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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 document outlines an A-share stock screen combining RSI below 65, an outer-to-inner trading volume ratio above 1.3, and a signal intended to identify the start of a strong upward move. It provides a long technical indicator formula and a Python example…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes a short-term stock screen using amplitude above 1, a rounded price pattern, and a volume ratio between 1.5 and 6. The formula defines the rounded-shape condition through the prior close’s position within the five-day high-low range,…

EquitiesTechnical indicatorsVolatilityStatistics
SuperMind

This note describes a Chinese equity screen combining three conditions: membership in the metaverse theme, a positive institutional-flow signal, and prior-day turnover above 8%. The accompanying rationale treats theme exposure as a growth opportunity,…

EquitiesChina marketsEvent-drivenMarket microstructure
SuperMind

This Chinese-language note describes a stock screen using three filters: amplitude above 1, more than one year since listing, and a rising 30-day moving average. It presents amplitude as a way to find stocks with some activity, the listing-age rule as a way…

EquitiesTechnical indicatorsTrend followingRisk management
SuperMind

This A-share selection rule screens for stocks whose daily high-low range exceeds 1%, that did not hit the upper price limit on the previous day, and whose circulating share count is at most 5.5 billion shares. The article presents the range as a way to find…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This daily stock-selection proposal filters for shares priced below 12 yuan, market capitalization above 200 million yuan, and a MACD value above zero. The article says the scan is intended to run before the trading day, around 10 a.m. It frames positive…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening proposal looks for stocks with a daily trading range above 1, actual turnover between 3% and 28% on the prior day, and three consecutive limit-up sessions as described in the article. It combines price volatility, trading activity, and…

EquitiesChina marketsMomentumVolatility
SuperMind

This A-share screening idea combines a 14-period RSI below 65 with a sequence of declining sessions and bullish moving-average crossovers. The crossover conditions involve the 5-, 10-, and 30-period moving averages, and the code example also requires a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes a stock-selection screen that requires MACD to be above zero, price-to-earnings ratio to be positive, and RSI to be below 65. Its rationale is to select stocks with a positive momentum signal, a positive valuation measure, and less…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

This post describes a Chinese stock screen that starts with price amplitude, a daily control activity measure, and a comparison of the 20 day and 120 day moving averages. It interprets the moving average relationship as evidence of an intermediate to longer…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This community post presents a Chinese stock screen combining price amplitude above a threshold, a circulating share count cap, and a weekly bullish condition. Its example defines the bullish condition as the close being above several moving averages, then…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal screens for shares with an amplitude above 1, a dividend ratio above 25% in 2019, and positive price change associated with large buying orders during the auction. It also specifies that the combined very-large-order buy volume…

EquitiesChina marketsMarket microstructureVolatility
SuperMind

This Chinese stock-selection proposal combines a relative strength index below 65 with a price-change and very-large-order net-volume condition. It further limits candidates to robotics-related companies with circulating market capitalization below 10…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This post proposes screening stocks for market activity and buying pressure. Its stated conditions are an amplitude above 1, current volume above 10,000 lots, a higher opening price, and large-order net volume above 0.05 for at least three consecutive days.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a China A-share stock screen for companies in the metaverse theme. It selects stocks whose actual turnover rate two sessions earlier is between 3% and 28%, and for which the prior session's large-trader net buying measure is positive.…

EquitiesChina marketsSentiment
SuperMind

The proposed screen selects Chinese stocks using three conditions: daily amplitude above a threshold, circulating market value above a stated floor, and positive net buying by major participants during the auction. The accompanying explanation treats…

EquitiesChina marketsSentimentFactor investing
SuperMind

This document proposes screening stocks associated with the metaverse theme using two technical conditions: price above its five-day average and a low K value from the KDJ indicator. Its narrative describes the K threshold as below 20, suggesting a…

EquitiesChina marketsTechnical indicators
SuperMind

This document describes a Chinese equity screening rule: select stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose previous-day trading value exceeds 60 million. It presents the screen as a way to focus on actively…

EquitiesChina marketsTechnical indicators
SuperMind

The proposed Chinese stock screen combines a weekly moving-average trend condition, a minimum price-range threshold, and the presence of an outstanding convertible bond name. The post also gives example formulas and a Python outline for filtering…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document outlines a Chinese A-share screening rule that selects stocks with a daily high-low range above one percent, excludes Beijing-listed shares, and requires five moving averages to coincide. It gives example indicator and pandas-style…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and prior-day actual turnover within a stated range of 3 to 28. The document frames these filters as a way to combine market activity and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection method looks for shares with daily price amplitude above 1%, a closing or average price above the five day moving average, and an opening price near the ten day moving average. The rationale is that larger price movement may offer…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This stock-screening idea combines metaverse-sector membership, an arc-shaped price pattern, and daily MACD above zero. The document then expands the proposed conditions with Bollinger Band width below three and a 20-day volatility measure below ten. Its…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening Chinese A-share stocks for a daily high-low range greater than one percent of the prior close, positive large-order net volume, and ranking by the day’s auction turnover to select the top five. It frames these conditions as a…

EquitiesChina marketsMarket microstructureBacktesting