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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 screening idea selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a main-board listing, while excluding Beijing-listed A-shares. The document presents the rule as a basic way to narrow a stock universe using current trading…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a 14-period RSI ceiling, a minimum listing history of one year, and a condition that the 20-day moving average is above the 120-day average. It aims to find stocks whose longer trend is rising while their recent price action is not…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

The article proposes a stock screen combining a daily range threshold, price above the five-day moving average, and a high ranking for a large-order volume proxy. It explains these filters as a way to focus on active stocks with short-term upward momentum…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This Chinese equity screening proposal selects stocks with price amplitude above a threshold, a prior-day signal described as major-player control, and a listing age greater than a chosen number of days. Its example implementation also applies filters…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This Chinese equity screening idea combines an RSI reading below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, trading volume above 10,000 lots, and a high opening price. Its stated aim is to find shares with favorable…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese stock-selection proposal combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and a current-day position increase ratio above 5%. The article interprets amplitude and weekly MACD as signs of technical strength,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen selects companies associated with the metaverse theme whose volume ratio is above 1.5 and below 6, with price above a long-term moving average. The article’s initial description uses the 250-day average, while its final proposed…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This note proposes screening Chinese A-share stocks for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a MACD value below zero two trading days earlier. The stated aim is to identify stocks with possible…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a Chinese A-share screening rule that selects stocks with turnover between 3% and 12%, a rising KDJ K value, and no listing on the STAR Market. It suggests combining these conditions with market trends and hot themes, and frames the board…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a stock screen that selects equities with RSI below 65, ranks or filters them by money-flow strength, and considers performance during 2021. Its example code uses a 14-period RSI, a 20-period Chaikin Money Flow measure, and excludes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese A-share stock screen that combines turnover between 3% and 12%, a daily gain above 1% relative to the same sector, a main-board listing outside the STAR Market, and a rising DEA measure. It presents the DEA condition as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed stock screen combines daily price amplitude above a threshold, a morning star candlestick condition associated with Kute Intelligent, and a requirement that the stock code begin with 60. The stated rationale is technical: elevated amplitude may…

EquitiesTechnical indicatorsBreakoutChina markets
SuperMind

This Chinese-language post outlines a daily stock-selection screen that requires MACD to be above zero and three moving-average signals to align. It gives 20-, 60-, and 120-day averages as examples, and ranks qualifying stocks by a measure of market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a Chinese A-share screening rule combining daily price amplitude, relative volume, and a price-shape condition described as a rounded or arc-like move. Its narrative specifies amplitude above one percent and a volume ratio between 1.5…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese-language post describes a stock screen combining three conditions: price amplitude above 1%, large-order net inflow in the afternoon, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find active…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screening idea that ranks stocks by a volume-ratio measure, checks whether price is moving within Bollinger Bands in a rounded pattern, and looks for shrinking negative MACD histogram bars on a 15-minute chart.…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This post outlines a Chinese stock screening idea combining a daily price range threshold, a nonempty convertible bond name field, and short-term moving-average conditions. It first describes upward divergence in moving averages, then presents a refined rule…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This article describes an equity screen requiring a 14-period RSI below 65, three consecutive declining sessions, and a circulating market value between 5 and 10 billion yuan. The stated rationale is to find stocks showing short-term weakness while retaining…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This article presents a stock screen that combines daily price amplitude above a stated threshold, a K-line indicator below a stated level, and a positive return. Its formula defines amplitude relative to the previous close, while its sample Python logic…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This Chinese-language article proposes screening stocks after each trading day for positive MACD momentum and a rising DEA line, then ranking qualifying names by market attention. Its sample formulas calculate DIF and DEA with exponential moving averages,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screen combining three conditions: a price-range measure above a stated threshold, a 2019 dividend-related ratio above a stated threshold, and a rising weekly moving average. The moving-average condition is further…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This A-share screening idea combines an RSI below a stated ceiling with three consecutive bearish sessions and recent consecutive limit-up activity. Its premise is to identify stocks showing short-term price weakness while retaining signs of strong market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening rule combines a minimum price range, a cap on the 9:25 opening indication, and a rising 30-day moving average. The stated rationale is to seek stocks with some recent movement while avoiding an unusually large opening gain, then use…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This post outlines a Chinese equity screening rule combining unusually large daily range, a close between the middle and upper Bollinger bands, and more than two limit-up sessions within ten days. It presents the screen as a way to identify volatile stocks…

China marketsEquitiesTechnical indicatorsMomentum