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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 stock selection approach combines three filters: daily amplitude above 1%, afternoon large-order net inflow, and circulating market value between 5 billion and 10 billion yuan. From stocks that pass, it proposes selecting the one with the highest gain.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes selecting Chinese stocks with price amplitude above 1, a MACD signal above the zero axis, and trading activity during 2021. It interprets larger amplitude as greater volatility and the MACD condition as a favorable buying signal. The…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This post describes a Chinese equity screen combining three conditions: daily price amplitude above 1, previous-day turnover above 60 million, and a 2019 dividend ratio above 25%. It presents the first condition as a way to find more volatile stocks,…

EquitiesChina marketsVolatilityRisk management
SuperMind

This proposed stock screen combines a measure of current buying activity with recent limit-up occurrences. Its stated conditions are a buying-share measure above five percent and more than two limit-up days within ten days; it also refers to a listing-age…

EquitiesChina marketsMomentumSentiment
SuperMind

This stock-selection screen combines daily price movement and trading activity. It selects shares with an intraday high-to-low range of at least one percent and turnover between two and nine percent, while excluding stocks that closed at the upper price…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document proposes an A-share stock screen for companies classified in the metaverse sector. It requires a circulating share count no greater than 5.5 billion and a current-day low below the prior day’s low. The stated rationale is to focus on a selected…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This document describes a Chinese equity screen for Shenzhen Main Board stocks. It selects stocks with a daily range above 1, price-to-earnings ratios from 0 to 29.01, price-to-book ratios from 0 to 3.11, and a quoted 9:25 gain below 6%. The rationale is to…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The document outlines a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, a reversal or engulfing-style condition, and codes beginning with 60. It describes this as a way to combine trading activity, a price-pattern signal,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening method combines a minimum price-amplitude condition, a positive MACD condition, and a capital-flow ranking. It proposes prioritizing stocks with stronger measured capital flow, treating amplitude as a volatility filter and MACD…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal selects stocks using a turnover range, a positive but capped ten-day price gain, and a threshold for the day's increase in positions. The article interprets turnover as a measure of activity, recent return as a trend…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a Chinese equity screen combining amplitude above a threshold, a rounded price pattern over multiple lookback windows, and market capitalization above a minimum. It provides an indicator formula that also restricts the candidates to a…

EquitiesTechnical indicatorsChina markets
SuperMind

This note proposes screening Chinese stocks in the metaverse industry for an opening price near the ten-day moving average, together with a purported morning-star signal. Its formula examples add moving-average cross conditions and a KDJ-based condition with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection note describes a short-term screen combining daily price movement, a weekly moving average, and opening-auction order flow. It selects shares with an amplitude above 1, a close above the five-day average and the previous close,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a stock screen for companies associated with the metaverse, requiring the 30-day moving average to rise and daily MACD to be positive. Its stated aim is to identify stocks with an upward trend confirmed by a momentum indicator. The…

EquitiesChina marketsMomentumTrend following
SuperMind

This note proposes screening stocks with turnover between 3% and 12%, a K value below 20, and 2021 revenue more than 10% above 2018 revenue. It combines a trading-activity range and a technical threshold with a multi-year revenue comparison, aiming to…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a Chinese stock screen combining amplitude greater than one, a prior-day 9:15 matching price at the limit-down level, and trading activity during 2021. The stated rationale is to identify volatile stocks alongside a signal of weak market…

EquitiesChina marketsVolatilitySentiment
SuperMind

This Chinese stock-screening proposal selects shares with daily amplitude above a threshold, a minimum time since listing, and a reported daily increase in position share above five percent. It frames high position growth as a possible sign of market…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese stock-selection proposal screens mainland A-share main-board stocks using three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and a threshold on the product of the day’s price change and an unusually…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock-selection method screens for shares with turnover between 3% and 12%, market capitalization of at least 200 million yuan, and a positive product of the daily price change and a measure of large-order net flow. The article also presents an…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This stock-selection proposal combines three filters: daily amplitude above a threshold, a price and short moving-average condition intended to capture upward dispersion, and a minimum listing age. The document provides a formula-style expression and a…

EquitiesTechnical indicatorsBacktestingRisk management
SuperMind

This post describes a Chinese equity screen requiring price amplitude above 1%, a current high equal to the highest high over two days, and a prior day that did not meet the post’s limit-up conditions. It supplies example formulas and a Python-style outline…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude above 1%, at least two suspected limit-up moves within a 500-day lookback, and first-level bid volume greater than first-level ask volume. It also gives example indicator…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

The proposed screen selects stocks with turnover between three and twelve percent, a rising KDJ K line, and bullish crossings among moving averages. The formula example specifies crosses of the five- and ten-period, ten- and twenty-period, and twenty- and…

EquitiesTechnical indicatorsMomentumChina markets