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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 stock-selection note combines three conditions: daily price amplitude above a threshold, the current high matching the highest value across two days, and positive OBV. The intended screen seeks stocks showing substantial short-term movement, a…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection rule combines three technical conditions: daily price amplitude above 1%, a positive 10-day return below 35%, and a newly formed bullish KDJ crossover. The article interprets the amplitude threshold as selecting stocks with…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes screening Chinese stocks associated with the metaverse theme, requiring a positive institutional-flow measure and a 20-day moving average above the 120-day moving average. It frames the industry filter as a way to target a developing…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen combining daily turnover, the relationship between price change and super-large-order net flow, and a comparison of auction volume with the prior day’s volume. The written rule requires turnover from 3% to 12%,…

China marketsEquitiesMarket microstructureTechnical indicators
SuperMind

This proposed equity screen ranks stocks by incoming capital, then filters for larger free-float market capitalization and a rising trend in which the 20-day moving average is above the 120-day average. The article describes fund-flow measures such as…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock-screening proposal combines a daily price-range filter, three moving-average crossover conditions, and an upward-sloping short moving average. The article frames the expanding average structure as a sign of strengthening upward momentum.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea filters companies classified in the metaverse industry by their prior-day actual turnover and by whether the close is above a five-day moving average. The stated rationale is that the industry screen narrows the universe, turnover…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a stock screen that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and revenue in 2021 more than 1.1 times revenue in 2018. The proposed logic blends a measure of trading activity, a technical signal, and a…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This article outlines a stock screen for shares with turnover between 3% and 12%, codes beginning with 60, and a MACD value below zero two trading days earlier. The stated rationale is to combine a moderate activity filter with a lagged technical indicator…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This article describes a Chinese stock screen combining three conditions: price amplitude above 1, a “morning star” candlestick pattern in Kute Intelligent, and a positive 10-day gain below 35%. It presents the approach as a way to find active stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection proposal combines three technical filters: an intraday range above a threshold, a positive ten-day return capped below a stated upper bound, and weekly MACD above its zero line. The article presents volatility as a way to identify active…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock selection proposal combines price trend, trading activity, opening strength, and recent returns. It describes choosing shares whose price is above five moving averages, with current volume above the stated threshold, an opening price above the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a Chinese stock screen combining daily price range, a turnover measure adjusted by the ratio of current auction volume to prior-day volume, and evidence of a recent limit-up move. It frames these inputs as signs of active trading,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This community post outlines a Chinese stock-selection idea that ranks shares by a measure of capital strength, looks for a morning-star pattern associated with a bullish reversal, and limits the 9:25 a.m. price gain to below 6%. The author presents capital…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This community post proposes a screen for Chinese equities combining a market capitalization below 10 billion yuan, no reported past losses, a positive intraday increase in holdings above 5%, and an auction-stage price change between negative 2% and positive…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This stock selection rule screens Chinese metaverse-related equities for actual turnover between 3% and 28% two sessions earlier, alongside a seven-session sequence of declining closes. The post gives both a formula-style condition and a Python example, and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post describes a stock selection screen based on three market conditions: daily price amplitude above a threshold, turnover between specified bounds, and a weekly bullish signal. The rationale is that more active, volatile stocks may…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed screen selects main-board Chinese stocks in the metaverse sector based on two short-term conditions: turnover above 8% on the prior day and a gain above 1% today. The document gives a concise description of the rule and reference formulas, then…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This A-share screening idea combines three conditions: daily amplitude above 1%, a ranking by individual-stock heat, and a 9:25 a.m. gain below 6%. The accompanying explanation treats amplitude as a sign of activity and stock heat as a proxy for market…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

This proposed equity screen combines three filters: at least five moving averages are said to converge, the stated 9:25 price gain must remain below a threshold, and the company must have had a high dividend payout ratio in 2019. The post presents…

EquitiesChina marketsTechnical indicatorsMean reversion