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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
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 stock-selection screen combines three conditions: at least five moving averages converge, the tradable share count is no more than 5.5 billion shares, and the stock has hit its daily upper price limit more than twice within ten days. The stated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language article presents a stock screen combining four conditions: daily high-to-low range above one percent, membership in a robotics-related concept, circulating market capitalization below 10 billion yuan, and a nonempty name for an…

EquitiesChina marketsVolatilityEvent-driven
SuperMind

This post proposes screening stocks for price amplitude above 1, upward-diverging moving averages, and previous-day turnover above 8%. It frames amplitude and moving-average behavior as measures of recent price action and turnover as a gauge of market…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese-language post describes an equity screening rule that selects stocks with a 14-period RSI below 65, three consecutive bearish sessions, and a weekly red-bar signal. The combination is presented as a way to find stocks that have recently weakened…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection example screens for securities whose codes begin with 60, whose turnover rate is between 3% and 12%, and whose daily percentage change falls between a 4% and 5% loss. The accompanying sample workflow obtains a listed-stock…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese stock-screening example combines three technical conditions: a 14-period RSI below 65, the 20-day moving average above the 120-day moving average, and a condition labeled “main uptrend start.” The latter is defined as the 30-day highest high and…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock-selection rule combines three conditions: membership in the metaverse theme, a daily high-low range above 1%, and a KDJ reading below 20. The article describes the range condition as seeking more active price movement and treats the low KDJ value…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This stock screen ranks shares by capital-flow strength, from strongest to weakest, and filters for a positive price-to-earnings ratio and a dividend payout ratio above 25% in 2019. The stated rationale is to combine evidence of investor inflows with…

EquitiesFactor investingSentimentRisk management
SuperMind

The proposed screen selects main-board stocks using three conditions: daily amplitude above one, large-order net volume above 0.05 for at least three consecutive days, and outside volume more than 1.3 times inside volume. The document interprets amplitude…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The proposed equity screen combines daily amplitude above 1, a turnover activity measure between 0.5 and 2, and weekly MACD above its signal line and zero. The activity measure is described as yesterday’s turnover multiplied by today’s auction volume…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This stock selection rule combines three daily price conditions: percentage amplitude above 1, a current high equal to the highest high across the current and previous day, and a rising 30-day simple moving average. The intended screen seeks shares with…

EquitiesTechnical indicatorsVolatilityTrend following
SuperMind

The proposed stock screen combines three conditions: price amplitude above a stated threshold, a shortening negative MACD histogram on a 15-minute interval, and association with the metaverse theme. The idea mixes a volatility filter, a short-horizon…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a short-term A-share screen using daily amplitude above 1% and relative volume between 1.5 and 6, measured against a five-day average. The article's stated logic adds an exact closing-price condition of 18.5, and it characterizes the…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This note presents a technical stock screen requiring daily amplitude above 1%, a current low below the previous day's low, and a rising 30-day moving average. It frames the wide range as a sign of heightened price movement, the lower low as a pullback…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This note describes an A-share stock screen combining daily price amplitude above 1%, a reversal pattern, and positive trailing-twelve-month P/E. The amplitude condition targets stocks with larger daily ranges, while the reversal condition is intended to…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This document describes a proposed screen for stocks in the Chinese metaverse theme. It combines a price condition—average price above the five-day moving average—with a MACD condition referring to a value below zero two days earlier. The article frames the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines an A-share stock screen based on turnover between 3% and 12%, excluding Beijing-listed shares, then ranking candidates by a measure of individual-stock popularity or market heat. It presents the turnover range as a way to focus on…

EquitiesChina marketsSentiment
SuperMind

This stock screen looks for shares with MACD above zero, ranks qualifying names by reported investor interest, and keeps stocks that appeared on the previous day’s trading leaderboard. It is intended to run after the market opens. The article presents the…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

The strategy applies K-Means clustering to daily index features, such as recent average volatility, MACD, and average trading volume, to group trading days into market regimes. With two clusters, it compares each day’s feature vector with cluster centers,…

Machine learningEquitiesTechnical indicatorsBacktesting
SuperMind

This Chinese equity screen combines three conditions: a positive but below 35% return over ten days, a prior-day 9:15 indicative auction price at the limit-down level, and a current increase in holdings share above 5%. The article interprets the holdings…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese equity selection method looks for stocks with turnover between 3% and 12%, greater displayed bid volume than ask volume, and positive net buying attributed to major participants during the auction. The post also includes a price trend condition:…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This document describes a Chinese equity screen for robot-related companies with daily amplitude above 1, no limit-up close on the previous day, and circulating market value below 10 billion yuan. It frames amplitude as a way to find active shares, the…

EquitiesChina marketsVolatilityRisk management
SuperMind

This article describes a Chinese equity screen that combines a 3%–12% turnover range, stock codes beginning with 60, and a ratio of external to internal trading volume above 1.3. It frames turnover as a liquidity consideration and the volume ratio as a…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This Chinese-language article outlines an equity screen for stocks in a metaverse industry classification, using a positive-return condition and a pattern described as three consecutive down days. Its stated rationale is mean reversion: a recent run of…

EquitiesChina marketsMean reversionTechnical indicators