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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

29,558 documents

BigQuant

This research report explains reinforcement learning concepts, including Markov decision processes, state and action values, reward design, and value-based and policy-based algorithms. Its applied example uses a deep Q-network to time long positions in the…

Machine learningEquitiesTechnical indicatorsBacktesting
SuperMind

This stock-selection proposal combines three filters: daily amplitude above a threshold, a price and short moving-average condition intended to capture upward dispersion, and a minimum listing age. The document provides a formula-style expression and a…

EquitiesTechnical indicatorsBacktestingRisk management
SuperMind

This document proposes a Chinese stock screen based on daily price range, a record of strong return on equity, and a prior-session opening auction price at the lower price limit. The initial conditions specify a range greater than one, ROE above 15% for five…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a MetaTrader 4 Expert Advisor that closes open market positions, removes pending orders, or does both at a specified local computer time. Users can target all eligible orders or narrow the action by symbol, magic number, or ticket…

ExecutionRisk managementForex
NautilusTrader

This documentation explains three trading-specific numeric types: Price for market levels, Quantity for non-negative sizes, and Money for signed amounts associated with a currency. The types are immutable and use fixed-point representation to support…

ExecutionRisk managementStatistics
SuperMind

This document describes a Chinese stock selection screen combining buying-flow measures with a moving-average trend filter. Its stated conditions include today’s position-increase ratio above 5%, large-order net volume above 0.05 for at least three…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This document describes a position-sizing calculator that converts a cash risk budget, entry price, and stop price into a trade volume using the broker's symbol specifications. It uses tick size and tick value to estimate the loss per lot, then rounds the…

Position sizingRisk managementExecutionBacktesting
MQL5 code base

The document explains a swing-chart method associated with W. D. Gann. It classifies each price bar by comparing its high and low with the preceding bar, then marks swing peaks and troughs when the bar direction changes. The proposed trading rules use higher…

Technical indicatorsTrend followingBreakoutRisk management
MQL5 code base

This expert advisor runs separate long and short systems using signals from the ColorMaRsi-Trigger indicator. The two directions can be configured independently, including how trade volume is set and how recent trade outcomes affect the next position. When a…

ForexTechnical indicatorsPosition sizingBacktesting
Hummingbot docs

These release notes describe Hummingbot version 1.12.0, including the first phase of a module for controlling multiple bot instances remotely. The design uses MQTT messaging between bots and a broker, enabling remote commands such as starting or stopping…

CryptoExecutionRisk managementPerpetual futures
SuperMind

This short-term stock screen selects shares with amplitude above one, current volume above 10,000 lots, a higher open, and a reversal pattern described as an engulfing move. The post treats amplitude and volume as signs of active trading, the higher open as…

EquitiesChina marketsVolatilityTechnical indicators
ProRealCode

This indicator method combines two Parabolic SAR settings to identify directional breaks and uses a Fibonacci range to set a proposed entry, stop, and target. For a long signal, it measures from a recent low to the breakout bar’s high; for a short signal, it…

Technical indicatorsBreakoutRisk management
SuperMind

This stock-selection note proposes screening for shares with a daily high-low range above 1% of the prior close, a weekly MACD above its zero line, and exclusion of the STAR Market. The intended combination uses recent price movement and a longer-horizon…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The document examines how benchmark choice affects mutual fund performance estimates. It contrasts return-based evaluation, which is sensitive to benchmark selection, with holdings-based evaluation, which can be more precise but depends on infrequently…

EquitiesStatisticsFactor investingRisk management
FMZ forum

The document explains how to connect TradingView alerts to an FMZ Quant bot using the platform’s extended API. It describes creating an API key with only the command permission needed, then configuring an alert webhook to call the bot’s command interface…

ExecutionTechnical indicatorsFuturesSpot markets
BigQuant

This discretionary trend-following framework aims to join an established advance rather than predict a market bottom. It lists three possible entry cues: a bullish engulfing candle after a pullback to support, a retest near the short moving-average cluster…

EquitiesTrend followingTechnical indicatorsRisk management
SuperMind

This proposed stock screen orders candidates by a capital-strength measure, then filters for a daily decline between 4% and 5% and a 2019 dividend ratio above 25%. The rationale is to combine evidence of capital inflows with a recent price setback and a…

EquitiesChina marketsFactor investingRisk management
Lumibot

This code outlines a daily trading workflow in which separate AI agents research a universe of leveraged exchange-traded funds, argue bullish and bearish cases, and pass their summaries to a trading judge. The universe includes leveraged long and inverse…

EquitiesMachine learningMomentumRisk management
ProRealCode

This ProRealTime strategy combines three moving averages with short lookback breakouts and a confirming candle pattern. For long entries, price lows must sit above all three averages and the high must reach the recent high; a sequence of declining then…

FuturesTrend followingBreakoutTechnical indicators