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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
WonderTrader
14 documents
Alphalens
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 Chinese equity screen looks for stocks in a metaverse concept group with prior-day actual turnover between 3% and 28%, alongside positive net buying attributed to major participants during the auction. The post frames the turnover range as a…

China marketsEquitiesMarket microstructureExecution
SuperMind

This proposed Chinese equity screen selects stocks in a metaverse concept group when the closing price is above its five-day moving average and a measure of large-investor net flow is positive. The post presents equivalent conditions in a charting platform…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock screen that requires amplitude above 1, a positive ten-day return below 35%, and the previous day’s price above its 250-day moving average. The rationale is to combine notable price movement, a moderate recent gain,…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document presents a stock screen combining amplitude above 1, a K-line value below 20, and a condition described as the start of a major upward move. It characterizes the low K-line value as an oversold signal and the final condition as evidence that an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term screen for main-board Chinese stocks that are not designated special-treatment shares. Before 10 a.m., it selects stocks with turnover between 3% and 12%, a daily gain above 1%, and a pattern described as a five-step…

EquitiesChina marketsBreakoutMomentum
SuperMind

The document describes a Chinese equity selection rule combining three conditions: daily price amplitude above a threshold, the stock price above its five-day moving average, and at least two limit-up events within a rolling 500-day window. The proposed…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a stock screen combining metaverse-sector membership, a positive return condition, and a measure intended to identify stocks with high main-investor control on the prior day. It gives an indicator formula based on a money-flow-like series…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screening idea selects stocks in a metaverse industry category when the latest daily return is positive and a KDJ reading is below 20. The post presents this low KDJ threshold as an oversold condition that may identify stocks for further observation,…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock screen selects shares with a 14-period RSI below 65, turnover between 3% and 12%, and a positive 10-day price gain below 35%. The stated rationale combines a moderate momentum filter with trading activity, aiming to find liquid stocks that have…

EquitiesTechnical indicatorsMomentum
SuperMind

This equity screen selects companies associated with the metaverse theme, a positive institutional-flow signal, and a closing price above its 250-day moving average. The long-term average is used as a trend filter, while the flow condition is intended to…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock selection idea combines three technical conditions: a 14-period RSI below 65, three consecutive sessions with falling candles, and a newly formed bullish KDJ crossover. The intended rationale is to find shares that have recently weakened but may…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The post presents a Chinese stock-selection screen that requires turnover between 3% and 12%, a newly formed KDJ golden cross, and the prior day’s closing price above its 250-day moving average. The rationale combines a liquidity filter, a short-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This short-term Chinese stock screen combines a price-range threshold, current volume above 10,000 lots, a higher opening, and a MACD condition described as negative two sessions earlier. The rationale is that range and volume indicate active trading, a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes a Chinese stock screen using a turnover range of 3% to 12%, excluding Beijing-listed shares, and requiring a positive weekly bar. It presents the weekly condition as a way to favor stocks with favorable recent price action. The…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed A-share screen combines a daily range filter, a recent three-session limit-up condition, and a closing price above its 250-day moving average. The accompanying explanation interprets these as signs of trading activity, strong buying interest,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed Chinese equity screen selects stocks in a metaverse-related sector using a morning price-change threshold and an exact share-price condition. The article describes the target as a relatively stable morning move and a specified price level, and…

EquitiesChina marketsTechnical indicators
SuperMind

This stock screen combines three filters: five-period amplitude above one, a change in an institutional volume-difference measure, and positive earnings for companies below a stated market-value ceiling. It is intended to run after the daily open and to…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This Chinese-market equity screen selects stocks with a minimum price amplitude, a bounded product of prior turnover and a current-to-prior volume measure, and more than a year since listing. The article explains the approach as a technical screen focused on…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This Chinese-market stock screen combines a bounded RSI reading with a ratio of buyer-initiated to seller-initiated trading volume, then adds company and financial filters. The detailed formula also checks price and market conditions, excludes stocks marked…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines a stock-selection rule combining a price-amplitude threshold, a rounded price pattern, and three moving-average golden crosses. The supplied formula defines the rounded pattern using the stock’s position within its recent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed Chinese equity screen selects stocks whose daily high-low range exceeds a threshold, whose closing price is above its five-day moving average, and whose price-to-earnings ratio is positive. The criteria combine recent price movement, short-term…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This article proposes selecting stocks using three activity-related conditions: a price amplitude above a threshold, actual turnover within a specified band on the previous day, and positive auction-period turnover above a threshold. It frames the added…

EquitiesTechnical indicatorsMarket microstructureSentiment
SuperMind

This article outlines a stock-selection screen that combines institutional trading activity with price trends. The initial conditions are a daily increase in reported holdings above a stated threshold, positive institutional direction, and a rising 30-day…

EquitiesMomentumTechnical indicatorsFactor investing