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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 document provides a compact Chinese trading-platform formula combining several price and market breadth calculations. It derives a 13-period moving average, a 75-period high-low range, and smoothed measures of where closing and opening prices sit within…

Technical indicatorsEquitiesChina markets
SuperMind

The document proposes a technical stock screen requiring a price range measure above a threshold, turnover between two bounds, and MACD above zero. It presents these conditions as a way to find active stocks with short-term trend or momentum, and includes…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes screening Chinese equities for companies in the metaverse sector, positive institutional activity, and a circular arc chart pattern. It argues that sector growth, institutional buying, and a possible price reversal could make these…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This post proposes an equity screening rule that combines three conditions: daily high-low range above a threshold, a newly formed KDJ crossover, and a price-change measure multiplied by large-order net volume exceeding a stated cutoff. It gives example…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This note describes a Chinese A-share screen combining membership in a metaverse category, a turnover-related filter, and an arc-shaped price indicator. Its formula reference expresses the indicator as a 60-period absolute moving average of log price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a stock screen combining price amplitude, a weekly moving average crossover, and a fixed share price. It presents the idea as a way to find shares with recent price movement and an upward trend: amplitude is calculated from the daily…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection proposal screens mainland Chinese main-board equities for a turnover rate between 3% and 12%, a robotics concept classification, free-float market capitalization below the stated threshold, and positive institutional-investor activity.…

EquitiesChina marketsFactor investingSentiment
SuperMind

This stock-selection idea combines a 14-period RSI below 65 with three consecutive bearish sessions and membership in a beverage and alcohol import-export industry group. The post frames the method as a mix of technical and industry information and suggests…

EquitiesTechnical indicatorsChina marketsStatistics
SuperMind

The document describes a stock grid approach built around a reference price. It places an initial position at the current price, then schedules additional purchases at fixed percentage declines, dividing capital across up to six levels with larger…

EquitiesGrid tradingPosition sizingVolatility
SuperMind

This stock screen requires price amplitude above one, prior-day actual turnover between three and twenty-eight percent, and a nonempty name for an outstanding convertible bond. The article presents these conditions as filters for price movement, trading…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock screen selects for price amplitude above one, a weekly five-period moving average crossing above the ten-period average, and no limit-up session on the previous day. The stated rationale combines volatility and a rising trend while excluding…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note presents a Chinese equity selection rule based on four conditions: daily amplitude above 1%, a closing price of 18.5 yuan, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. The accompanying…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen combining daily turnover, the product of price change and large-order net volume, and a volume-ratio range. Its main stated thresholds are turnover between 3% and 12%, a positive product of price change and…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This technical screening idea looks for stocks whose price is near at least five moving averages from different time periods. The examples given are the 5-, 10-, 20-, 50-, and 200-day averages. The premise is that multiple averages clustering near the price…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This stock screen combines four technical conditions: amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and turnover between 3% and 12%. It aims to identify actively traded shares with short-term upward potential…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note presents a Chinese equity screen using a daily price-range threshold, weekly MACD positioned above zero, and a prior-day indicator described as main-force control. It includes example formula logic and a Python-style sketch using market data and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining a daily price-range threshold, a reversal or engulfing pattern, and a ratio of external to internal trading volume above 1.3. Its expanded version also adds positive price-to-earnings and price-to-book…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

The document outlines a stock screen for companies in the metaverse theme. It combines a minimum circulating market capitalization threshold with a stated upper bound on total market value and a requirement for positive net profit. The accompanying Python…

EquitiesChina marketsTechnical indicators
SuperMind

This post describes an equity screen that selects stocks with a daily high-low range above a threshold, that did not close at the upper price limit on the previous day, and that have a positive price-to-earnings ratio. The proposed rationale is to seek…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

The document proposes a Chinese A-share stock screen using RSI below 65, a positive product of daily price change and a five-day signed volume measure, rising moving-average conditions, and trailing price-to-earnings below 30. It explains the signals as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document presents a Chinese equity screen with four conditions: turnover between 3% and 12%, circulating market capitalization between 5 billion and 10 billion yuan, current volume above 10,000 lots, and an opening price above the previous close. It…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

The document describes an equity selection rule for Chinese stocks. It filters for turnover between 3% and 12%, a listing year of 2021, and at least one daily gain of 10% or more among the most recent 25 trading days. The stated rationale is to combine…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document outlines a Chinese equity screen combining a positive but capped ten-day price return, circulating market capitalization above a stated threshold, and a minimum measure of price movement. It presents the criteria as a way to find larger stocks…

EquitiesMomentumTechnical indicatorsChina markets