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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,226 documents

SuperMind

This Chinese-language post proposes screening A-share stocks when the daily high-low range exceeds 1%, the KDJ indicator has just formed a bullish cross, and the stock appeared on the previous day’s public top-trader list. It frames the range as a volatility…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note combines three conditions: amplitude above 1, a listing on the prior day's trading leaderboard, and positive daily MACD. It interprets amplitude as evidence of short-term movement, leaderboard presence as a sign of market attention,…

EquitiesMomentumTechnical indicatorsVolatility
SuperMind

This note proposes a simple Chinese equity screen using amplitude above 1, a closing price of 18.5 yuan, and a turnover rate between 2% and 9%. It presents amplitude as a measure of price movement and turnover as a measure of trading activity, then suggests…

EquitiesVolatilityTechnical indicators
SuperMind

This Chinese stock-screening note describes a short-term equity filter based on amplitude above 1, a daily maximum decline between 4% and 5%, and a high ranking for net large-order inflow. It frames amplitude as a volatility measure, the decline as a…

EquitiesMean reversionVolatilityMarket microstructure
SuperMind

This stock-selection note proposes screening for shares whose daily range exceeds 1%, whose KDJ indicator has just produced a bullish cross, and whose turnover lies between 2% and 9%. It explains the intended roles of the filters: range as a measure of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a technical screen for metaverse-related stocks. It combines a bullish MACD crossover with two moving-average crossovers: the 5-period average crossing above the 10-period and 20-period averages. It also includes a condition referring to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening stocks in the metaverse industry whose opening price is near the 10-day moving average and whose float market capitalization is between 5 billion and 10 billion yuan. Its indicator example frames the price condition as a move…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This note describes a China A-share screening rule that combines price range and volume activity. It selects stocks with an amplitude above 1, a product of prior-day turnover and the ratio of auction volume to prior-day volume between 0.5 and 2, and a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

The document presents a stock screen combining three conditions: price amplitude above 1, a 2019 dividend ratio above 25%, and the current low below the previous day's low. It supplies example indicator logic and Python-like pseudocode for applying these…

EquitiesMean reversionRisk managementChina markets
SuperMind

The document describes a short-term screen for Chinese stocks associated with the metaverse theme. It selects names whose prior-day actual turnover falls between 3% and 28% and whose reported outside-volume to inside-volume ratio exceeds 1.3. The article…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document presents an equity-selection idea that combines an upward-moving 30-day average with an RSI below 65, then ranks candidates by stock popularity. It frames the rising average as a sign of favorable recent direction and the RSI ceiling as a way…

EquitiesTechnical indicatorsMomentum
SuperMind

This document outlines an equity screen combining a daily price-range condition, a market-capitalization ceiling, positive profits, and a price pattern described as a rounded arc. Its proposed version requires a range above 1%, capitalization below 10…

EquitiesTechnical indicatorsRisk managementPosition sizing
SuperMind

This Chinese stock-screening note describes a rule for selecting companies associated with the metaverse theme. It looks for stocks that had at least one limit-up session during the previous 25 days and rank near the top by large-order net volume. The…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The post proposes screening main-board stocks for a price amplitude above a threshold, institutional participation above 25% over a 15-day period, and a current-session gain greater than 1%. It frames the combination as a way to identify volatile stocks…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen selects equities whose daily price range exceeds a threshold, that have been listed for more than a year, and whose previous session return is positive. The post presents these filters as a way to find active, more established stocks that…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection rule combines a minimum daily price amplitude, a bounded turnover rate, and a positive daily MACD reading. The stated rationale is to use amplitude and turnover as measures of trading activity, then use MACD as a technical filter…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article describes a daily stock screen combining RSI below 65, first-level bid volume greater than ask volume, and a MACD condition from an earlier session. Its code examples also include a daily price-gain filter above 2%, so the implemented screen has…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document outlines an equity screen that selects stocks with RSI below 65 and circulating market capitalization between 5 billion and 10 billion yuan, then ranks qualifying names by a money-flow measure. The accompanying example also filters out certain…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a screen for Chinese stocks associated with the metaverse theme. It selects names that appeared on the prior day’s trading leaderboard and have a positive measure of institutional activity. The rationale is to combine a popular market…

EquitiesMomentumSentimentTechnical indicators
SuperMind

This document presents a Chinese A-share stock screen that combines a price range condition, a K-line-related threshold, and a close above the previous day’s low. It gives versions of the selection logic in platform formula form and Python, with the Python…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed equity screen combines three technical conditions: daily amplitude above 1, a rising price floor, and a ratio based on the previous day’s turnover multiplied by today’s auction volume relative to the previous day’s volume. The ratio must fall…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock-screening idea combines a metaverse theme with a rising 30-day moving average and previous-day auction turnover above 0.26. The moving-average condition is intended to identify an upward price trend, while elevated auction turnover is used as a…

EquitiesTechnical indicatorsMomentumPosition sizing
SuperMind

This stock-selection screen ranks shares by a capital-strength measure, then filters for turnover between 2% and 9% and a 2019 dividend ratio above 25%. The stated rationale is to combine a measure of buying and selling activity with a liquidity range and a…

EquitiesChina marketsFactor investing