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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 A-share screen requiring an RSI below 65 and seven consecutive sessions in which the close is no higher than the open, followed by a ranking based on a stock popularity measure. It outlines the intended use of technical…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The author describes a monthly stock-selection approach that buys the ten lowest price-to-book stocks in the CSI 300 universe, then combines it with a market-timing signal based on a hidden Markov model. The starting idea is a single-factor value strategy,…

EquitiesFactor investingMean reversionMachine learning
SuperMind

This Chinese-language post outlines a daily stock selection screen based on three filters: rank stocks by trading volume or a stated measure of capital strength, keep those whose gain at 9:25 is below 6%, and require at least two limit-up sessions in the…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock-selection proposal combines three filters: a large high-low range, at least one daily gain of 10% or more in the preceding 25 trading days, and a ranking by capital or fund-flow strength. The intended effect is to find volatile stocks that have…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

The post describes a Chinese A-share selection rule combining membership in a metaverse-related category, high recent turnover, and a recent limit-up event. Its stated intent is to find actively traded stocks attracting attention and showing evidence of…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese A-share screening rule that combines daily price movement, a moving-average trend filter, and reported revenue growth. It selects stocks whose amplitude exceeds a threshold, whose 20-day moving average is above the 120-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post proposes a Chinese equity screening approach that combines stocks with clustered moving averages, afternoon net inflows from large orders, and multiple limit-up sessions over a historical window. It interprets these conditions as possible signs of…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a Chinese stock screen that combines a daily increase in position share above 5%, Shenzhen main-board valuation limits, and more than two limit-up sessions within ten days. Its rationale treats the position-share measure as a possible…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document outlines a screen for Shenzhen main-board stocks combining a technical condition with valuation, size, and profitability filters. Candidates must have RSI below 65, a price-to-earnings ratio between zero and 29.01, a price-to-book ratio between…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

The document describes a technical screen for stocks using three conditions: daily amplitude above 1%, weekly MACD above zero, and an opening gain between -5% and 2.6%. It interprets amplitude and the gain range as measures of market activity, while weekly…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen combines a non-ST requirement, a minimum intraday range, a five-session closing-price high, and a circulating market capitalization between 5 billion and 10 billion yuan. The article frames the conditions as a way to find active…

China marketsEquitiesBreakoutTechnical indicators
SuperMind

This Chinese equity screening idea selects stocks with RSI below 65, more than two limit-up sessions during the preceding ten days, and no limit-up on the prior day. Its final version adds a closing-price ceiling of 60 yuan and ranks candidates by stock…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen seeks main-board stocks with a 14-period RSI below 65, three consecutive declining sessions, and a current-day gain exceeding 1%. It combines a momentum-style rebound condition with recent weakness and a market-segment filter. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection note combines a turnover filter, a cap on circulating share or market-cap size, and a condition described as at least five moving averages overlapping. Its final stated criteria specify turnover up to 12%, circulating market…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This Chinese A-share selection method first limits its universe to stocks in the metaverse theme, then screens for a morning price change below 6% at 9:25 and ranks qualifying names by individual stock popularity. The note presents the approach as a blend of…

EquitiesMomentumSentimentChina markets
SuperMind

This Chinese A-share screening note combines a turnover range of 3% to 12% with a rising DEA signal and a condition on opening auction activity. The auction measure compares yesterday’s turnover, today’s auction volume, and yesterday’s volume; the stated…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

The post proposes a Chinese stock screening idea combining three conditions: reported institutional buying above five percent of volume on the latest trading day, seven consecutive declining sessions, and a 20-day moving average above the 120-day average. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening A-shares with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no losses, then selecting stocks whose large-order net volume exceeds 0.05 for at least three consecutive days. It presents this as a…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

This community thread asks how to run a stock screen at a specified time on trading days and send its results to WeChat. A reply suggests placing the screening call inside the platform’s opening-auction callback, which the commenter says runs each day at…

ExecutionEquities
SuperMind

This document describes a Chinese A-share screening rule that combines daily price range, recent limit-up activity, and a bullish candle condition. It selects stocks whose high-to-low range exceeds 1%, that had at least one limit-up day in the prior 25…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese stock screening rule combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%, and a bullish weekly MACD condition. The document treats turnover as a trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed screen selects stocks with a rising 30-day moving average, positive net buying by large traders during the auction, and a daily position increase ratio above a stated threshold. The accompanying explanation interprets the flow measures as signs…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock selection rule combines a minimum daily amplitude threshold with MACD above its zero line and a rising 30-day moving average. The rationale is to seek stocks showing price movement, positive MACD momentum, and an upward medium-term trend. The…

EquitiesChina marketsTechnical indicatorsMomentum