Skip to content

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 screen selects Chinese A-shares outside the Beijing market with turnover between 3% and 12%, then filters for an opening auction price change above -2% and below 5%. The document gives a formula-style expression and a Python example intended to…

EquitiesChina marketsMomentum
SuperMind

This post proposes an A-share stock screen combining an RSI below 65, a positive product of daily price change and a proxy for very large order net volume, a limit-up event within roughly the past month, and a price-to-earnings ratio below 30. It describes…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection approach combines three technical conditions: a daily high-low range above one percent, a newly formed KDJ bullish crossover, and an upward-sloping 30-day moving average. The article proposes using stocks that meet all three conditions…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This algorithmic strategy combines a nine-signal Piotroski-style fundamental score with short-term return reversal. It ranks stocks using the most recently available quarterly statements, classifies firms as strong, middle, or weak on fundamentals, and pairs…

EquitiesMean reversionFactor investingPortfolio construction
SuperMind

This post describes a short-term Chinese stock screen combining daily amplitude, a proxy for main-force control, and a run of at least three consecutive advances. It frames the conditions as a way to find volatile stocks with strong recent price action. The…

China marketsEquitiesMomentumBreakout
SuperMind

This historical stock screen combines a daily price-amplitude condition with a date filter and a morning star candlestick signal. It looks for observations from 2021 where the high-to-low range exceeds 1% under the formula shown, and where the pattern…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This stock selection method combines a technical filter with earnings growth and valuation criteria. It selects Shenzhen main-board stocks whose RSI is below 65, whose parent-company net profit growth is above 20% and no more than 100%, whose…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed screen starts with Chinese stocks whose codes begin with 60 and whose turnover rate is between 3% and 12%, then says to rank qualifying names by individual-stock attention or popularity. The accompanying explanation treats attention as a proxy…

EquitiesChina marketsSentimentTechnical indicators
SuperMind

This proposed Chinese equity screen selects stocks with daily turnover between 3% and 12%, a reversal or engulfing-style pattern, and a listing history longer than a chosen number of years. The article illustrates the pattern using daily price ranges and a…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese A-share screening proposal combines three conditions: RSI below 65, upward-diverging moving averages on the current day, and at least two limit-up sessions within the preceding 500 days. The article presents the screen as a way to combine…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines trading activity, recent price movement, and a qualitative early-uptrend condition. It selects shares with turnover between 3% and 12%, a positive ten-day gain below 35%, and a pattern described as the start of a major…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening idea looks for stocks associated with the metaverse theme, a circulating share count no greater than 5.5 billion shares, and at least one limit-up day during the prior 25 trading days. The document frames the filters as a way to focus…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

This A-share stock screen combines three conditions: daily turnover between 3% and 12%, an opening price within 5% of the ten-day simple moving average of closing prices, and circulating market capitalization between 5 billion and 10 billion yuan. It uses…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock screen ranks candidates by a volume ratio, then filters for positive large-order net volume above 0.05 for at least three consecutive days and a rising 30-day average. The article interprets stronger volume ratios and persistent large-order…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening example selects shares in the metaverse industry whose circulating share count is at most 5.5 billion and whose price is at or above its five-day moving average. It presents the rule as a technical filter intended to identify…

EquitiesTechnical indicatorsChina markets
SuperMind

This post proposes screening main-board shares with turnover rates between 3% and 12%, a daily gain above 1%, and an opening price near the 10-day moving average. Its example defines “near” as within 3% of that average. The rationale is to find short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a short-term equity screen requiring daily price amplitude above 1, evidence of main-force control on the previous day, and a share price below 12. It characterizes the filters as combining technical and fundamental considerations,…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This Chinese stock-screening post proposes selecting beverage and alcohol import-export companies with a 14-period RSI below 65 and previous-day turnover value above 60 million yuan. It presents RSI as a gauge of buying and selling conditions, sector…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock selection rule screens for turnover between 3% and 12%, a rising DEA indicator, and a maximum holder concentration value no greater than 20%. The article describes the concentration filter as a way to favor stocks with more dispersed holdings and…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock screen combines three conditions: turnover between 3% and 12%, a rising DEA indicator, and a low price threshold. Its accompanying formula describes DEA through moving-average relationships, while the Python example calculates the indicator and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a short-term A-share screening rule: select stocks in the metaverse sector, require the reported opening-price change at 9:25 to be below six percent, and require a positive institutional-flow indicator. It presents a…

EquitiesChina marketsSentimentTechnical indicators
SuperMind

This stock-selection idea combines an amplitude filter with a weekly moving-average crossover and a condition described as the start of a strong upward move. The intended approach is to identify stocks near the beginning of a rising trend, then assess them…

EquitiesTrend followingTechnical indicatorsMomentum
SuperMind

This daily post-close stock screen selects shares whose MACD reading is above zero and whose short-to-long moving-average sequence is rising. It then orders eligible names by a measure of individual-stock heat, intended to represent market attention. The…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-screening concept targets Chinese A-share companies with positive earnings, market capitalization below the stated ceiling, a daily high-low range above the stated threshold, and a nonempty name for an outstanding convertible bond. The document…

China marketsEquitiesTechnical indicatorsFactor investing