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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 Chinese-language article outlines an equity screening rule that combines a relative strength index below 65, a positive product of price change and a proxy for net large-order activity, and a shortening MACD histogram on a 15-minute interval. The stated…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The document proposes screening Chinese listed stocks for daily price amplitude of at least 1%, a nonempty outstanding convertible-bond name, and prior-day trading value above 60 million. It argues that amplitude captures price movement, convertible-bond…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-language post describes a simple stock screen for the metaverse sector. It selects companies that had a limit-up event within the previous 25 days and have a positive price-to-earnings ratio. It presents the recent price surge as a sign of…

EquitiesChina marketsEvent-drivenTechnical indicators
SuperMind

This Chinese equity screen builds a stock pool using three signals: RSI below 65, a shortening negative MACD histogram on 15-minute bars, and capital-flow strength ranked from high to low. The code example calculates RSI and MACD from intraday prices and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen looks for stocks with price amplitude above 1 and a ratio between 0.5 and 2. The ratio is described as yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume. The article also places…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme when their volume ratio is above 1.5 and below 6, daily MACD is positive, and market capitalization is below 50 billion yuan. The article describes the volume ratio as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen combines company size, profitability, and trading activity. Its initial description selects firms valued below 10 billion yuan with no losses and yesterday’s turnover above 60 million yuan, ranking candidates by capital strength.…

EquitiesChina marketsMomentumFactor investing
SuperMind

This note proposes screening main-board stocks for turnover between 3% and 12%, a daily gain above 1%, and a current-day low below the prior day’s low. It frames the turnover and gain requirements as measures of activity and strength, while the lower low…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-selection note screens for turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume, and an indication that major investors controlled the stock on the prior day. The stated rationale is to…

China marketsEquitiesMomentumMarket microstructure
SuperMind

This note describes a Chinese stock screen that selects shares with amplitude above 1, ranks them among the top five by the day’s auction value, and requires RSI below 65. The rationale combines early trading interest with a price movement filter and a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen combines a technical filter with a fundamental growth condition. It selects shares with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and a rising MACD signal line (DEA). The stated rationale is to seek…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening idea selects stocks with a prior-day amplitude above 1, no limit-up close on the previous day, and an opening gain below 6% at 9:25. The stated rationale is to avoid shares already showing a large opening rise while retaining…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The post proposes screening Chinese stocks for robot-concept membership, turnover between 3% and 12%, circulating market value below 10 billion yuan, and a daily control ratio above 21. The stated idea is to combine thematic exposure and smaller float value…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post describes a Chinese A-share stock screen combining a 14-period RSI below 65 with membership in the beverage and alcohol import-export industry, while excluding stocks associated with Beijing. The stated rationale is to combine a technical condition…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post describes a Chinese equity selection rule that screens for companies classified in the metaverse sector, with prior-day actual turnover between 3% and 28%, and a nonempty name for an outstanding convertible bond. The stated interpretation is that…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The article describes a Chinese equity screen for robot-concept stocks. It selects shares with turnover between 3% and 12%, a circulating market value below the stated threshold, and more than two limit-up sessions within a ten-day window. It then proposes…

EquitiesChina marketsMomentumEvent-driven
SuperMind

This proposed A-share screen combines a daily price-move condition, the presence of a nonempty name for an outstanding convertible bond, and turnover between 3% and 12%. The article presents the combination as a way to find stocks with movement and moderate…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This document outlines a Chinese A-share screening idea focused on companies in the metaverse sector. It combines a circulating-share limit of no more than 5.5 billion shares with a “rising bottom” price pattern: after a rise and pullback, the stock forms a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese stock screen combines a turnover range of three to twelve percent, a reversal pattern described as a rebound after a decline, and at least five overlapping moving averages. The rationale is that clustered averages may indicate a…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This stock screen focuses on companies classified in the metaverse theme that recorded at least one limit-up day within the previous twenty-five days and have a positive return on the current day. The stated rationale is to identify recent strength and…

EquitiesChina marketsMomentumBreakout
SuperMind

The proposed A-share selection rule filters for stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then selects stocks using the previous day's turnover multiplied by the ratio of current auction…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post outlines a stock selection screen that ranks shares by trading activity and market attention, while requiring the 30-day moving average to trend upward. It suggests using turnover or trading value to gauge capital activity, and market…

EquitiesChina marketsTrend followingMomentum
SuperMind

The screening idea selects stocks priced below 12 yuan whose 30-day moving average is rising and whose price is near at least five moving averages. It frames the overlap of averages as a possible sign of support and upside potential. The stated selection…

EquitiesChina marketsTechnical indicatorsMomentum