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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 screens for turnover between 3% and 12%, three consecutive declining sessions, and membership in selected industries, with military-related and high-technology companies given as examples. It combines a trading-activity filter…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This stock screen looks for companies associated with the metaverse whose 30-day moving average is rising and whose shares recorded three consecutive limit-up sessions through the previous day. The document frames the combination as a way to identify stocks…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This stock-screening idea combines three conditions: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and MACD above zero. The author presents the crossover as a possible trend shift and positive MACD as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post proposes selecting stocks classified in the metaverse sector that appeared on the previous day's trading leaderboard and have a nonempty name for an outstanding convertible bond. It frames recent leaderboard activity as a short-term attention…

EquitiesChina marketsEvent-drivenRisk management
SuperMind

This post describes a simple stock selection screen combining a 14-period Relative Strength Index below 65, membership in a beverage and alcohol import-export industry category, and a positive price-to-earnings ratio. The RSI condition is intended to capture…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The article proposes a short-term Chinese equity screen requiring a 14-period RSI below 65, displayed best-bid volume greater than best-ask volume, and at least one limit-up event during roughly the prior month. It frames the combination as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The article describes a Chinese equity screening idea that combines three conditions: at least five moving averages converging, a circulating share count no greater than 5.5 billion shares, and market capitalization below 10 billion yuan for companies…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes an equity screen requiring turnover between 3% and 12%, circulating market capitalization between 1 and 55 hundred million yuan, and a three-limit-up sequence on the previous day. The stated intent is to identify recently strong…

EquitiesBreakoutMomentumTechnical indicators
SuperMind

This document presents a monthly directional timing system intended to limit risk while maintaining market exposure. It combines an eight-period Ehlers Supersmoother with a 40-period simple moving average. The system enters or maintains a long position when…

Trend followingTechnical indicatorsRisk managementBacktesting
SuperMind

This stock-selection approach combines a minimum intraday range with afternoon large-order net inflows, positive auction-period buying signals, and net buying by very large orders above a stated threshold. The article frames range as a measure of activity,…

China marketsEquitiesMarket microstructureTechnical indicators
SuperMind

This document presents a Chinese stock selection idea combining three signals: today’s increase in holdings above 5%, the prior day’s price above its 250-day moving average, and a 2019 dividend payout ratio above 25%. It frames these as indicators of capital…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock watchlist screen using three technical conditions: daily amplitude above 1%, at least one limit-up event in the prior 25 days, and the current average price above its five-day moving average. It interprets amplitude as…

China marketsEquitiesVolatilityMomentum
SuperMind

This post proposes a Chinese A-share stock screen combining three conditions: MACD above zero, positive price-to-earnings ratio, and ranking by capital strength from high to low. It interprets positive MACD as a sign of an upward trend, positive P/E as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed stock screen selects shares with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and circulating share capital no greater than 5.5 billion shares. The post frames turnover as a liquidity measure, the volume…

EquitiesMarket microstructureTechnical indicatorsChina markets
SuperMind

This stock selection approach combines three filters: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an increase in institutional holdings relative to float shares. The document presents the crossover…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note outlines a simple screen for Chinese metaverse-related stocks. It requires the 30-day moving average to rise relative to its previous reading and the price-to-earnings ratio to be positive. Formula and Python examples are included to show how the…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This note presents a stock-selection filter using three conditions: daily price amplitude above one percent, observations from 2021, and a measure formed by multiplying the prior day’s turnover rate by the ratio of today’s auction volume to yesterday’s…

China marketsEquitiesVolatilityMarket microstructure
SuperMind

This note describes a Chinese equity screen for metaverse stocks. It selects the five highest-ranked stocks by the day’s auction amount, then requires the DEA line to be rising compared with its previous value. The note gives an equivalent screening…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection rule screens for shares with daily amplitude above 1, a price move above a short moving average, and a low K value. The article’s final rule describes price crossing above the three-day moving average with K below 20. It also provides…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This stock screen targets the metaverse theme and combines elevated prior-day turnover with a rising intermediate trend: the 20-day moving average must exceed the 120-day average. Its final proposed rule adds annual net-profit growth above 20% and a…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This stock-selection idea combines three conditions: MACD is above zero on the current day, a prior-day condition described as main-force control is met, and MACD was below zero two days earlier. The proposed interpretation is that the positive current…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note describes a technical screen for stocks in the metaverse theme. It looks for simultaneous bullish crossovers in MACD, KDJ, and DMI, together with a minimum daily high-low range relative to the prior close. The final stated threshold is above 0.8,…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This short-term A-share screen looks for stocks with an intraday range above 1%, relative volume between 1.5 and 6 times its five-day average, current volume above 10,000 lots, and an open at the session low. The article interprets these filters as seeking…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The screen selects Chinese beverage and alcohol related stocks with turnover between 3% and 12% and a prior closing price above its 250-day moving average. The article presents turnover as a measure of trading activity and the long moving average as a way to…

EquitiesChina marketsTechnical indicatorsTrend following