Owing to combining the properties of both metal and glass, metallic glasses exhibit superior physical and mechanical properties along with exotic phenomena, so they have a wide application prospect in many areas. In addition, their continuously adjustable composition and simple disordered atomic structure provide ideal model material systems for the study of fundamental questions commonly existing in glassy materials. The discovery of metallic glasses that can form bulk materials has pushed the relevant research to the frontier of condensed matter physics and material science. The EX4 group of the Institute of Physics, Chinese Academy of Sciences, has devoted to the study of glassy materials and physics for many years, and made important contributions to this field. In this paper, we summarize our recent progress of metallic glasses, including the relaxation behavior and stability, surface dynamics, materials functionalities, and new method on materials discovery.