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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

This stock-screening idea selects A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and looks for the weekly closing price to cross above its 30-week moving average. It presents the rule as a way to identify stocks entering an upward…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This screening idea targets main-board Chinese stocks meeting three conditions: a 15-day maximum amplitude above 1, institutional participation above 25% over 15 days, and a declining seven-day moving average. The article presents the combination as a way to…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock selection method combines a 14-period RSI below 65 with positive parent-company net profit growth between 20% and 100%, and a current daily low below the previous day’s low. The article describes screening for eligible Shanghai-listed shares,…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This document describes screening metaverse-related stocks using two auction and opening conditions: positive net buying attributed to large participants during the auction and a 9:25 price rise below 6%. The stated rationale is to focus on a thematic group,…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This document outlines a historical stock-selection screen using metaverse association, an upward-moving 30-day average, and the year 2021. It describes selecting stocks linked to the metaverse concept whose 30-day moving average is rising, with a date…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

The document describes a stock screen combining daily price range, MACD, company size, and annual profitability. It selects shares with an amplitude above 1, MACD above its zero line, market capitalization below 10 billion yuan, and positive net profit. The…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

The document describes a Chinese equity screening rule combining daily price range, turnover, and the opening price relative to the 10-day moving average. It seeks stocks with a price range above 1%, turnover above 2% and no more than 9%, and an open near…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document describes a Chinese stock-selection rule for beverage-related industries. It selects stocks with MACD above zero, membership in beverage manufacturing, beer, or liquor categories, and a 10-day price gain from zero up to but excluding 35 percent.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen combining daily price range, a low KDJ reading, and evidence of a limit-up event within the prior 25 days. It presents the conditions as a way to find volatile, potentially oversold stocks that have recently…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This article describes a China A-share screen focused on the metaverse theme. It selects stocks with prior-day turnover above 8%, a weekly five-period moving average crossing above the ten-period average, and a closing price above its five-day average. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening strategy first restricts candidates by turnover, circulating market value, and a positive-earnings condition. It then selects companies whose year-over-year growth in net profit attributable to parent-company shareholders falls within…

China marketsEquitiesFactor investingRisk management
SuperMind

This stock-selection idea screens for shares whose daily high-low range exceeds a threshold, whose RSI is below a ceiling, and whose current high matches the highest high over the latest two days. The accompanying explanation frames the recent high as a way…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and a ratio involving prior turnover, current auction volume, and previous volume. It selects stocks with…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The document proposes a stock screen combining an amplitude threshold, a maximum circulating share count, and a weekly moving-average crossover. It presents these as ways to select more volatile stocks, limit the universe to smaller-cap names, and identify…

EquitiesTechnical indicatorsBreakoutMomentum
SuperMind

This Chinese-market stock screen selects shares whose daily amplitude exceeds 1%, that recorded at least two limit-up moves within a 500-day lookback, and whose return falls between -5% and 2.6%. The article also proposes sorting candidates using a score…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese A-share stock screen combines a technical filter, an earnings filter, and recent price momentum. It selects shares with a 14-period RSI below 65, positive net profit attributable to parent-company shareholders growing by more than 20% and up to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines a turnover rate from 3% through 12%, a newly formed KDJ golden cross, a 2019 dividend ratio above 25%, and a minimum market value above 1 billion yuan. The article describes turnover as a liquidity filter, the KDJ crossover…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines a turnover-rate band of 3% to 12% with an exclusion of Beijing-listed A shares and a parent-company net-profit growth condition. The final rule specifies year-over-year growth, on a trailing-twelve-month basis, above 20% and no…

EquitiesChina marketsFactor investingStatistics
SuperMind

This Chinese A-share screening idea combines a metaverse concept classification, an upward-sloping 30-day moving average, and a control-ratio threshold above 21%. It presents the moving average as a trend filter and the concept label as a way to focus on a…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock-screening post proposes combining three signals: RSI below 65, a rising MACD DEA line, and repeated limit-up sessions. The stated rationale is to find shares with favorable technical conditions and strong market interest. The post’s final…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed screen looks for stocks in the metaverse sector that appeared on the prior day’s public trading activity list and have a turnover rate between 3% and 12% on the current day. It frames the combination as a way to use market attention and…

EquitiesSentimentMarket microstructureChina markets
SuperMind

This stock-selection screen ranks or selects shares by trading volume, requires a positive return, and looks for at least two limit-up sessions within a ten-day window. The article interprets high volume as a sign of investor attention and repeated limit-ups…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

The post describes a short-term Chinese stock screen that seeks shares with an amplitude measure above a threshold, ranks them by the day’s auction amount, keeps the top five, and requires a positive return. Its stated rationale is to focus on active,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection note screens Chinese equities in the metaverse theme with circulating market capitalization above a stated threshold. It further applies a condition linking the prior day’s turnover rate with the ratio of today’s opening auction volume…

EquitiesChina marketsSentimentVolatility