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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
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

This post presents a Chinese equity selection rule for metaverse-related stocks. It specifies a volume ratio above 1.5 and below 6, along with more than two limit-up days during the prior ten days. The final proposed screen also restricts market…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post describes a Chinese equity screen for companies associated with the metaverse theme. It selects stocks with a volume ratio between 1.5 and 6 and more than two limit-up days within ten days; its final version also adds a market-cap ceiling below 5…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse industry, positive institutional flow, and an opening price near the 10-day moving average. Its example formula defines “near” as an opening price…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The document describes a Chinese equity screening rule combining price movement, trading activity, and liquidity. It selects stocks with daily amplitude above 1, a product of the previous day's turnover rate and the ratio of today's opening auction volume to…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

This stock screen selects companies that listed in 2021, have turnover between 3% and 12%, and meet a chosen company-type category, such as state-owned, private, or high-tech. The accompanying Python example filters listing-year and turnover-related fields,…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The proposed stock screen focuses on Chinese listed companies in the metaverse industry. It ranks candidates by the current day’s auction amount, keeps the top five, and requires a signal interpreted as institutional buying. The article gives corresponding…

EquitiesChina marketsEvent-drivenBacktesting
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, a prior-day appearance on the market’s top-trader list, and a price below 12 yuan. Its final description adds a requirement that a company has been listed for more than a year.…

EquitiesChina marketsSentimentTechnical indicators
SuperMind

The document describes a Chinese equity selection rule combining three conditions: turnover between 3% and 12%, seven consecutive sessions of falling closing prices, and positive net buying by major participants in the opening auction. It includes example…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

The document describes an equity screen requiring daily price amplitude above 1%, turnover above 2% and at most 9%, and company scale of at least 200 million yuan. It frames these filters as a way to select stocks with meaningful price movement and trading…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document presents an equity screening rule that selects stocks with MACD above zero, upward-spreading moving averages, and a concentration measure greater than 70%. It describes the MACD condition as a sign of an upward market state and the…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese A-share screening example selects stocks using three conditions: turnover between 3% and 12%, traded volume on the buy side relative to sell-side volume above 1.3, and floating market capitalization above 10 billion yuan. The article gives…

EquitiesChina marketsMarket microstructure
SuperMind

This Chinese-language post describes a stock screen combining three signals: a trading range greater than the stated threshold, at least one daily gain of 10% or more during the prior 25 sessions, and a limit-up event in the preceding 25 days. It frames the…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This post presents an equity selection rule combining three signals: RSI below 65, positive large-order net inflow in the afternoon, and a shortening positive MACD histogram on a 15-minute interval. It also shows illustrative indicator and Python…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This post describes a mainland China equity screen for non-ST main-board stocks. It selects shares with turnover between 3% and 12%, a daily gain above 1%, and a price below 12 yuan. The accompanying indicator and Python examples show ways to express filters…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects shares with a market capitalization of at least 200 million, a 14-period RSI below 65, and a 20-day moving average above the 120-day moving average. The moving-average relationship is used as a short-term-versus-longer-term trend…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock screen combines three technical conditions: daily amplitude above 1%, a current high matching the highest high of the last two days, and weekly MACD above zero. The first two conditions select for recent movement and a short-term high, while the…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This A-share screening rule selects stocks with turnover between 3% and 12%, a positive product of the day’s price change and super-large-order net flow, and an intraday low between 4% and 5% below the previous close. The stated interpretation is that…

China marketsEquitiesMarket microstructureTechnical indicators
SuperMind

This A-share stock screen combines a turnover-rate band of 3% to 12% with a newly formed KDJ golden cross, while excluding stocks that hit the daily upper price limit on the previous day. The stated rationale is to seek liquid, technically active stocks…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a narrow Chinese equity screen for beverage and alcohol import-export companies. It selects stocks whose recent trading range exceeds a threshold and whose opening price lies within a band around the 10-day moving average. The examples…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This stock selection idea screens for shares with a daily high-low range above a threshold, an upward relationship between recent prices and moving averages, trading volume above a stated level, and an opening price above the previous close. The article…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese community post outlines a stock screen combining an upward-trending 30-day moving average, company characteristics, and fund strength ranked from high to low. It presents these as signals of short-term price stability, company or industry…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese-equity screen selects stocks in the metaverse theme whose volume ratio is above 1.5 and below 6, and that recorded a limit-up event within the previous month. The stated goal is to focus on recent price strength while using trading activity and…

EquitiesMomentumBreakoutChina markets
SuperMind

This document introduces object-oriented programming in MQL5 as a way to organize trading software around custom types that combine data with behavior. It presents objects as small, self-contained units, each assigned a coherent task, which can then be…

Execution
SuperMind

This stock selection idea combines a relative strength index below 65, the product of daily price change and net super-large-order volume being positive, and a price pattern described as rising from a local bottom. The rationale blends technical conditions…

China marketsEquitiesTechnical indicatorsMean reversion