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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 Chinese-stock screen looks for daily amplitude above 1, a morning-star-like candlestick condition, and a 9:25 gain below 6%. The article presents the combination as a way to identify active stocks with a potentially bullish pattern while…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines three conditions: at least five moving averages should converge, the stock’s return should be positive, and its gain at 9:25 should remain below 6%. The article interprets converging averages as a sign of price stability…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen that seeks stocks with a daily trading range above 1, no prior-day limit-up, and a current-day increase in buying activity above 5%. It frames the activity filter as a way to find stocks attracting institutional…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The post shows an example of translating a technical indicator from Tongdaxin syntax to 同花顺 (Tonghuashun) syntax. The original indicator plots three moving averages using configurable periods and places icons at selected points based on the current bar…

Technical indicatorsEquitiesChina markets
SuperMind

The document describes a stock screen that selects shares with a daily high-to-low range above 1%, dates in 2021, and positive large-order net inflows in the afternoon. It presents the range as a way to find more volatile stocks and treats afternoon inflows…

EquitiesVolatilityChina marketsRisk management
SuperMind

The document describes a Chinese equity screen that selects stocks with at least five moving averages overlapping, a circulating share count no greater than 5.5 billion, and a 20-day moving average above the 120-day average. It then proposes sorting…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This proposed A-share screen selects metaverse-theme stocks with prior-day turnover above 8% and a rising DEA value. The note presents turnover as a way to identify actively traded names and the increase in DEA as a possible sign of strengthening direction.…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening proposal combines metaverse-theme membership with a close above the previous session's low and a candlestick condition labeled a morning-star signal. It frames the prior-low comparison as a price-strength filter and the candle pattern…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese A-share screening note combines three filters: membership in the beverage and alcohol import-export industry, a 14-period RSI below 65, and closing prices above the prior close for three consecutive sessions. It presents the screen as a way to…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes an A-share stock screen that combines price amplitude, an outstanding convertible-bond name field, and valuation filters. It first discusses positive price-to-earnings as a profitability condition, then revises the proposed final…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This stock-selection screen combines a technical condition with an earnings-growth filter. It selects Chinese A-shares whose 14-period RSI is below 65 and whose year-over-year growth in net profit attributable to parent shareholders is above 20% and no more…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a Chinese equity selection rule that ranks stocks using a proxy for capital participation: yesterday’s turnover multiplied by the ratio of today’s auction volume to yesterday’s volume. It proposes keeping values within a stated band and…

EquitiesChina marketsExecutionFactor investing
SuperMind

This post outlines a stock screen that selects shares with a price range above a threshold, excludes Beijing-listed A-shares, and requires a positive price-to-earnings ratio. It presents the screen as a way to combine price movement with a basic valuation…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This document outlines a Chinese main-board stock screen focused on the metaverse theme. Its stated conditions combine a positive return, an intraday rise above 1%, and main-board listing; the final selection logic adds net profit growth above 20%. Formula…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese A-share screening rule that selects stocks with intraday amplitude above 1%, at least one limit-up day in the prior 25 days, and a positive return on the current day. It presents the conditions as a way to find active stocks…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese-language post outlines a short-term stock screen combining three conditions: daily amplitude above one, a top-five rank by the day's auction amount, and a subjective “main rise starting” setup. It frames the screen as a way to look for active…

EquitiesMomentumTechnical indicators
SuperMind

This Chinese-language tutorial introduces the Relative Strength Index as a bounded measure comparing average upward and downward price changes over a lookback period. It presents the standard formula and walks through calculating gains and losses from…

EquitiesTechnical indicatorsMean reversion
SuperMind

This Chinese-language post describes a stock selection screen combining daily price range, a morning-star-related candlestick condition, and a close above the five-day moving average. Its stated rationale is to find shares with price movement, a possible…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen selects shares with a large trading range and at least one daily gain of ten percent or more within the prior twenty-five trading days, while excluding codes associated with the STAR Market. The post provides example screening logic in…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed stock screen targets companies classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have weekly MACD above zero. The article presents this as a combination of a recent attention or activity signal and a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity selection approach combines a technical filter with a fundamental growth condition. It looks for stocks with MACD above zero and a rising DEA line, then requires revenue in 2021 to exceed its 2018 level by more than ten percent. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a Chinese equity screen combining a recent increase in fund holdings, a minimum scale threshold, and revenue growth from 2018 to 2021. It presents the revenue ratio threshold as evidence of business growth and treats rising fund…

EquitiesChina marketsMomentumFactor investing
SuperMind

This document outlines a daily A-share selection rule that filters for a positive MACD reading, then ranks stocks by individual-stock attention and today’s auction amount, retaining the top five. It describes MACD as a short-term trend measure, attention as…

China marketsEquitiesTechnical indicatorsMomentum