Skip to content

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
Quantopian lectures
45 documents
Binance API docs
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

The post proposes a stock screen that combines daily price amplitude above a threshold, a newly formed KDJ crossover, and a dividend ratio above a threshold based on 2019 data. It frames amplitude as a volatility filter, the crossover as a momentum or timing…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This document describes a Chinese equity screening rule combining a turnover range of 3% to 12%, an external-to-internal trading volume ratio above 1.3, a robotics concept classification, and circulating market capitalization below 10 billion yuan. It also…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screen combines daily price movement with dividend and institutional-holding filters. It seeks stocks with an intraday range above one percent of the opening price, a stated 2019 dividend measure above 25%, and a positive institutional…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This Chinese equity screen focuses on stocks classified in the metaverse industry. It selects shares whose opening price falls within five percent above or below the 10-day simple moving average of closing prices, and whose current low is below the previous…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines trading activity, reported profit growth, volume, and opening price. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, current volume above 10,000 lots,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post describes a stock screen for the Metaverse sector. It selects shares with a volume ratio above 1.5 and below 6, then ranks candidates by stock popularity. Its proposed final version adds a price-to-earnings ratio below 30. The…

China marketsEquitiesMomentumEvent-driven
SuperMind

This A-share screening idea combines recent price strength with a moving-average condition. It looks for stocks with at least two limit-up sessions in the prior ten days, excludes stocks that closed at the limit-up level yesterday, and requires five…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-market stock screen combines three criteria: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a high ranking by large-order net flow. The stated intent is to favor themed shares showing…

China marketsEquitiesSentimentMarket microstructure
SuperMind

This A-share stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and an indicated opening gain below 6%. The document presents the rules as a way to identify active stocks whose…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This Chinese stock-screening post describes selecting equities using a mix of a technical indicator, company classification filters, and recent candle behavior. Its stated conditions include MACD above zero, exclusion of several company types, and three…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This document proposes a Chinese stock screen combining daily price amplitude, a positive weekly MACD reading, and beverage or alcohol import and export data. Its stated logic looks for amplitude above 1, a bullish weekly histogram, and import values…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese equity screen for stocks with turnover between 3% and 12%, excluding the STAR Market and selecting companies listed in 2021. It presents the turnover band as a way to focus on stocks with some trading activity that may still…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes an equity screen requiring MACD above zero, a positive price-to-earnings ratio, and three consecutive declining sessions. Its explanation treats positive MACD as a sign of an upward trend, positive P/E as a basic valuation sanity…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

The document describes a stock screen for companies whose codes begin with 60, with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no losses in each of the prior three years. It frames these filters as a way to combine…

China marketsEquitiesFactor investingStatistics
SuperMind

This A-share selection rule combines daily amplitude above 1, a reported daily control measure above 21, and a specified drawdown range between roughly 4% and 5%. The article presents the conditions as technical and market-flow signals, interpreting…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This A-share screen combines RSI below 65, seven consecutive sessions with closes below opens, and previous-day actual turnover between 3% and 28%. The article explains turnover as a measure of trading activity and capital flow, using the band to avoid both…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes a stock screen combining three price conditions: amplitude above a threshold, a positive but capped ten-day return, and a run of consecutive declines. The stated rationale is to find volatile stocks that have recently risen without…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This post describes a Chinese equity screen using a capital-strength measure, moderate turnover, and historical revenue growth. Capital strength is illustrated as trading value divided by tradable market capitalization. The turnover range is above 2% and…

EquitiesChina marketsFactor investingStatistics
SuperMind

This Chinese stock screening proposal combines price movement, trading activity, and an institutional-flow measure. Its stated final criteria select shares with amplitude above 1, previous-day actual turnover between 3% and 28%, and institutional direction…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This post describes a short-term stock selection rule built from three technical conditions: daily high-low range above one percent, opening price within two percent of the 10-day moving average, and MACD below zero two sessions earlier. It presents the…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock screen combines membership in the metaverse theme with a long-term price filter and rising moving averages. It selects stocks whose price is above the 250-day moving average and whose 5-, 10-, 20-, 30-, 60-, 120-, and 250-day averages are each…

EquitiesTrend followingTechnical indicatorsChina markets
SuperMind

The article proposes a Chinese stock screen combining an upward-sloping 30-day moving average, positive recent position increases above a stated threshold, and the absence of a limit-up session on the previous day. Its rationale is to seek stocks with an…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, year-over-year growth in parent-company net profit above 20% and at or below 100%, and at least two limit-up days during the prior 500 days. It also excludes selected growth-market…

China marketsEquitiesMomentumFactor investing