Skip to content

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 post describes a Chinese equity screen combining a metaverse industry classification, a rounded chart pattern, and first-level bid volume exceeding ask volume. It presents the order book comparison as a direct measure of current buying and selling…

EquitiesChina marketsMarket microstructure
SuperMind

The post describes a stock screen that combines three technical conditions: daily high-to-low amplitude above one percent, a newly formed KDJ bullish crossover, and a MACD value below zero two sessions earlier. The author frames the combination as a way to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language strategy note screens stocks in the beverage and alcohol import-export industry using RSI below 65 and more than two limit-up sessions in a ten-day window. It frames RSI as a technical condition and recent limit-ups as a sign of market…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language note proposes screening Shenzhen main-board stocks using three filters: price amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and price-to-earnings and price-to-book ranges of 0–29.01 and 0–3.11. The stated…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post presents a Chinese stock selection screen using three stated filters: today’s increase in position share above 5%, external volume divided by internal volume above 1.3, and at least two limit-up days within the past 500 days. The author interprets…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document presents a Chinese A-share stock screen combining three conditions: today’s increase in holdings exceeds five percent, institutions are described as buying during a price decline, and the 20-day moving average is above the 120-day moving…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-selection proposal screens for amplitude above 1, a turnover-based measure between 0.5 and 2, and a K value below 20. The turnover measure is described as yesterday’s turnover rate multiplied by today’s auction volume divided by…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This stock screen combines daily amplitude above 1, simultaneous moving-average crossovers, and a 10-day return greater than zero but below 35%. It presents the crossover condition as a possible sign that a short- or medium-term uptrend is beginning, while…

EquitiesTechnical indicatorsMomentum
SuperMind

The article explains the common U-shaped intraday volume pattern, with activity elevated near the open and close. It proposes that informed traders may prefer these liquid periods to act on information gathered before the open or to avoid overnight risk,…

EquitiesChina marketsMarket microstructureStatistics
SuperMind

This Chinese equity screening idea combines three signals: at least five moving averages converging, appearance on the prior day's trading leaderboard, and a positive return below 35% over ten days. The stated interpretation is that converging averages may…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen combining daily price range, recent returns, market capitalization, and profitability. It looks for stocks with a range above 1%, positive but below 35% returns over ten days, market value below 10 billion yuan,…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese-language post describes an equity screening rule that combines price amplitude above a threshold, an upward relationship among current price and five-day moving-average values, and a prior-day actual turnover range of 3% to 28%. The stated…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document proposes screening stocks for a positive MACD condition, a closing price below 12 yuan, and a company-quality criterion. It describes running the screen before 10 a.m. on each trading day. The intended combination is a momentum signal, a price…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document describes a stock-selection screen that ranks shares by relative volume, keeps those with previous-day turnover above 8%, and requires the 20-day moving average to exceed the 120-day moving average. It interprets relative volume as a proxy for…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

The proposed stock screen targets A-share companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses. It then seeks stocks showing simultaneous bullish signals from three technical indicators, with MACD,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection example combines three filters: daily price amplitude above a threshold, prior-day actual turnover within a stated band, and circulating share capital capped at a stated size. The accompanying rationale is that smaller floats may…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This proposed Chinese stock screen selects shares with turnover between 3% and 12%, amplitude above 1%, and outside trading volume more than 1.3 times inside volume. The rationale is to combine a trading-activity range with price movement and an order-flow…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-screening proposal combines a daily amplitude threshold above 1% with an afternoon large-order net-inflow condition and a company classification such as industry or region. The document frames the screen as mixing technical and company-related…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This Chinese-language post describes a rules-based screen for mainland Chinese stocks. It selects companies associated with the metaverse theme, requires a positive institutional-flow measure, and looks for at least two limit-up events within a 500-day…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock selection post describes screening for companies associated with the metaverse theme, with previous-session actual turnover between 3% and 28% and a closing price of exactly 18.5 yuan. It provides corresponding indicator conditions and a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screening rule selects stocks with turnover between 3% and 12%, a rising KDJ K value, and a volume condition based on the prior day's turnover and the relationship between current auction volume and prior volume. The post presents the…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This proposed A-share stock screen combines turnover between 3% and 12%, a market capitalization ceiling of 10 billion yuan, nonnegative earnings, and a rounded or arc-shaped price pattern. The article frames the shape criterion as a technical selection…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-language post describes an equity screen combining three conditions: daily amplitude above a threshold, a prior-day proxy for major-player control based on price relative to its five-day average, and at least one limit-up event during the past…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This document describes an A-share stock screen combining current turnover, the ratio of buy-initiated to sell-initiated volume, and a history of limit-up moves. Its stated selection criteria are turnover between 3% and 12%, an external-to-internal volume…

EquitiesChina marketsMomentumTechnical indicators