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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 post outlines an A-share stock screen for companies in the metaverse industry. It selects stocks that appeared on the prior day’s trading-activity list and had year-over-year growth in net profit attributable to parent-company…

China marketsEquitiesEvent-drivenStatistics
SuperMind

This post outlines a simple Chinese stock screening idea: select stocks whose MACD is above zero, whose short-term moving averages are rising or spreading upward, and whose codes begin with 60. It presents indicator definitions, a screening concept, and a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a China A-share screening rule for main-board stocks. It selects robot-concept names with turnover between 3% and 12%, circulating market value below 10 billion yuan, and a close above the prior day’s low. The stated rationale combines…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

The document outlines a Chinese equity screening rule that combines a daily price-range threshold, current trading volume above a stated level, a higher opening price, and a cap on the number of shares in the public float. It frames these conditions as a way…

EquitiesTechnical indicatorsChina markets
SuperMind

The document presents a channel-based trading indicator using a 40-period average of typical price as its center line and a 40-period average of the true range to set upper and lower bands. It defines a long entry when the center line is rising and the high…

Technical indicatorsBreakoutVolatilityRisk management
SuperMind

This document outlines an A-share stock screen using a turnover range of 3% to 12%, market value below 10 billion yuan, positive return on equity, and exclusion of the STAR Market. It also mentions excluding stocks with an ST designation in its Python…

EquitiesChina marketsFactor investing
SuperMind

The document outlines a China-focused stock screen that combines trading activity, company earnings growth, and a technical condition. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, and a…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This daily stock-selection screen combines a positive MACD reading, positive trailing earnings valuation, and alignment among moving averages. It lists averages from short to long horizons, spanning 5 to 250 trading days, and describes selecting stocks after…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening idea combines a ranking by trading activity, a share-price filter near 18.5 yuan, and a shortening MACD histogram on a 15-minute chart. The post interprets stronger trading activity as greater market attention and a contracting negative…

EquitiesTechnical indicatorsMomentum
SuperMind

This article outlines a stock selection rule based on daily price amplitude above 1, RSI below 65, and turnover from 3% to 12%. Its final proposed version also includes a price-to-earnings ratio below 30. The explanation treats amplitude as a measure of…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese-language article describes an A-share screening rule combining turnover, a newly formed KDJ bullish crossover, and upward separation of moving averages. Its stated conditions use a turnover range of 3% to 12%, a KDJ cross, and a short moving…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock-selection screen using three conditions: amplitude above 1, rising bottoms, and turnover between 3% and 12%. It provides corresponding indicator logic for a Chinese trading platform and a Python example. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a Chinese equity selection rule combining a turnover range with an imbalance between externally classified buy and sell volume. It specifies turnover between 3% and 12%, an outside-to-inside volume ratio above 1.3, and an additional…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

This note outlines a short-term Chinese equity screen combining three signals: a price-range condition, positive large-order net volume for at least three consecutive days, and net buying pressure in the opening auction. It gives indicator expressions for…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This note describes a Chinese equity screen for companies classified in the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose low price is below 12. The accompanying formula expresses the moving-average…

EquitiesChina marketsTechnical indicators
SuperMind

The screen seeks Chinese stocks with RSI below a stated ceiling, positive main-fund flow on the prior day, and more than two limit-up sessions within ten days. The post frames recent limit-ups as a sign of strong price action and describes RSI and capital…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen selects securities with daily amplitude above a threshold, a nonempty name for an outstanding convertible bond, and a price below the stated cutoff. It then ranks candidates by average turnover. The accompanying Python example adds…

EquitiesChina marketsFactor investing
SuperMind

This A-share screening idea combines a positive MACD condition, upward separation of the day’s moving averages, and net buying pressure from the opening auction. The accompanying explanation treats MACD and moving averages as signals about price direction,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening example combines three filters: an intraday high-low range above 1%, a high ranking for net large-order volume, and prior-day opening-auction turnover above a stated threshold. The example sorts selected names by trading amount…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock-screening example selects main board shares when MACD is above zero, the short and longer moving averages show an upward separation, and the stock’s daily gain exceeds 1%. Its example implementation uses 12- and 26-period exponential…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines three filters: an RSI reading below 65, daily price amplitude above 1, and a market capitalization below 10 billion yuan. It also describes the candidates as companies without losses. The accompanying Python example uses historical…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This Chinese-language trading script describes a long-only breakout setup using an 8-period and a 40-period moving average. It waits for a sequence of candle conditions: an earlier close near the low, a subsequent close near the high, and the prior close…

EquitiesBreakoutTechnical indicatorsPosition sizing
SuperMind

This Chinese-language post outlines a stock screen for companies in the metaverse concept category. It selects stocks whose price is above the five-day moving average and that appeared on the prior day’s trading leaderboard. The post gives equivalent…

EquitiesChina marketsMomentumTechnical indicators