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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 equity screen combines three conditions: daily amplitude above 1, a 9:25 a.m. gain below 6%, and a weekly price series crossing above its 30-week moving average. The post presents the combination as a way to consider volatility, the opening…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese equity screening post combines a 14-period RSI below 65 with three consecutive down sessions and a volume-based condition involving yesterday’s turnover and today’s opening-auction activity relative to prior volume. The intended range for the…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This Chinese-equity screening proposal combines three conditions: RSI below 65, a daily gain above 1%, and main-board listing status. It further requires large-order net buying above 0.05 hundred million yuan for at least three days. The rationale offered is…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen selects companies assigned to a metaverse industry category, with a positive recent return and five moving averages aligned at the same value. The specified averages use 5, 10, 20, 30, 60, and 120 periods, and the combined example also adds…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock screen combines three conditions: daily price amplitude above 1%, a listing history longer than one year, and a nonempty name for an outstanding convertible bond. The accompanying rationale treats amplitude as a sign of activity, listing age as a…

EquitiesTechnical indicatorsChina markets
SuperMind

The document describes a Chinese A-share screening rule focused on stocks associated with the metaverse theme. It combines sector membership with a circulating market capitalization threshold, current trading volume above 10,000 lots, and an opening price…

EquitiesChina marketsBreakoutTechnical indicators
SuperMind

This Chinese equity screen combines three conditions: a 14-period RSI below 65, unchanged 30-day high and low values compared with the prior session, and an opening price less than 6% above the previous close. The article frames the morning price cap as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese equity screen requiring a daily high-low range greater than 1% of the previous close, a trading date in 2021, and a filter intended to exclude stocks that hit the daily price limit on the prior day. It provides indicator-formula…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This A-share screening idea combines three signals: prices above several moving averages, net buying by large orders in the afternoon, and shrinking green bars on a 15-minute MACD. The text interprets moving-average alignment as a stable trend, large-order…

EquitiesTechnical indicatorsMomentum
SuperMind

This screening rule selects equities with turnover between 3% and 12%, a flag indicating appearance on the prior day's exchange activity list, and a price-to-earnings ratio below 20. The stated rationale is to combine a moderate level of trading activity…

China marketsEquitiesFactor investingTechnical indicators
SuperMind

This stock selection idea combines a price range condition, sustained profitability, and a recent price high. It seeks shares whose high-to-low movement exceeds a volatility threshold, whose return on equity stayed above 15% for five consecutive years, and…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This post outlines a Chinese-market stock screen that targets companies associated with the metaverse concept. It combines a rising 30-day moving average with a close above the previous session’s low. The article supplies indicator logic and a Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The strategy screens Chinese equities associated with the metaverse theme. It requires the previous day’s actual turnover to be between 3% and 28%, and at least one limit-up event during the prior 25 days. The rationale is that the industry theme may offer…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

This stock-selection idea combines three filters: at least five moving averages converge, turnover lies between 2% and 9%, and the stock’s gain at 9:25 is below 6%. The document interprets clustered averages as relatively stable price behavior, the turnover…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This article proposes screening Chinese stocks using three conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and a signal derived from beverage and alcohol import-export data. It describes the crossover as a possible sign of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screen combining three conditions: daily high-low amplitude above one, at least one daily gain of 10% or more in the prior 25 trading days, and parent-company net profit growth above 20% and no more than 100%. It…

EquitiesChina marketsVolatilityMomentum
SuperMind

This equity screen combines three signals: rank stocks among the top 100 by volume ratio, require a newly formed KDJ bullish crossover, and require the 30-day moving average to slope upward. The document presents these filters as checks on trading activity,…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This stock selection method combines a turnover range of 3%–12%, greater first-level bid volume than ask volume, and a rising KDJ K line. The accompanying indicator example also checks for consecutive K increases, price above a short moving average, positive…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This post describes a stock screen using three conditions: amplitude above a threshold, a current-day maximum decline between the stated percentage bounds, and a previous session that was not limit-up. It provides a formula reference and a Python example…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese-language post outlines an equity screening idea that combines stocks with amplitude above a stated threshold, the five highest opening-auction amounts for the day, and a proxy for institutional buying. It gives a corresponding indicator-formula…

EquitiesChina marketsTechnical indicatorsFactor investing