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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 expert-advisor description outlines a tick-driven scalping system that compares short-window price returns with a rolling statistical baseline. It enters only when the move’s z-score exceeds a configurable threshold, then lets the user choose either…

ForexHigh-frequency tradingStatisticsRisk management
SuperMind

This Chinese-language document presents an A-share stock screen based on turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and floating market value between 5 billion and 10 billion yuan. It includes a technical formula and a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language document outlines an A-share screening rule that combines MACD with a company classification filter. It seeks stocks where MACD is above zero and the MACD histogram’s green bars are shortening on a 15-minute interval, while excluding…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection rule screens the metaverse theme for shares meeting two price-trend conditions: the previous day’s price must be above the 250-day moving average, and the weekly close must cross above its 30-week moving average. The first condition…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screen combines a daily high-low range of at least one, return on equity above 15% in each of five consecutive years, and a proxy for recent large-investor control or buying pressure. The article presents the range condition as a way to identify…

EquitiesChina marketsFactor investingMomentum
SuperMind

This A-share stock screen combines a turnover range of 3% to 12%, a positive 10-day gain below 35%, and a pattern of progressively higher lows. The accompanying explanation interprets repeated tests at increasingly elevated price bottoms as evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening note combines three conditions: daily amplitude above 1%, a maximum intraday decline between 4% and 5%, and the stock’s average price above its five-day moving average. It presents the range and decline as measures of market…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This note presents a Chinese equity screen for metaverse-related stocks. It selects companies whose 9:25 price gain is below 6% and whose circulating market capitalization exceeds 10 billion yuan. The accompanying explanation treats the opening move limit as…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a Chinese equity screen for metaverse-themed stocks. Its stated criteria are a volume ratio above 1.5 and below 6, positive net buying by major participants during the opening auction, and— in the final version—a price-to-earnings ratio…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note presents a Chinese equity screening rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and a weekly price move above the 30-week moving average. It frames turnover as a liquidity filter, the KDJ signal as evidence of…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This note describes a Chinese stock selection rule combining daily price range, afternoon large-order net inflows, and relative trading volume. It specifies an amplitude above 1%, with volume ratio between 1.5 and 6, and treats qualifying shares as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document presents a Chinese equity screening idea combining daily price amplitude above a threshold, a positive weekly MACD histogram, and recent limit-up behavior. It frames these conditions as a way to find active stocks with short-term upward…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This post describes a Chinese A-share selection rule that combines a minimum price-amplitude filter, a ceiling on freely tradable shares, and a weekly five-period moving average crossing above a ten-period moving average. The stated rationale is to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post presents a simple A-share stock screen combining membership in the metaverse theme, circulating market capitalization above a stated threshold, and a recent closing price exactly equal to a specified value. It sketches…

EquitiesChina marketsFactor investing
SuperMind

This Chinese-language post describes a stock screen combining turnover, a rising DEA condition, and price location within Bollinger Bands. It selects shares with turnover between 3% and 12%, a bullish MACD-style DEA condition, and a close above the band…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection rule combines three signals: daily price amplitude above 1, MACD above its zero line, and at least one limit-up event in the previous 25 days. The article interprets amplitude as a sign of substantial movement, positive MACD as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share selection rule looks for turnover between 3% and 12%, an opening price within 5% of the 10-day moving average of closing prices, and a positive return on the latest trading day. The article interprets these filters as selecting stocks with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with parent-company net profit growth above 20% and no more than 100%, plus at least two limit-up days within the prior 500 days. It also describes excluding suspended and special-treatment shares…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The article describes a Chinese equity screening rule using three filters: turnover rate between 3% and 12%, a positive 10-day gain below 35%, and free-float market value above 10 billion yuan. It presents the screen as a way to find relatively liquid,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed equity screen selects stocks associated with the metaverse theme, a rising 30-day moving average, and at least one limit-up event during the prior 25 days. The document provides an indicator formula reference and a Python sketch for these…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening proposal targets companies classified in the metaverse industry when the KDJ indicator has just formed a bullish crossover and the shares have recorded at least two limit-up sessions within the prior 500 days. It specifies selecting…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This China A-share selection concept combines a moving-average trend filter, a size threshold, and a ranking by capital strength. It favors stocks whose 20-day moving average is above the 120-day average, treats size above 200 million as an eligibility…

EquitiesChina marketsTrend followingMomentum
SuperMind

This article describes a short-term China A-share screen based on three stated conditions: amplitude above 1%, evidence of main-force control on the prior day, and ranking among the top five by the current day’s auction amount. The intended idea is to find…

EquitiesChina marketsVolatilityMomentum
SuperMind

This document presents a simple China A-share selection rule: retain stocks with prior-day amplitude above 1%, circulating shares no greater than 5.5 billion, and exclude Beijing-listed shares. Its stated rationale is to focus on more volatile stocks with…

EquitiesChina marketsVolatilityTechnical indicators