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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
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 stock-selection post describes a technical screen for shares with daily amplitude above one, excluding ST-designated companies and stocks that hit the daily price limit the previous day. The screen is intended for selections made before 10 a.m.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a Chinese A-share stock screen using a turnover ratio from 3% to 12%, circulating market value from 1 billion to 55 billion yuan, and exclusion of stocks whose names contain a Beijing reference. It gives equivalent screening logic and…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screening proposal combines three conditions: a 20-day moving average above the 120-day average, an amplitude threshold, and exclusion of stocks that hit the upper price limit on the prior day. It presents the moving-average relationship…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This daily, after-close screen selects stocks whose MACD line is above zero and that have a nonempty name for an outstanding convertible bond. It then ranks eligible stocks by individual-stock popularity, with the stated intent of prioritizing names…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection rule screens companies in the metaverse industry using two recent turnover readings: actual turnover from two sessions earlier must be between 3% and 28%, while the prior session’s turnover must exceed 8%. The document presents the…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

This document describes a stock screen for Chinese equities that combines three conditions: turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and no more than 100%, and a positive MACD reading. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening Chinese A-share stocks in a metaverse sector category using prior-day turnover above 8%, an opening auction change between -2% and 5%, and, in its final rule, a price-to-earnings ratio below 50. The article presents these as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document presents a Chinese A-share stock screen that combines an intraday amplitude condition with a low closing-price threshold. The written rules are inconsistent: the headline refers to amplitude above 1 and a price of 18, the body specifies 18.5…

EquitiesChina marketsTechnical indicators
SuperMind

The article describes a Chinese equity screen combining daily price amplitude, a historical dividend-yield threshold, and a signal labeled as the start of a rising trend. It interprets amplitude as a measure of trading activity, dividend yield as a marker of…

China marketsEquitiesTechnical indicators
SuperMind

This post describes an A-share screening rule combining daily turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a moving-average relationship intended to indicate alignment. It includes a formula-style example and a…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This document describes a technical stock screen requiring daily price range greater than 1, a morning-star candlestick condition, and positive recent return. Its rationale is that a larger range may identify active stocks, the candlestick pattern may signal…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note presents a Chinese stock selection rule with three filters: membership in the metaverse theme, a prior-day price above the 250-day moving average, and a prior-day signal described as main-force control. It frames the theme filter as a way to target…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining current trading activity, price movement, order flow, and past limit-up events. It selects stocks with turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects for a large intraday price range, current volume above a stated threshold, a gap-up or strong opening condition, and a positive price-to-earnings ratio. The intended rationale is to combine signs of active trading and market…

EquitiesVolatilitySentimentRisk management
SuperMind

This stock screen combines price location among several moving averages, a Bollinger-band position, and a recent-gain constraint. The described filters use five averages spanning short to longer horizons, place the close between the band’s upper and middle…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

This stock-selection method looks for a positive MACD reading, upward short-term moving-average conditions, strong current volume, and an opening price above the prior close. The accompanying formula adds price positioning relative to a short average and a…

EquitiesMomentumTechnical indicatorsExecution
SuperMind

This stock screen combines a metaverse concept filter with an upward-sloping 30-day moving average and an intraday range threshold. The stated formula defines the range as the high-low spread divided by the sum of the high and low, with a cutoff above one…

EquitiesTrend followingVolatilityTechnical indicators
SuperMind

This stock screen combines a price range filter, a weekly trend indicator, and a thematic classification. It selects shares whose daily high-low amplitude exceeds 1%, whose weekly MACD is above zero and above its signal line, and that are classified as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection approach combines a technical filter with market size and liquidity constraints. It selects shares with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and prior-day actual turnover above 3% but…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese stock screen combines three conditions: daily price range must exceed one percent of the previous close, an afternoon large-order net-inflow proxy must be positive according to a stated formula, and the prior session’s high must have been below…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, an opening price within five percent of the ten-day moving average, and membership in the metaverse concept group. The post frames turnover and price location as technical filters,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening idea ranks stocks by capital-flow strength and selects those with more than two limit-up sessions in the previous ten days and a positive ten-day return below 35%. The document explains these filters as proxies for investor…

EquitiesChina marketsMomentumFactor investing
SuperMind

This stock selection rule combines three technical filters: a 20-day moving average above the 120-day average, RSI below 65, and turnover between 3% and 12%. The moving average comparison selects stocks with a stronger shorter-term price trend than their…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese stock screen that selects shares with a daily high-low range above 1%, turnover between 2% and 9%, and a 30-day moving average that is rising versus the prior day. It presents these conditions as a technical filter intended…

China marketsEquitiesTechnical indicatorsTrend following