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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
QuantRocket
7 documents
Lumibot strategies
7 documents
Awesome Quant
1 documents

Search the library

12,226 documents

SuperMind

This note describes a short-term Chinese stock screen combining prior-session amplitude above 1%, a free float no larger than 5.5 billion shares, and an opening increase below 6% at 9:25. It presents the conditions as a way to find volatile, relatively…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

The article describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and concentration below 20%. It presents the decline pattern as a technical condition and describes the…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This Chinese-language article outlines a stock screen combining a 14-period RSI below 65, three consecutive bearish candles, and return on equity above 15% across five years. The stated aim is to find stocks with recent technical weakness alongside a record…

EquitiesTechnical indicatorsFactor investingBacktesting
SuperMind

This article proposes a short-term Chinese equity screen using three conditions: a daily range greater than one, a prior-day 9:15 indicative matching price at the limit-down level, and a 10-day return above zero but below 35%. It adds an exclusion for stocks…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This article describes a Chinese equity screening rule that combines a daily high–low range of at least one unit, return on equity above 15% in each of five years, and market capitalization of at least 200 million. It presents the criteria as a way to…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This short-term Chinese equity screen looks for stocks with an intraday range above 1%, current volume above 10,000 lots, a higher open, and a positive return for the day. The stated rationale is that range and volume indicate active trading, while a gap up…

China marketsEquitiesMomentumBreakout
SuperMind

This Chinese equity screening idea selects non-ST stocks with turnover between 3% and 12% after seven consecutive declining sessions, with selection intended before 10 a.m. It describes a contrarian premise: a prolonged decline may create a rebound…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This Chinese equity screening note combines an RSI threshold with an external-to-internal trading volume ratio and a morning star pattern signal. Its prose gives an RSI ceiling of 65, a volume ratio above 1.3, and the pattern condition as criteria for…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This note describes a Chinese equity screen combining daily price movement with a moving average trend filter. Its stated rules select stocks with an amplitude above 1, a daily maximum decline between 4% and 5%, and a 20-day moving average above the 120-day…

EquitiesTechnical indicatorsChina markets
SuperMind

This post describes a Chinese-market stock screen combining five conditions: at least five moving averages converge, current volume exceeds 10,000 lots, the stock opens higher, and the 15-minute MACD histogram’s negative bars are getting shorter. The author…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening rule selects shares with turnover between 3% and 12%, a rising K value in the KDJ technical indicator, and prior-day trading value above 60 million. The post frames the conditions as a combination of liquidity and a short-term technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal filters for shares with turnover between 3% and 12%, a positive daily price change, and a negative product of that price change and the net quantity attributed to very large orders. It also limits the universe to…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This proposed screen selects mainland Chinese main-board stocks using three short-term conditions: amplitude above a threshold, a rising and diverging moving-average pattern, and a buy-side volume ratio above 1.3. The article interprets these as signals of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a stock screen requiring MACD to be above zero, a descending ranking of capital-flow strength, and a rising 30-day moving average. The stated intent combines a positive trend filter with a measure of fund activity. It…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language post outlines a short-term stock screen using three conditions: daily amplitude above 1, turnover between 2% and 9%, and a shrinking negative MACD histogram on a 15-minute timeframe. The intended rationale is to combine price movement…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document presents a Chinese equity screening rule combining three conditions: prior-session price amplitude above 1%, appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more within the previous 25 sessions. It…

China marketsEquitiesMomentumBreakout
SuperMind

This proposed Chinese equity screen combines a price-amplitude condition, simultaneous moving-average crossovers, and appearance on the prior day’s trading leaderboard. The technical filters are intended to identify active stocks with upward momentum, while…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects Shanghai-listed shares whose daily high-low range exceeds a threshold and that have reached the daily price limit at least twice over a recent 500-trading-day window. It combines a measure of price movement with repeated limit-up…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This technical screen looks for stocks with amplitude above 1, at least two limit-up events within the previous 500 days, and declines across seven consecutive sessions. The proposed interpretation is that the screen identifies weak recent price action in…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese stock screen combines a daily price-range condition, a short-term trend filter, and valuation limits. It seeks Shenzhen Main Board stocks with amplitude above 1, a price above the five-day moving average, a price-to-earnings ratio between 0 and…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese A-share screening idea combines a price-range condition with a volume and turnover measure. It selects stocks whose amplitude exceeds 1 and whose previous-day turnover multiplied by today’s auction volume divided by yesterday’s volume falls…

EquitiesTechnical indicatorsChina marketsStatistics
SuperMind

The proposed equity screen combines three conditions: rank stocks by trading volume and turnover value as a proxy for capital interest, restrict candidates to codes beginning with 60, and look for a shortening MACD histogram bar on a 15-minute chart. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents an A-share stock screen that combines a daily price-range condition, market capitalization below the stated limit, positive net profit, and a buy-to-sell volume imbalance above 1.3. It includes an indicator-formula example and a Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a Chinese A-share screening rule combining a daily high-low range above 1%, an available convertible-bond name, and a positive return over ten days that remains below 35%. It offers an indicator-formula example and a Python example…

EquitiesChina marketsMomentumTechnical indicators