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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
WonderTrader
14 documents
Alphalens
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

The document proposes screening Chinese stocks for an RSI below 65, year-over-year net profit growth above 20% and up to 100%, and more than two limit-up days over a recent 10-day period. Its rationale combines a technical condition, a profitability-growth…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity selection rule combining daily amplitude above 1, a rounded or arc-like price shape, and a Morning Star candlestick pattern. It explains the pattern as a possible sign of a rebound after a market decline, while…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The document outlines a Chinese equity screen combining turnover between 3% and 12%, a beverage and alcohol industry classification, and an opening price near the 10-day moving average. It presents these filters as a way to combine trading activity, sector…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection proposal combines three signals: today’s position-increase share above 5%, a weekly five-period moving average crossing above the ten-period average, and more than two limit-up sessions in the last ten days. The accompanying…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese A-share screening idea selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and market capitalization above 200 million. The accompanying discussion frames these conditions as a way to find stocks…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screening strategy focuses on companies in the metaverse industry. It selects stocks when the KDJ indicator forms a fresh bullish crossover and the current day’s low is below the previous day’s low, seeking an apparent pullback alongside a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese-equity screen requiring a reported increase in holdings above 5%, float market value between 5 billion and 10 billion yuan, and a 9:25 opening gain below 6%. The post interprets the net-buying measure as possible buying…

EquitiesChina marketsSentimentRisk management
SuperMind

Recursive indicators depend on preceding values, so their outputs can change when calculations begin with different amounts of historical data. A backtest may use a long requested date range, while a live or dry run may have fewer candles available from the…

BacktestingTechnical indicatorsStatistics
SuperMind

This proposed Chinese-equity screen combines three conditions: at least five moving averages are described as overlapping, the stock’s quoted gain at 9:25 is below 6%, and its return over ten days is positive but below 35%. The rationale is to seek price…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines four conditions: daily high-to-low amplitude of at least 1%, market capitalization no greater than 10 billion yuan, positive net profit, and an intraday low between 4% and 5% below the open. The description frames the decline as a…

EquitiesChina marketsMean reversionRisk management
SuperMind

The post describes a stock screen combining a daily price condition with a profitability filter: select stocks whose intraday high-to-low range exceeds a stated threshold, whose current low is below the previous day’s low, and whose return on equity has…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This A-share screening idea combines a short-interval momentum signal with a reported capital-flow measure and company classification. It looks for a 15-minute MACD histogram whose negative bars are shortening, which the article interprets as potentially…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This A-share screening proposal selects companies with market capitalization no greater than 10 billion yuan and no reported losses, then ranks them by capital-flow strength. The article frames the small-cap filter as a way to reduce the influence of market…

EquitiesFactor investingChina marketsRisk management
SuperMind

This A-share screening idea combines intraday price movement, listing status, recent price highs, and company size. It selects stocks with a stated amplitude above 1, excludes names containing the ST designation, requires selection before 10:00, and filters…

EquitiesBreakoutTechnical indicatorsChina markets
SuperMind

This post describes a simple stock selection screen combining a technical condition with valuation and recent price movement. It selects stocks with RSI below 65, positive price-to-earnings ratios, and a 10-day gain greater than zero but below 35%. The…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, at least one limit-up event in the preceding 25 days, and a condition based on yesterday's turnover multiplied by the ratio of today's opening-auction volume to…

EquitiesChina marketsBreakoutMomentum
SuperMind

This post describes a Chinese equity screen that selects stocks with daily amplitude above 1%, excludes stocks that closed at the daily limit-up on the previous session, and requires circulating market capitalization above 10 billion yuan. It defines…

EquitiesTechnical indicatorsChina markets
SuperMind

This note presents an A-share stock screen that combines daily price amplitude, a specified closing price, and year-over-year growth in net profit attributable to parent-company shareholders. The stated selection criteria are amplitude above 1%, a closing…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes an A-share screen for beverage and alcohol related companies. It selects stocks with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan, using industry classifications to identify the target…

EquitiesChina marketsMarket microstructureBacktesting
SuperMind

This A-share screening idea combines a price amplitude above 1%, a prior-day condition described as institutional control, and a positive weekly WVAD signal. The post interprets these as signs of active trading, large-investor attention, and buying pressure.…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This A-share stock screen combines three technical conditions: daily price range above 1%, a positive but sub-35% return over ten days, and turnover between 3% and 12%. The rationale is to find stocks with noticeable movement and recent gains while avoiding…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed equity screen selects stocks with a large daily trading range, at least two limit-up events over a 500-day lookback, and at least one daily gain of 10% or more during the latest 25 trading days. The post provides formula sketches and a Python…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This stock screen combines a sector filter for metaverse-related companies with a positive return condition and a closing price between the middle and upper Bollinger Bands. The cited indicator uses a 20-period window and two standard deviations. The…

EquitiesTechnical indicatorsMomentumChina markets