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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
Quantpedia
86 documents
TqSdk
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

The document presents a Chinese equity screening rule that selects stocks with RSI below 65, circulating market value between 5 billion and 10 billion yuan, and turnover between 3% and 12%. It frames RSI as a short-term overbought or oversold measure, market…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock-selection proposal ranks shares by capital-flow strength, using measures such as turnover or volume ratio, and screens for prices above the five-day moving average and the 20-day average above the 120-day average. It interprets the price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection rule combines three conditions: MACD must be above zero, the share price must be below 12 yuan, and at least one daily gain of 10% or more must have occurred within the prior 25 trading days. The post gives both an indicator-style…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-language post describes an equity screen combining price movement, large-order net volume, and valuation. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and positive P/E. The post…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

The document presents an equity screen using three conditions: daily price amplitude above 1%, RSI below 65, and the prior day’s price above its 250-day moving average. It frames the moving-average condition as a way to favor stocks with stronger long-term…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document describes a Chinese equity screen restricted to the metaverse industry. It selects stocks whose opening price is near the ten-day moving average and whose weekly five-period moving average crosses above the ten-period average. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a Chinese equity screen combining three conditions: MACD above its zero line, a price-change and very-large-order-flow condition, and a dividend ratio above 25% for 2019. It describes MACD as a trend filter and trading-flow data as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed equity screen combines several filters: a reported increase in position holdings above 5%, a price change below 2.6% and above -5%, market capitalization no greater than 10 billion yuan, and a history without losses. The post interprets the…

EquitiesChina marketsFactor investing
SuperMind

This Chinese equity screening proposal selects stocks with amplitude above 1, a specified ratio between yesterday’s turnover rate and today’s auction volume relative to yesterday’s volume between 0.5 and 2, and a circulating share count no greater than 5.5…

EquitiesVolatilityChina marketsTechnical indicators
SuperMind

This Chinese stock screen combines three conditions: amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and prior-day trading value above 60 million. The document interprets amplitude as a way to find more volatile stocks, the MACD…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

The document describes a simple A-share stock screen using a minimum daily high-low range, a specified closing price, and a bounded daily return. It frames the filters as a way to select for price movement while restricting the current price and recent…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This stock selection approach filters for shares with amplitude above 1, excludes those that were limit-up the previous day, and removes stocks from China's STAR Market. The article frames the board exclusion as a way to avoid mixing securities with distinct…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese equity screen selects stocks with RSI below 65, a positive return over the prior ten days that remains below 35%, and no limit-up move on the previous day. The article presents these filters as a way to identify stocks with recent gains while…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection method combines three conditions: daily price amplitude above 1, positive institutional fund flow, and a newly formed bullish KDJ crossover. The accompanying examples calculate amplitude from the high, low, and opening price; sum…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screening idea combines a daily price range above 1%, a rising 30-day average, and a morning-star-like short-term reversal pattern. The article describes these filters as a way to find active stocks where a short-term change in price…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This short-term Chinese stock screen looks within the metaverse sector for shares that had a limit-up day during the prior 25 days and then form what the article describes as a reversal or engulfing setup. It adds a condition that the opening price after the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening idea selects stocks classified in the metaverse industry, with circulating shares no greater than 5.5 billion and prior-day trading value above 60 million. The criteria combine a thematic industry classification, a float-size…

EquitiesChina marketsRisk management
SuperMind

This proposed Chinese equity screen combines three filters: daily high-low range above 1, return on equity above 15% in each of five years, and a turnover-weighted ratio of current auction volume to prior-day volume between 0.5 and 2. It is intended to pair…

EquitiesChina marketsFactor investingRisk management
SuperMind

This article describes a stock selection rule for Chinese equities. It looks for stocks with turnover between 3% and 12%, an external-to-internal trade volume ratio above 1.3, market capitalization no greater than 10 billion yuan, and nonnegative profits.…

China marketsEquitiesMarket microstructureTechnical indicators
SuperMind

This Chinese-language article describes an A-share stock screen combining three technical conditions: RSI below 65, MACD above its zero line, and a shortening green MACD histogram on a 15-minute chart. It presents the combination as a way to find stocks with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share stock selection example combines three signals: a 14-period RSI below 65, estimated external trading volume exceeding internal volume by a stated ratio threshold, and a shortening MACD histogram on a 15-minute chart. The post presents the rules…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a technical stock screen combining three conditions: daily price amplitude above a stated threshold, the opening price near the ten-day moving average, and a pattern described as seven consecutive down days. The accompanying examples…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese-language post outlines an equity screen for stocks in the metaverse sector that had a positive return and appeared on the previous day’s “Dragon and Tiger” list, a market list associated with notable price moves and trading activity. It presents…

EquitiesChina marketsMomentumSentiment