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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 proposed Chinese equity screen combines four conditions: RSI below 65, a daily gain greater than 1%, main-board listing, and a listing age of at least a user-defined number of days. The post interprets the RSI threshold as leaving room for a rebound and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share screen combines a metaverse industry filter with yesterday’s stock exchange leaderboard appearance and exclusion of special-treatment shares. It then selects stocks described as having hit the daily price limit for five consecutive…

EquitiesChina marketsMomentumBreakout
SuperMind

This article describes a technical stock screen requiring amplitude above 1, a rising bottom pattern, and a closing price of 18.5 yuan. Its formula and sample Python sketch illustrate evaluating the conditions against historical daily prices. The proposed…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note presents a China A-share screening rule that combines daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and membership in the metaverse concept. The intended rationale is to find volatile shares…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a simple China A-share screen for companies classified under the metaverse concept. It requires circulating share capital of no more than 5.5 billion shares and a stock code beginning with 60. The accompanying example fetches current…

EquitiesChina markets
SuperMind

This post proposes screening Chinese stocks in the metaverse industry for a MACD crossover and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It presents the combination as a way to pair a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a Chinese equity screening rule combining daily price range, relative trading volume, and a moving average trend filter. It selects stocks with a range of at least 1%, volume between 1.5 and 6 times its five-day average, and a 20-day…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a screen for Shenzhen main-board equities in the metaverse theme. It selects stocks whose prior-day actual turnover is between 3% and 28%, whose price-to-earnings ratio is between 0 and 29.01, and whose price-to-book ratio is between 0…

EquitiesChina marketsFactor investingRisk management
SuperMind

This note outlines a Chinese equity screen for stocks associated with the metaverse theme. It combines a rising 30-day moving average with positive afternoon large-order net inflow, using the trend condition as a price-strength filter and the flow condition…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed stock screen combines three conditions: at least five observations described as overlapping moving averages, a recent price surge, and at least two large gains within a longer lookback. The accompanying Python snippets calculate a rolling…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This article outlines a China focused equity screen that starts with stocks in the metaverse theme and combines a recent turnover condition with a so called reversal or “wraparound” price condition. It then adds valuation and balance sheet filters: price to…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese stock selection proposal combines three conditions: daily amplitude above 1, a simultaneous bullish crossover among three technical indicators, and a run of seven consecutive declining days. The accompanying explanation and code reference moving…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This short stock-screening example combines a daily turnover range of 3% to 12%, an appearance on the previous day’s market activity list, and more than one year since listing. The stated rationale is to focus on stocks with a specified level of trading…

EquitiesChina marketsExecutionRisk management
SuperMind

This stock-screening proposal combines a daily price-range condition, the presence of a convertible bond, and a volume-activity measure built from yesterday’s turnover and today’s auction volume relative to yesterday’s volume. The article frames these inputs…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This Chinese stock-screening example combines a daily price-range threshold, a weekly MACD condition, and the presence of an outstanding convertible bond. Its indicator description requires the prior weekly MACD line to exceed its signal line while MACD is…

EquitiesTechnical indicatorsChina markets
SuperMind

This note presents a Chinese equity screen combining three historical price conditions: a daily high-low range above one percent, at least one daily gain of ten percent or more within the prior 25 trading days, and a reversal or engulfing-style pattern…

EquitiesChina marketsVolatilityMomentum
SuperMind

This note describes a short-term Chinese equity screen limited to stocks associated with the metaverse concept. It requires the 30-day moving average to rise and applies a combined price-range and trading-volume threshold, presented as a proxy for price…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This Chinese stock-screening post describes ranking shares by relative volume and restricting the prior day’s actual turnover to a range above 3% and below 28%. It says to select the top 100 by the volume ratio and the top 100 by turnover, and frames these…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese stock-screening example combines three conditions: turnover between 3% and 12%, three consecutive declining sessions, and 2021 revenue more than 1.1 times 2018 revenue. It presents the revenue comparison as a way to screen for companies with…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This document proposes a daily stock screen that selects shares with amplitude above 1, at least two limit-up events in the past 500 days, and no limit-up move on the previous day. It provides indicator formulas and a Python example using historical stock…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document outlines a mainland China stock-selection screen built around three conditions: amplitude above 1, a rising base, and a gain above 1% on the current day. Its final stated logic also removes ST and *ST shares and describes selling when a candle…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language article outlines an equity screening approach based on intraday price range, a ranking for net large-order volume, and high turnover on the prior day. The rationale is that volatile, actively traded stocks with substantial trading…

EquitiesChina marketsTechnical indicatorsBacktesting