Skip to content

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 proposed Chinese A-share screen selects companies classified in the metaverse industry, with circulating market capitalization at or below the stated 55 hundred million shares threshold, and a listing age greater than a configurable number of years. The…

China marketsEquitiesFactor investingBacktesting
SuperMind

This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a price rise below 6% at 9:25. The accompanying discussion treats turnover and float value as proxies…

EquitiesChina marketsTechnical indicators
SuperMind

The document proposes an A-share stock screen combining three conditions: daily amplitude above one, a shrinking negative MACD histogram on a fifteen-minute chart, and turnover between three and twelve percent. The intended idea is to find shares with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines four conditions: daily high-low range greater than 1% of the previous close, a code beginning with 60, a beverage-alcohol industry classification, and market value of at least 1 billion yuan. The article interprets the…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This document proposes a stock watchlist screen that selects shares with daily amplitude above a threshold, at least one limit-up event during the prior 25 days, and high ranking by market attention. It frames amplitude as a way to find volatile stocks, a…

EquitiesMomentumVolatilitySentiment
SuperMind

The document describes a Chinese stock screen combining daily price movement, a recent two-day high, a market-cap ceiling, and positive net profit. It presents amplitude above one as a volatility filter and a fresh high as a sign of near-term strength, while…

EquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equities screening rule that combines a short-versus-long moving-average trend filter with trading activity and daily price range. It selects stocks whose twenty-day average is above the 120-day average, whose amount traded…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a Chinese equity screen based on daily amplitude, current turnover, and the prior day's actual turnover. Its stated conditions require amplitude above 1, current turnover between 2% and 9%, and prior-day actual turnover between 3% and…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This Chinese stock screen combines daily price range, weekly MACD, opening auction performance, and a valuation filter. It selects stocks with an amplitude above 1, a positive weekly MACD reading, an opening change between -2% and 5%, and a price-to-book…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a rules based screen for Shenzhen main board stocks associated with robotics. It combines a daily turnover range of 3% to 12%, circulating market value below 10 billion yuan, price to earnings ratios from 0 to 29.01, and price to book…

EquitiesChina marketsFactor investingStatistics
SuperMind

This Chinese-language post describes a stock screen focused on the metaverse theme. It combines an upward-sloping 30-day moving average with a weekly price cross above a 30-week moving average, presenting weekly data as a way to reduce some day-to-day noise.…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-language post outlines a short-term equity screen using three conditions: a shrinking MACD histogram on 15-minute bars, a cap on tradable share float, and high relative trading volume. It ranks stocks by volume ratio, filters for smaller float…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes screening equities by price range, recent consecutive limit-up sessions, and a positive institutional-flow measure. It interprets a large daily range as a sign of activity, a three-session limit-up sequence as evidence of…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This A-share screening proposal combines a positive MACD reading with ranking by stock popularity and a qualitative preference for high-quality companies. Screening is intended to run after each daily close. The document gives the standard…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post presents a Chinese equity screening idea using turnover, a cap on circulating shares, exclusion of ST-designated stocks, a short-term limit-up approach, and selection before 10 a.m. It describes the turnover, circulating share count, and ST filters…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes a Chinese stock screen combining turnover between 3% and 12%, a three-day price decline condition, and a specified share price. Its narrative specifies 18.5 yuan, while the heading refers to 18, so the target price is inconsistent. It…

EquitiesTechnical indicatorsChina markets
SuperMind

The article outlines a short-term A-share stock screen based on turnover and company size. It seeks stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported losses, and previous-day turnover above 8%. The document…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The article describes a China A-share screening rule that selects main board companies with MACD above its zero line, a daily price gain greater than 1%, market capitalization below 10 billion yuan, and no losses. It presents the conditions as a combined…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks with 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 prior-day actual turnover between 3% and 28%. The stated intent is to…

China marketsEquitiesStatisticsTechnical indicators
SuperMind

The document proposes a Chinese A-share screening approach combining price amplitude, market heat ranking, and a 15-minute MACD condition. It selects stocks whose high-to-low range exceeds one percent of the prior close, ranks candidates by a heat measure,…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three filters: daily amplitude above one, a rising short-term moving-average relationship, and at least two limit-up sessions within the past 500 days. The stated rationale is that amplitude and the moving-average condition…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a Chinese A-share screening idea that combines a MACD value above zero, upward divergence between short and longer moving averages, and a metaverse theme. It presents MACD and moving-average calculations and suggests using the signals…

EquitiesChina marketsTechnical indicatorsMomentum