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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 note describes a Chinese A-share stock screen combining three conditions: more than two limit-up sessions in the prior ten days, circulating market capitalization above 10 billion yuan, and a price-movement threshold labeled as amplitude greater than…

EquitiesChina marketsVolatilityMomentum
SuperMind

This note describes an equity screen combining daily amplitude above one percent, an indicator interpreted as main-fund control on the previous day, and first-level bid volume greater than first-level ask volume. It frames these as technical and order-flow…

EquitiesChina marketsMarket microstructureVolatility
SuperMind

This note presents a technical stock screen using three conditions: daily amplitude above one percent, weekly MACD above zero, and a rising K value in the KDJ indicator. It describes the combination as a way to identify stocks with a favorable short-term…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese stock screening rule that combines daily price amplitude above one percent, a stock code beginning with 60, and a nonempty name for an outstanding convertible bond. The code examples show how to express these filters and rank…

EquitiesChina marketsVolatilityRisk management
SuperMind

This post describes an equity screen combining a daily trading range above 1%, a reversal or engulfing-style pattern, and a condition involving price change multiplied by net volume from very large orders. It proposes restricting candidates to specified…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese-language post proposes screening equities using three conditions: recent added-position share above 5%, a daily maximum decline between 4% and 5%, and a dividend ratio above 25% in 2019. It interprets the flow measure as evidence of investor…

EquitiesChina marketsRisk managementTechnical indicators
SuperMind

This document describes a daily pre-market stock screen for Chinese equities. It selects stocks whose MACD is above zero, whose price-to-earnings ratio is positive, and whose weekly MACD is also above zero. The daily and weekly signals are presented as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a simple stock selection screen combining prior-session price movement with circulating market value. It selects shares whose amplitude exceeds 1, whose circulating market value exceeds 10 billion yuan, and whose return is positive. A…

EquitiesChina marketsMomentumVolatility
SuperMind

The document proposes screening Chinese shares using amplitude above 1, a ratio based on yesterday’s turnover rate and today’s auction volume relative to yesterday’s volume, robotics-concept membership, and circulating market value below 10 billion yuan. It…

EquitiesChina marketsRisk management
SuperMind

The document describes a Chinese stock screen combining daily amplitude above 1, a morning-star-related condition, and a closing price below 12 yuan. It presents the pattern as a short-term trend signal and the price ceiling as a way to select lower-priced…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes a short-term A-share stock screen. It selects stocks with turnover between 3% and 12%, an opening price near the 10-day moving average, a latest close at or above that average, and a MACD reading below zero from two sessions earlier.…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

The article describes a Chinese equity screening rule for Shenzhen Main Board stocks. It selects companies with turnover between 3% and 12%, a 2021 listing year, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. The rationale…

EquitiesFactor investingChina marketsStatistics
SuperMind

This post proposes screening stocks for turnover between 3% and 12%, a daily gain above 1% relative to same-sector shares, and a weekly close crossing above the 30-week moving average. It combines trading activity and short-term relative strength with a…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The post describes a stock screen for companies in the beverage and alcohol import-export industry. It selects shares with a 14-period RSI below 65 and an opening price within 3% of the 10-day moving average. The article presents these as combined technical…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese equities screening proposal selects stocks using three conditions: amplitude above 1, a daily controlling-share measure above 21, and tradable float no greater than 5.5 billion shares. It frames the criteria as a way to find volatile stocks with…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This article proposes screening Chinese listed stocks by turnover between 3% and 12%, a beverage and alcohol import/export classification, and a KDJ-derived value below 20. It presents a market-screen expression and a Python example that combines industry…

EquitiesTechnical indicatorsChina markets
SuperMind

This document describes a Chinese equity screen combining a turnover rate between 3% and 12%, a reversal or engulfing-style condition, and a 2021 date filter. It offers a market-screen expression and a Python sketch that derives a reversal measure from the…

EquitiesTechnical indicatorsChina markets
SuperMind

The proposed screen targets mainland Chinese stocks using three characteristics: price amplitude above one, circulating market value above 10 billion yuan, and a shareholding-concentration measure described as below 20 percent. The article frames these…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This stock screen combines three conditions: today's reported increase in buying holdings must exceed five percent, the stock must be up more than one percent on the day, and it must have reached the daily price limit at least twice during the preceding 500…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock-selection outline filters for Chinese equities with circulating market capitalization above a stated threshold, then ranks eligible names by capital strength, using measures such as trading value or turnover as examples. Its proposed…

EquitiesMomentumChina marketsStatistics
SuperMind

The document describes a Chinese equity screening idea that selects stocks associated with the metaverse theme, applies a circular or arc-shaped price-pattern condition, and limits recent price gains to a stated range. It presents the rule as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection article proposes combining a daily price-range filter, a dividend-yield condition based on 2019 data, and a turnover band. The intended screen seeks shares with notable price movement, a relatively high dividend measure, and…

EquitiesTechnical indicatorsRisk management