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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
Quantpedia
86 documents
TqSdk
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 Chinese-language post outlines a short-term A-share screening rule. It selects stocks classified in the metaverse theme that appeared on the previous day’s trading rankings, then applies a five-day moving-average condition. The post offers formula and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an equity screen requiring turnover between 3% and 12%, a 2021 listing year, and rising price lows. It interprets successively higher lows as a sign of improving rebound strength and possible momentum or trend. The post…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection idea screens for companies with market capitalization below a stated threshold, positive profit, and daily price amplitude above one percent, then ranks eligible names by a measure of stock attention. It presents the approach as a way to…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed equity screen combines a daily amplitude threshold with a ratio involving the prior day's turnover and current auction volume relative to prior-day volume. It also uses a rising 30-day moving average as a trend filter. The discussion describes…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen selects companies in the beverage and alcohol import-export industry with a 14-period RSI below 65 and an appearance on the prior day's market activity list. It combines a technical indicator with industry membership and a signal of recent…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This document describes a Chinese equity screen combining daily turnover with growth in net profit attributable to the parent company. It selects stocks with turnover between 3% and 12%, profit growth above 20% and up to 100%, and an earnings forecast for…

EquitiesChina marketsFactor investingBacktesting
SuperMind

The post proposes a Chinese equity selection rule combining turnover, order book imbalance, and a weekly chart signal. It screens for stocks with turnover between 3% and 12%, bid volume at the best price greater than ask volume, and a weekly close crossing…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a stock-selection screen requiring MACD above zero, upward-moving averages, and at least one limit-up event during the preceding 25 days. The conditions are framed as signals of positive trend and recent market attention. It includes…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

This document describes a short-term stock screen combining prior-session amplitude above 1%, an opening price within roughly 5% of the 10-day moving average, and prior actual turnover between 3% and 28%. It presents these conditions as a way to find shares…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This stock-selection idea searches within the metaverse industry for shares where the KDJ indicator has just formed a bullish crossover and the day’s K value is below 20. It selects during the trading day before 10 a.m. and requires the stock to be trading.…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese stock-screening note combines a price-range filter, exclusion of ST-designated shares, a five-period trend condition, and large or extra-large buy orders during the opening auction. It also limits selection to before 10 a.m. The example…

EquitiesMomentumTechnical indicatorsMarket microstructure
SuperMind

This China equity screening idea selects stocks with amplitude above 1 whose prior-day 9:15 matched auction price met a limit-down condition, then ranks candidates by a measure of stock popularity and takes the leading names. Its rationale combines price…

EquitiesChina marketsVolatilitySentiment
SuperMind

This China-focused equity screen combines daily price amplitude with a turnover and opening-auction volume measure, then requires large-order net buying to remain above a threshold for several consecutive days. The stated selection rule uses amplitude above…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This A-share screening rule places stocks in a candidate pool when they have a daily high-low range above 1%, at least one limit-up day in the preceding 25 sessions, and circulating shares no greater than 5.5 billion. The author interprets these conditions…

EquitiesBreakoutVolatilityChina markets
SuperMind

This article proposes screening stocks with turnover between 3% and 12%, a K value below 20, and circulating market capitalization between 5 billion and 10 billion yuan. It describes the combination as a starting point for finding stocks with potential, then…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share stock screen selects companies in the metaverse theme with prior-day turnover above 8% and a signal interpreted as institutional buying. The proposed refinement also requires either a market-cap ranking in the top 30% or a 30-day return ranking…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This note describes an A-share screening rule combining a daily high-low range threshold, return on equity above 15% in each of the prior five years, and a positive change from the previous close. It presents the criteria as a way to find consistently…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection example combines a technical filter with a basic revenue-growth condition. It selects shares with RSI below 65, a latest high matching the highest level of the last two days, and 2021 revenue more than 1.1 times 2018 revenue. The…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post presents a short-term screen for stocks whose codes begin with 60, whose daily high-low range exceeds 1% of the previous close, and whose session low is between 4% and 5% below that close. It frames the range condition as a way to find volatile…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This post describes a Chinese equity screening rule that ranks stocks by capital inflow strength and limits candidates to a turnover rate between 2% and 9%. It suggests that strong inflows may indicate investor attention and buying interest, while the…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese equity selection recipe combines three filters: return on equity above 6% in each of the prior two years, high dividend yield, and net inflows attributed to major market participants. It also excludes stocks that closed at the daily price limit…

EquitiesFactor investingMomentumChina markets
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and at least one daily gain of 10% or more during the past 25 trading days. The stated rationale is to constrain the…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This proposed Chinese stock screen ranks candidates by volume ratio, requires a limit-up event within the previous 25 days, and filters for an opening gain below 6% at 9:25. The document describes the volume ratio as the measure for ranking capital intensity…

EquitiesChina marketsMomentumTechnical indicators