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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 note describes a Chinese equity screen combining circulating market capitalization of at least 10 billion yuan, a prior-day high-to-low ratio above 1, and a limit-up event during 2021. It frames the criteria as a way to find larger, volatile stocks with…

China marketsEquitiesVolatilityMomentum
SuperMind

This stock-selection proposal combines metaverse classification, robot-related concept membership, turnover activity, a circulating-market-capitalization ceiling, and a limit on recent price appreciation. The final stated screen requires yesterday’s turnover…

China marketsEquitiesMomentumSentiment
SuperMind

This Chinese stock-screening note proposes combining price amplitude, robot-sector membership, and circulating market capitalization. Its final revised rule selects robot-related shares with amplitude above 1% and float capitalization between 10 billion and…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This Chinese stock-selection example screens for shares with daily amplitude above 1, upward-diverging moving averages, and an opening price near the 10-day moving average. The accompanying Python example calculates amplitude relative to the previous close,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The post describes a premarket stock screen combining a positive MACD reading, a price below the stated threshold, and a prior-day 9:15 matching price at the limit-down level. It frames the conditions as a way to combine a technical signal, a low share…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a stock selection screen that combines an RSI threshold below 65, membership in a beverage and alcohol import-export industry category, and a bullish alignment of three moving averages. It gives illustrative indicator…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock-selection screen combining three filters: membership in the metaverse theme, positive institutional activity, and return on equity above 15% in each of five consecutive years. It frames the theme as a…

China marketsEquitiesFactor investingRisk management
SuperMind

This Chinese stock-selection note combines three conditions: a 14-period RSI below 65, first-level bid volume greater than first-level ask volume, and the KDJ K line below 20. The author presents the rules as a blend of technical readings and order-side…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock-selection note describes a screen for companies classified in the metaverse sector. It keeps stocks with a circulating market value above 10 billion yuan and a circulating share count no greater than 5.5 billion. The stated rationale is to…

EquitiesChina marketsFactor investing
SuperMind

This stock-selection idea filters shares by turnover, a newly formed KDJ golden cross, and a positive recent return. The article describes the turnover band as three to twelve percent and adds a condition that price be at or above its 20-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines a 14-period RSI below 65 with a daily gain above 1%, main-board listing status, and a prior-day actual turnover rate between 3% and 28%. The article describes turnover as a proxy for investor attention and trading activity,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example selects shares with MACD above zero, trading volume above 10,000 lots, and an opening price above the prior close. The stated rationale is to find actively traded stocks showing positive momentum. The article includes a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock screen selects shares with an amplitude above 1, a dividend payout ratio above 25% in 2019, and positive weekly candlesticks in consecutive weeks. The article interprets the price-range condition as a volatility filter, the historical…

EquitiesVolatilityTechnical indicatorsFactor investing
SuperMind

This Chinese A-share screen combines turnover between 3% and 12%, a reversal or engulfing-style price pattern, and at least one daily gain of 10% or more during the prior 25 trading sessions. The accompanying indicator example adds stochastic K above D and…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese-language post presents an equity screen combining three conditions: a positive price-to-earnings ratio, a 14-period RSI below 65, and a 30-day moving average that is rising. Its example implementation also requires the latest close to be above…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese stock selection screen that filters for a turnover rate between 3% and 12% and a listing year of 2021, then ranks candidates by the current day’s auction amount. It selects up to five names from the top of that ranking. The…

EquitiesChina marketsSentiment
SuperMind

This note presents a Chinese equity selection rule that combines three conditions: daily amplitude above 1, at least one limit-up session within the prior 25 days, and circulating market capitalization between 5 billion and 10 billion yuan. It includes…

EquitiesChina marketsVolatilityMomentum
SuperMind

This note describes a simple Chinese equity screen based on price movement and a short-term moving average. It selects stocks with amplitude above 1, a price below 20, and the stock’s average price above its five-day moving average. The article also provides…

EquitiesTechnical indicatorsVolatilityTrend following
SuperMind

The document describes a simple Chinese A-share stock screen combining recent position-increase share with circulating market capitalization. It selects stocks whose reported increase for the day exceeds 5% and whose circulating value falls between 5 billion…

EquitiesChina marketsStatistics
SuperMind

This note describes a historical screen for main-board stocks using three criteria: daily high-to-low range greater than one percent, a date in 2021, and a daily gain greater than one percent. Its stated purpose is to place qualifying shares in a candidate…

China marketsEquitiesVolatilityMomentum
SuperMind

This Chinese-language note outlines an equity screen for stocks in the metaverse industry. It combines a newly formed KDJ bullish crossover with conditions intended to identify an emerging uptrend: price above the 60-day and 120-day moving averages, a rising…

China marketsEquitiesTechnical indicatorsBreakout
SuperMind

This stock-selection idea screens within the metaverse theme for shares that had a limit-up event during the prior 25 days and whose external-to-internal trading volume ratio exceeds 1.3. It proposes running the screen before 10 a.m. and selecting stocks for…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This Chinese equity screen combines a turnover rate from 3% to 12%, a rising DEA condition, and a ten-day return above zero but below 35%. The article describes moderate turnover as a way to seek active trading without extreme activity, uses rising DEA as a…

EquitiesTechnical indicatorsMomentum