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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

The proposed stock screen combines an RSI range, a ratio of outside to inside trading volume above a stated threshold, and a 20-day moving average above a 120-day average. The article frames these conditions as a mix of market sentiment, trading-flow…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three filters: MACD above its zero line, a price-change measure multiplied by large-order net volume, and a 15-minute MACD histogram whose green bars are becoming shorter. The accompanying discussion interprets the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening concept combines price amplitude above 1, a rounded or arc-like price pattern, and a minimum listing age. The article describes the rounded pattern as a way to favor smoother price behavior and suggests that longer-listed…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

The proposed stock screen selects shares with turnover between 3% and 12%, excludes Beijing-listed A-shares, and seeks evidence of institutional buying at lower prices. The article frames institutional accumulation as a signal of focused research, while its…

EquitiesChina marketsFactor investingRisk management
SuperMind

This stock screen combines three daily filters: price amplitude above 1, a controlling-shareholder measure above 21, and a positive price-to-earnings ratio. The article presents the combination as a way to include market activity, shareholder positioning,…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This stock screen combines three filters: daily trading amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and circulating market capitalization between 5 billion and 10 billion yuan. The article presents the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The article describes a China-focused stock-selection screen for the metaverse theme. It combines membership in the metaverse sector with an opening gain below 6% at 9:25 and a condition described as a three-limit-up streak on the previous day. It provides…

EquitiesChina marketsMomentumBacktesting
SuperMind

This proposed Chinese equity screen combines price stability, trading activity, and dividend history. It looks for stocks whose 5-, 10-, 20-, 60-, and 120-day moving averages converge, yesterday’s turnover exceeds 8%, and the 2019 dividend payout ratio is…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed stock screen combines a 14-period RSI below 65 with a tradable market value between 50 and 100 billion yuan and a circulating share count no greater than 5.5 billion. The accompanying example calculates RSI from recent average gains and losses,…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese A-share screening recipe combines three filters: RSI below 65, the ratio of external to internal trading volume above 1.3, and prior-day actual turnover between 3% and 28%. The article presents these as measures of technical condition, trading…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock selection example screens companies in the metaverse industry using three simultaneous bullish crossovers: MACD over its signal line, the five-day average over the ten-day average, and the five-day average over the twenty-day average. It further…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screen for stocks with daily amplitude above a threshold, a rising-bottom pattern, and seven consecutive declining sessions. It frames the decline streak as a possible oversold condition that could precede a…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This Chinese-language post describes an equity screening rule that combines membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and a lagged MACD condition. The intended rationale is to focus on…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese equity screening rule that combines a turnover rate between 3% and 12%, outside volume more than 1.3 times inside volume, and a recent high matching the stock’s historical high. Its accompanying Python example adds a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening example selects stocks using daily amplitude, a measure labeled today's controlling share change, and circulating market capitalization. It then expands the screen with positive price-to-earnings below a stated ceiling and a…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock-selection rule combines a positive MACD condition, an upward-moving average condition, and a filter on the prior day's actual turnover. The document explains these as trend and liquidity cues, then provides indicator formulas and a Python example…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines a turnover filter with a newly formed KDJ golden cross and an RSI ceiling. Its stated rationale is to exclude shares with very low or unusually high activity, look for a possible trend turning point, and avoid stocks…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a short-term A-share stock screen based on trading activity and recent price strength. Its stated conditions are intraday amplitude above a threshold, current volume above a threshold, an opening price above the prior close, and at…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes an equity screen requiring daily amplitude above one percent, an opening price near the 10-day moving average, and the prior closing price above the 250-day moving average. Its rationale combines short-term movement, an opening near a…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection post screens equities in the metaverse theme, requiring a positive price-to-earnings ratio and a price-change condition below six percent at 9:25. It presents the sector filter as a way to focus on a popular theme and positive P/E as a…

EquitiesChina marketsFactor investing
SuperMind

This Chinese-language strategy post proposes screening equities with three conditions: RSI below 65, best bid volume greater than best ask volume, and a shrinking negative MACD histogram on a 15-minute interval. The intended interpretation is that buying…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

The document describes a Chinese equities screening rule: keep stocks with turnover between 3% and 12%, require first-level bid volume to exceed first-level ask volume, rank candidates by the day's auction amount, and select the top five. It presents the…

EquitiesChina marketsMarket microstructurePosition sizing