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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 article describes a Chinese stock screen requiring turnover between 3% and 12%, three consecutive declining sessions, and a nonempty name for an outstanding convertible bond associated with the stock. The author frames the bond link as potentially…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This article describes a Chinese equity screen combining daily price range, large-order net volume, and recent price performance. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and at least…

China marketsEquitiesMomentumMarket microstructure
SuperMind

The document describes a Chinese equity screen for companies categorized in the metaverse industry. It combines a volume ratio between 1.5 and 6 with a rising KDJ K value, then adds a price-to-book ceiling of 2. The article also sketches how to calculate…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock selection rule focused on the metaverse industry. It combines a price condition involving the five-day moving average with a comparison of first-level bid and ask volume, selecting shares where bid volume exceeds…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screen selects main board stocks whose MACD is above zero, whose price has risen by more than 1% for the day, and whose stated 2019 dividend ratio exceeds 25%. The post gives indicator and Python examples and describes the conditions as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock screen combines metaverse concept membership with a rising 30-day moving average and a stock code beginning with 60, a filter associated with Shanghai-listed shares. The accompanying examples describe how to identify concept membership,…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese equity screening idea combines three filters: membership in the metaverse concept, positive net buying attributed to major investors during the auction, and classification in the beverage and alcohol import-export industry. The article frames…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes an A-share stock screen that combines a daily range filter, a newly formed KDJ crossover, and exclusion of stocks classified as belonging to the STAR Market. The range condition requires the high-low span to exceed 1% of the low. For the…

EquitiesChina marketsVolatilityMomentum
SuperMind

This note outlines a Chinese A-share screening rule combining daily price range, exchange prefix, stock status, trading-day filters, and a limit-up-related condition. It targets stocks whose high-to-low range exceeds 1%, whose codes begin with 60, and whose…

EquitiesChina marketsVolatilityBreakout
SuperMind

The proposed China A-share screen selects stocks associated with the metaverse theme, a custom curved price pattern, and exclusions for stocks that hit the daily limit on the previous day. Its expanded criteria also require a price change between negative…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This note outlines a Chinese stock-selection filter combining turnover, daily price change, listing-board status, and company classification. It selects non-ST main-board stocks with turnover between 3% and 12%, a daily gain above 1%, and a company type…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screen for stocks in the metaverse industry. It looks for an opening price near the 10-day moving average and a weekly MACD above zero, using these conditions as signs of a relatively steady price position and an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal combines three conditions: price amplitude above a threshold, return on equity above 15% in each of the prior five years, and a shortening green histogram on a 15-minute MACD. The intended logic pairs a history of…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese stock screening proposal combines a daily price-range threshold, trading volume above 10,000 lots, a higher opening price, and a nonempty label for outstanding convertible bonds. It argues that larger price movement and greater volume may help…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes a Chinese mainland stock screen combining turnover, a robotics concept classification, circulating market value, and pre-open auction price change. It selects main-board stocks with turnover between 3% and 12%, circulating value below…

EquitiesChina marketsTechnical indicators
SuperMind

This proposed A-share screen combines a price-amplitude threshold, exclusion of ST-designated stocks, selection before 10 a.m., a five-session closing-price high, and a close between the middle and upper Bollinger bands. The post frames the band condition as…

EquitiesTechnical indicatorsBreakoutChina markets
SuperMind

This proposed A-share screen combines four conditions: a price-amplitude threshold above 1%, market capitalization no greater than 10 billion yuan, positive net profit, and first-level bid volume exceeding first-level ask volume. The post describes amplitude…

EquitiesMarket microstructureRisk managementChina markets
SuperMind

This A-share stock screen combines a turnover range of 3% to 12% with a rising DEA reading and an upward-sloping 30-day moving average. The article presents these conditions as a way to select stocks with sufficient trading activity and signs of short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article outlines a Chinese stock screen restricted to the metaverse sector. It selects shares with positive net buying attributed to major participants during the auction and a ten-day price gain above zero but below 35 percent. The text provides an…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese-language post proposes screening stocks for amplitude above 1, positive large-order net volume above 0.05 for at least three consecutive days, exclusion of ST-designated shares, and a “fifth limit-up” pattern. The described pattern waits for a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen selects shares listed for more than one year, with amplitude above 1 and a recent price change between −5% and 2.6%. The stated rationale is to seek stocks with some trading activity while excluding very new listings and limiting the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese stock-screening example combines three technical conditions: MACD above zero, seven consecutive sessions with lower closing prices, and a rising 30-day moving average. The setup seeks stocks that remain in a broader positive trend while…

EquitiesChina marketsTechnical indicatorsMomentum