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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 proposed A-share screen combines three conditions: RSI below 65, the ratio of externally initiated to internally initiated trading volume above 1.3, and a signal interpreted as institutional bargain buying. The post provides example query logic and…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This document describes a daily pre-open screen for Chinese stocks priced below 12 yuan. It requires MACD to be above zero and three moving-average crossover conditions to occur together: the 5-day average crosses above both the 10-day and 20-day averages,…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection approach screens Chinese A-shares using three kinds of signals: RSI below 65, external volume divided by internal volume above 1.3, and large-order net volume above 0.05 over three consecutive days. The explanation interprets persistent…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

R-Breaker is an intraday futures strategy that combines breakout entries with reversals against an existing position. It calculates six price levels from the prior session’s high, low, and close: observation levels, reversal levels, and outer breakout…

FuturesTrend followingBreakoutMean reversion
SuperMind

This Chinese equity screen selects stocks with turnover rates between 3% and 12%, at least one limit-up event in the prior 25 days, and at least two limit-up events within 500 days. The post presents these filters as a way to combine trading activity with…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

The document outlines a Chinese equity screening rule that combines daily price range, recent turnover, opening-auction activity, and estimated large-order buying. It selects stocks with an amplitude above 1 and a product of yesterday’s turnover rate and…

EquitiesTechnical indicatorsSentimentMarket microstructure
SuperMind

This proposed stock screen combines three conditions: market capitalization below 10 billion yuan, a company with no losses, and weekly MACD above the zero line. It also looks for at least five moving averages to converge, which the article interprets as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed equity screen selects Shenzhen main board stocks using a combination of valuation, recent price action, and trading activity. It specifies a price-to-earnings range from above zero through 29.01, a price-to-book range from above zero through…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes using a Chinese stock-screening service to combine natural-language conditions across technical indicators, market activity, company fundamentals, financial statements, price patterns, and sector or market classifications. Conditions…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese A-share screening idea combines a turnover band of 3% to 12%, a rising DEA indicator, and a condition that price change multiplied by net volume from very large orders is positive. The document presents the combination as a way to capture…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines price activity with an industry filter. It selects Chinese listed companies tied to beverage alcohol production, alcohol imports and exports, or related supply chains, provided they have an intraday amplitude above 1, current…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock-screening idea selects Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and looks for a morning-star-like reversal condition. The article describes the candlestick pattern as a possible upward reversal after a…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

The post proposes a Chinese equity screen combining metaverse theme membership, circulating market capitalization above 10 billion yuan, and a three-consecutive-limit-up run as of the previous day. It frames the screen as a way to find stocks with strong…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection idea combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and at least one daily gain of 10% or more during the preceding 25 trading days. The article presents versions of the screen in Chinese…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article introduces the price rate of change (ROC), which compares the latest closing price with the close a chosen number of days earlier. It describes ROC as a way to gauge the speed of price advances or declines: a rising positive reading suggests…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

This Chinese stock-selection strategy screens for shares priced below 12 yuan, with MACD above zero and progressively higher rolling lows. The low-price condition is presented as a way to limit risk, while positive MACD is used to identify strength. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection note combines a rising 30-day moving average with a condition that recent large-investor net additions exceed 5%. It interprets the moving average as evidence of an upward price trend and the flow measure as a sign of buying…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document outlines a technical stock screen requiring daily price amplitude above a threshold, weekly MACD above zero and above its signal line, and RSI below a ceiling. It describes amplitude as a short-term movement measure, weekly MACD as a trend…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

The document describes a Chinese stock screening rule combining daily price amplitude above a threshold, a positive weekly candle, and circulating market capitalization above a stated floor. It interprets the amplitude as a volatility filter, the weekly…

EquitiesVolatilityTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a main-board stock screen using RSI below 65, a daily gain above 1%, and a closing price of 18.5 yuan. It frames RSI as a way to find stocks with potential for a rebound and the positive daily move as a sign of near-term…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This screen looks for stocks with a circulating market value above 10 billion yuan, current volume above 10,000 lots, an intraday amplitude above 1, and an opening price above the prior close. The proposed combination uses market size, trading activity,…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This stock screen selects shares with turnover from 3% to 12%, three consecutive declining sessions, and a relative-volume reading between 1.5 and 6. The rationale is to find actively traded stocks whose prices have recently weakened, describing them as…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

This stock screen combines turnover between 3% and 12%, a positive ten-day gain below 35%, and a 15-minute MACD histogram whose negative bars are shortening. It uses the improving histogram as a timing signal within stocks that have already shown some recent…

EquitiesTechnical indicatorsMomentumRisk management