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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 Chinese equity screen combines a daily amplitude threshold and a measure called today’s control level with return on equity above 15% in each of the past five years. Its proposed expanded version adds a dividend yield above the market average, positive…

EquitiesChina marketsFactor investingRisk management
SuperMind

This stock screen selects companies classified in China’s metaverse industry when the opening price is near the 10-day moving average and circulating market value exceeds 10 billion yuan. The article presents both a formula-based screen and a Python example.…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This proposed A-share screen combines RSI below 65 with three consecutive sessions closing below their opens, plus positive large-order buying indicators and a stated threshold for aggregate exceptional-order buying. The article interprets RSI as a measure…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This A-share selection recipe targets companies with market capitalization below 10 billion yuan, turnover between 3% and 12%, and no losses, then applies a price condition intended to identify the start of a strong upward move. The example formula compares…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed A-share screen combines RSI below 65, at least two limit-up sessions within the prior 500 days, and shortening negative MACD histogram bars on a 15-minute chart. The author frames the conditions as a way to narrow the universe for possible…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines daily price amplitude above 1, a positive weekly MACD signal, and year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%. The author presents it as a way to pair a technical…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This tutorial demonstrates repeatedly querying a stock-screening service for the twenty stocks currently ranked highest by popularity, printing the returned stock codes with a timestamp, and waiting three seconds before querying again. It presents a minimal…

EquitiesExecutionChina markets
SuperMind

This A-share screening approach combines a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and positive price-to-earnings ratio. The article frames these filters as checks for trading activity, a possible upward price move, and positive…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post presents an equity screening idea combining amplitude above 1, a rounded price pattern, market capitalization below 10 billion yuan, and no recent losses. It explains the intended rationale: price movement may offer short-term…

EquitiesTechnical indicatorsStatisticsChina markets
SuperMind

This Chinese equity screen combines three daily price conditions: an amplitude above 1%, a session low below the previous session’s low, and an opening gain below 6% in absolute terms. The post interprets the combination as a way to find volatile stocks that…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese equity screen combines a 14-period RSI below 65, a three-session candle condition, and a concentration measure below 20%. It also includes a nonnegative trailing earnings filter in its sample formula. The post presents the conditions as a way to…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This Chinese equity screen combines a 3%–12% turnover range with robot-concept membership and a circulating market value below 10 billion yuan. It also excludes stocks that hit the upper price limit on the previous day. The accompanying discussion frames…

China marketsEquitiesTechnical indicators
SuperMind

This Chinese A-share screen combines three daily conditions: RSI below 65, seven consecutive sessions with bearish candles, and MACD above zero. The article describes the combination as a short- to medium-term selection rule: the run of bearish candles…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen selects Chinese A-shares listed in 2021, excludes Beijing-listed shares, and requires turnover to fall between 3% and 12%. The article presents the rule as a basic quantitative selection filter and includes references to implementing it in…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This stock-screening idea combines three conditions: an amplitude threshold, a rounded price pattern over recent sessions, and net inflow from large orders in the afternoon. The post presents the combination as a way to find relatively orderly stocks with…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

The proposed stock screen selects shares with daily amplitude above 1, an absolute daily change in controlling-shareholder holdings above 21, and exclusion of the STAR Market. It gives corresponding formula and Python examples for applying these filters. The…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese stock-selection rule combines amplitude above one, successively rising bottom levels, and a MACD reading below zero from two sessions earlier. The intended setup uses rising lows as a sign of improving price structure while retaining a lagged…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen combines three conditions: amplitude above one percent, freely tradable shares of no more than 5.5 billion, and three consecutive declining closes. The article interprets high amplitude as a way to find more active stocks, the…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This stock screen targets Chinese A shares with daily amplitude above one percent, a robot-related concept classification, and circulating market capitalization below 10 billion yuan, while excluding Beijing-listed shares. The article presents the conditions…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock screen combines three conditions: a limit-up event within the prior 25 days, ranking by capital strength, and shortening green bars on a 15-minute MACD display. The article describes capital strength using measures such as turnover or volume ratio…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening method combines a daily price-range threshold with newly formed bullish crossovers in KDJ, MACD, DMI, and RSI. In the stated logic, the KDJ signal compares J with D; MACD and DMI use their respective component lines; RSI requires…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen targets companies in the metaverse industry that recorded at least one limit-up move in the prior 25 days. It ranks candidates by capital strength and is intended to run before 10 a.m. for that day’s trading. The article provides a…

EquitiesChina marketsBreakoutMomentum
SuperMind

The strategy screens for stocks with at least five overlapping moving averages, a closing price between the Bollinger middle and upper bands, and a 20-day moving average above the 120-day average. The moving-average relationship is intended to capture a more…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock screen combines three filters: MACD above zero, an eligible company type, and a prior-session high–low range greater than one. The document presents the positive MACD reading as a sign of bullish direction and the range condition as a way to…

EquitiesTechnical indicatorsMomentumChina markets