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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

12,226 documents

SuperMind

This post describes a daily stock screen for shares with turnover between 3% and 12%, greater displayed quantity at the best bid than at the best ask, and a 2021 listing year. It interprets the turnover band as a sign of trading activity and the…

EquitiesChina marketsMarket microstructure
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…

EquitiesChina marketsMomentumEvent-driven
SuperMind

The proposed Chinese stock screen combines three filters: prior-bar price amplitude above 1%, a MACD signal above the zero line, and circulating market capitalization above 10 billion yuan. The stated rationale is to find shares with meaningful price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal combines three conditions: turnover between 3% and 12%, three consecutive declining closes, and a rising DEA line from MACD. The stated rationale is to look for stocks with potential upside after a short run of losses,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection note combines three filters: an average daily range above 1, a 2019 dividend payout ratio above 25%, and a same-day control measure above 21%. It presents the control measure as an indication of concentrated trading influence or…

EquitiesVolatilityFactor investingChina markets
SuperMind

This note outlines a Chinese A-share screening idea combining three price-based conditions: at least five moving averages converging, at least two limit-up sessions in the previous 500 days, and the 20-day moving average above the 120-day average. It…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening example combines three filters: reported position increases above 5%, a daily rise above 1%, and a positive return below 35% over the prior ten days. It presents the combination as a way to find mainland listed shares with recent…

EquitiesMomentumChina markets
SuperMind

This note outlines a Chinese equity screen for metaverse-themed stocks. It combines a relationship to the five-day moving average with three consecutive sessions in which the close is below the open. The article interprets the moving-average condition as a…

EquitiesTechnical indicatorsChina markets
SuperMind

This note describes a simple Chinese equity screen combining metaverse-theme membership, a close above the previous session’s low, and a closing price fixed at 18.5 yuan. It presents the prior-low comparison as a short-term price-strength condition and…

EquitiesTechnical indicatorsChina markets
SuperMind

This note describes a stock-selection screen for Chinese equities that keeps stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and ranks candidates by a money-flow strength measure. Its formula reference relates the strength measure to…

EquitiesChina marketsSentimentMarket microstructure
SuperMind

This note outlines an A-share stock screen combining metaverse sector membership, a rounded or arc-shaped price pattern, and return on equity above 15% for five consecutive years. It then adds a monthly five-period moving average crossing above the…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

The proposed screen combines three stock characteristics: price amplitude above one, a circulating share count no greater than 5.5 billion, and a 20-day concentration measure below 70%. The article presents the amplitude condition as a way to find more…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This screen focuses on stocks classified in the metaverse industry. It selects the five highest-ranked by the day's opening auction amount and requires the 30-day moving average to be above the 60-day moving average, using the relationship as a basic trend…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The article proposes screening Chinese stocks using price amplitude, company quality, and performance tied to 2021. Its expanded version adds valuation and fundamental comparisons, allows technical indicators such as KDJ, RSI, or MACD, and suggests…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock screen combines three signals: rank stocks by money-flow strength, require weekly MACD to be above zero, and look for shrinking negative MACD histogram bars on a 15-minute chart. The weekly condition is intended to favor stocks in an established…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a stock screen combining three criteria: recent price amplitude above a stated threshold, circulating market capitalization above a stated level, and a stock code beginning with 60. It frames the screen as a way to find larger,…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This A-share stock-selection proposal combines three conditions: RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders within a stated positive range, and a recent two-day high condition. It presents the combination as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese A-share screening proposal combines a technical filter, a trading-flow condition, and a turnover range. It selects stocks with RSI below 65, positive multiplication of price change by net flow from very large orders, and turnover above 2% but…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This proposed Chinese equity screen combines three conditions: the stock's intraday high-low range exceeds one percent of its closing price, the prior session was not limit-up, and the article's external-to-internal trading measure exceeds 1.3. The author…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This A-share screening rule combines a daily high-low range greater than 1%, a newly formed KDJ crossover, and positive main-fund net inflow on the prior day. The post presents the range condition as a way to find volatile stocks, the crossover as a possible…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening concept selects stocks with at least five converging moving averages, ranks them by individual-stock “heat,” and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation interprets the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share screen combines three conditions: at least five moving averages converge, the opening price is near the 10-day average, and the stock has hit the daily limit at least twice in the past 500 days. The accompanying rationale treats average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese A-share stock screen centered on a metaverse industry classification, elevated recent turnover, share prices above a stated threshold, larger market capitalization, and return on equity. It first presents a simpler theme,…

China marketsEquitiesMomentumFactor investing