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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 stock screening proposal selects shares with turnover between 3% and 12%, seven consecutive days of falling prices, and positive net buying attributed to major market participants on the prior day. The rationale is to look for heavily declining stocks…

China marketsEquitiesMean reversionStatistics
SuperMind

This proposed Chinese stock screen targets companies classified in the metaverse theme, with market capitalization below 10 billion yuan, positive earnings, and an indicated gain below 6% at 9:25. The post frames the theme as a growth opportunity and…

China marketsEquitiesEvent-drivenRisk management
SuperMind

This screening proposal selects Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires the 9:25 indicated gain to be below 6%. It presents turnover as a way to target trading activity and liquidity while avoiding a…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

This stock-selection idea combines three filters: alignment among the 5-, 10-, 20-, 30-, and 60-day moving averages, net buying by large orders in the afternoon, and more than two limit-up sessions within the previous ten days. The document interprets…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article presents an equity screen combining three conditions: price range greater than one, return on equity above 15% in each of the prior five years, and turnover between 3% and 12%. It frames the filters as a way to find companies with sustained…

EquitiesFactor investingTechnical indicatorsStatistics
SuperMind

This report summary explains a framework for estimating returns from IPO subscriptions in China, in the context of the first companies listing after the ChiNext registration reform. It identifies three drivers of subscription returns: the amount raised, the…

EquitiesStatisticsEvent-driven
SuperMind

This Chinese-language post describes an A-share screening idea: select stocks associated with the metaverse industry that appeared on the previous day's trading-record list and had at least one limit-up event during the prior month. It frames the combination…

EquitiesChina marketsMomentumEvent-driven
SuperMind

The document proposes a Chinese equity screen for stocks classified in the metaverse industry. It selects names with a volume ratio above 1.5 and below 6, and a price increase under 6% at 9:25. The stated rationale is to combine elevated but bounded trading…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed screen selects stocks associated with the metaverse theme when the prior day’s actual turnover is between 3% and 28%, and the current day’s position increase share exceeds 5%. The article interprets the turnover band as a possible sign of…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection post proposes screening for companies in the metaverse sector with a circulating share count at or below 5.5 billion shares, while excluding stocks that reached the daily limit-up on the previous session. Its rationale combines a…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This stock selection rule screens for Shanghai-listed shares whose daily trading range exceeds one percent and that did not close at the daily limit-up on the prior session. The document frames the range condition as a way to find more volatile candidates…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This proposed stock screen combines price volatility, a recent large daily gain, and large-order net inflows. It calls for an amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and big-order net quantity above 0.05 for…

EquitiesMomentumVolatilityChina markets
SuperMind

This stock screen combines daily price movement with technical signals. It seeks shares whose intraday range exceeds 1, whose low is between 4% and 5% below the prior close, and whose three selected indicators form bullish crossovers at the same time. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese stock screen that combines three conditions: MACD above its zero axis, a 20-day moving average above the 120-day average, and revenue growth between 2018 and 2021 exceeding a stated ratio threshold. It frames MACD and the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock selection rule combining a turnover range of 3% to 12%, first-level bid volume greater than ask volume, and at least one limit-up event during the previous month. It interprets these filters as indicators of liquidity,…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese-language post describes a stock screen for companies classified in the metaverse industry. Its core conditions combine the opening price’s relationship to a ten-day moving average with a bounded daily return. The post presents differing…

EquitiesTechnical indicatorsChina markets
SuperMind

This post presents a daily pre-open screen for Chinese stocks with MACD above zero, positive trailing earnings multiples, and prices below a stated threshold. It frames the MACD condition as a way to identify an upward trend, the positive P/E as a basic…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This community post describes a Chinese equity screen limited to stocks with codes beginning with 60. It combines a daily price-range condition with a previous-session opening-auction match price at the limit-down level, then ranks candidates by popularity.…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese-language article presents a daily stock screen using three conditions: amplitude above 1, a controlling-shareholder measure above 21 in absolute value, and the closing price above the previous day’s low. It provides example implementations in…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This proposed equity screen looks for stocks with daily amplitude above one percent, excludes Beijing-listed shares, and applies a condition described as a rising bottom. The post presents formula examples using a 60-day lookback and suggests that the setup…

EquitiesTechnical indicatorsVolatilityMean reversion
SuperMind

This stock-selection proposal combines three technical conditions: daily amplitude above one percent, weekly MACD above zero, and alignment among at least five moving averages. It frames the range and MACD conditions as signs of strength and direction, while…

EquitiesTechnical indicatorsTrend followingMomentum
SuperMind

This Chinese A-share screening idea combines three conditions: a positive ten-day return below 35%, a 14-period RSI below 65, and positive main-fund net inflow on the previous day. The accompanying description frames the return band and RSI as technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a stock screen that combines market activity, reported earnings growth, and recent attention. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, and a listing on the…

EquitiesChina marketsEvent-drivenFactor investing