,…

CryptoPerpetual futuresExecutionMarket microstructure
BigQuant

The document compares two ways to build multifactor equity portfolios. Integration ranks securities using a combined score for all target factors and selects a subset. Mixing first builds separate single-factor portfolios, then allocates among them. The…

EquitiesFactor investingPortfolio constructionBacktesting
MQL5 code base

This article describes a MQL5 library that caches a symbol’s rate data so repeated time-series queries can reuse an initialized array. Its examples focus on bar shifts and related series operations, such as retrieving open, high, low, close, volume, and time…

ExecutionHigh-frequency tradingMarket microstructure
ProRealCode

This document explains an order block indicator that marks potential support and resistance zones using volume pivots alongside price direction. It distinguishes bullish zones after downward movement from bearish zones after upward movement. The described…

Technical indicatorsMarket microstructureExecution
Cryptohopper blog

The guide explains that a quote currency is the asset used to buy another asset and received when selling it. It compares Bitcoin with USDT as quote currencies for cryptocurrency trading. BTC may suit traders who want their holdings to remain exposed to…

CryptoSpot marketsExecutionMarket microstructure
Stratmill research code

This utility reconstructs an order book from a supplied sequence of market-data files and returns the market-depth state at the end of that data. It configures a backtest asset with the relevant tick size and lot size, and can optionally seed reconstruction…

Market microstructureHigh-frequency tradingExecutionBacktesting
BigQuant

This example describes a short-horizon stock rotation strategy. It selects shares whose prior-day return was between 2% and 8% and whose turnover was between 3% and 8%, then removes special-treatment shares, halted stocks, and listings younger than the…

EquitiesMomentumChina marketsExecution
MQL5 code base

This document explains an example workflow for recording order information from a MetaTrader expert advisor in a CSV file for later analysis. The example opens trades in a selected direction and treats take-profit and stop-loss closures virtually through…

ExecutionBacktesting