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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 stock screen combines three conditions: daily high-to-low range greater than one percent of the prior close, a ticker beginning with 60, and a 30-day simple moving average that is higher than on the previous day. The document interprets the range as a…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document proposes screening stocks in the metaverse theme for positive net buying by large participants during the opening auction and more than two limit-up sessions within the prior ten days. It gives a brief rationale for each element: thematic…

EquitiesChina marketsMomentumBreakout
SuperMind

This post describes a stock screen based on price amplitude above 1 and large-order net volume above 0.05 for at least three consecutive days. It also adds a condition that stocks showed positive price changes during 2021. The article includes example Python…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The document outlines a Chinese equity screening rule combining a turnover-rate range of 3% to 12%, seven consecutive declining days, and an opening-auction volume condition described as growth of more than 50% versus the prior day. It includes sample…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The post outlines a Chinese equity screening idea combining daily price range, a low share-price threshold, and recognition of a Morning Star candlestick pattern. Its example implementations also apply a Bollinger-band closing-price condition, then show…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This post proposes screening equities for daily amplitude above 1%, observations dated in 2021, and a price-change condition below 6%. It describes high amplitude as a sign of larger price swings and treats a modest historical gain as a possible entry…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This post describes an equity screen combining daily turnover between 3% and 12%, seven consecutive declining sessions, market capitalization below 10 billion yuan, and no losses in the preceding three years. It presents the screen as a way to pair recent…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This indicator presents the direction of a color zero-lag JJRSX oscillator across ten timeframes. Each timeframe is represented by a square: green denotes a rising oscillator, pink denotes a falling oscillator, and gray denotes other conditions. The…

Technical indicatorsMomentumMulti-asset
SuperMind

This Chinese equity screen combines a daily amplitude threshold, circulating market value above 10 billion yuan, and a technical condition described as the start of a major upward move. Its reference formula checks whether the prior midpoint was below an…

EquitiesChina marketsBreakoutTechnical indicators
SuperMind

This Chinese equity screen combines a technical filter with size and liquidity conditions. It selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and prior-day trading value above 60 million yuan. The article…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a Chinese equity screen using an intraday range above 1%, current volume above 10,000 lots, a higher open, and a 2019 dividend ratio above 25%. It frames the rules as a combination of market activity, liquidity, opening sentiment, and…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This note proposes a short-term Chinese equity screen combining price movement, activity, and fundamental filters. It selects stocks with an intraday range above 1%, at least one daily gain of 10% or more during the prior 25 trading days, and prior-day…

EquitiesChina marketsMomentumVolatility
SuperMind

This note describes a Chinese equity screen that selects stocks with an intraday range above 1% and a stated 2019 dividend ratio above 25%, then orders them by individual-stock heat. It presents range as a measure of price activity, the dividend condition as…

EquitiesChina marketsVolatilitySentiment
SuperMind

The post outlines a Chinese equities screen combining three conditions: rank stocks by capital strength, select the top five by the day’s auction amount, and require the 15-minute MACD histogram’s negative bars to be shrinking. It interprets these filters as…

EquitiesTechnical indicatorsMomentum
SuperMind

This document proposes an equity screen requiring daily price amplitude above a threshold, turnover within a specified band, and a nonempty name for an outstanding convertible bond. Its indicator reference expresses the range and turnover filters, then…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This document describes a short-term stock screen combining a minimum price range, an “arc-shaped” price pattern, and a recent two-session high. Its formula reference also checks that recent minute-level volume is rising across progressively longer windows,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening A-shares by turnover between stated bounds, a positive but limited return over ten days, and a positive daily MACD. It frames turnover and recent price appreciation as signs of trading activity and favorable price behavior,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes an A-share screen requiring price amplitude above a threshold, more than a year since listing, and a K-line reading below 20. It interprets the low K reading as potentially oversold and therefore possibly due for a rebound. The…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This document describes a Chinese equity screening rule combining price movement and trading activity. It selects stocks whose amplitude exceeds a stated threshold, whose prior-day turnover multiplied by the ratio of current auction volume to prior-day…

EquitiesChina marketsTechnical indicators
SuperMind

Dual Thrust is presented as an intraday trend-following method that sets upper and lower breakout levels around the current session’s opening price. It estimates a lookback range from recent highs, lows, and closes, then scales that range with separate…

FuturesTrend followingBreakoutRisk management
SuperMind

This stock selection method combines a daily amplitude threshold with a weekly moving average crossover and a filter excluding stocks that hit the upper price limit the previous day. The document presents the crossover as a technical strength signal and the…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities screen combines a turnover rate between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a weekly MACD condition above zero. It presents the combination as…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock screen selects securities with an amplitude above 1, ranks them by the day’s auction amount, keeps the top five, and requires market capitalization above 200 million. The author interprets amplitude and auction turnover as signs of…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese-equity screening idea combines three conditions: a large price amplitude, a prior-day 9:15 matching price at the limit-down level, and membership in the metaverse concept category. The article frames the volatility and opening-price conditions…

EquitiesChina marketsVolatilityTechnical indicators