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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 document outlines a Chinese-equity screening idea using three conditions: daily price amplitude above a threshold, high trading activity, and the 20-day moving average above the 120-day average. Its accompanying examples operationalize activity with…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This community post describes an equity screening rule combining an amplitude threshold, a rounded price pattern, and a prior closing price below a stated cutoff. It interprets the range and rounded-shape conditions as ways to find stocks with active but…

EquitiesTechnical indicatorsChina markets
SuperMind

This note outlines a short-term stock screen that combines a daily price-movement threshold, current volume above a stated level, a higher opening price, and exclusion of stocks that closed at the daily limit the prior day. It frames range and volume as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese A-share watchlist screen combining daily range, a newly formed KDJ bullish crossover, and a reported control indicator above a threshold. Its rationale is that a wider range signals activity, the crossover may mark improving…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a Chinese stock screen combining at least five overlapping moving averages, a close above the Bollinger middle band but below the upper band, and a 15-minute MACD histogram whose negative bars are shrinking. It presents these conditions as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes screening Chinese stocks for amplitude above one, a 9:25 price gain below six percent, and MACD above its zero line. The rationale is to combine a volatility condition and a limit on the early-session move with a positive MACD reading. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity-screening note proposes selecting stocks with amplitude above 1, a main-force-control condition from the prior day, and floating market capitalization above 10 billion yuan. It interprets amplitude as a sign of greater price movement, the…

EquitiesChina marketsVolatilityRisk management
SuperMind

This Chinese stock-screening note combines an industry filter with two moving-average conditions. It selects stocks classified in the metaverse industry, with the opening price around or above the 10-day moving average, and a weekly price series crossing…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document describes a Chinese equity screen that selects stocks classified in the metaverse sector when the prior day’s actual turnover rate is between 3% and 28% and the MACD value from two days earlier is below zero. It presents the logic in…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: the prior day’s price range exceeds 1%, the stock appeared on the prior day’s trading leaderboard, and a volume measure falls between 0.5 and 2. The volume measure multiplies prior-day turnover by today’s auction…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-selection rule first limits candidates to those with a turnover rate between 3% and 12%, then keeps stocks whose KDJ K value has risen from the prior observation. It ranks the remaining names by the day’s auction amount and selects the top five.…

EquitiesTechnical indicatorsMomentum
SuperMind

This document outlines a stock-selection screen that combines a positive MACD reading, a share price below 12 yuan, and a ranking by fund strength. It says the selection is performed before the market opens, while its sample code uses intraday data and…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This document describes a daily, after-close stock screen combining three conditions: amplitude above 1, institutional participation above 30, and more than ten years since listing. It presents the approach as a way to find established companies that show…

EquitiesTechnical indicatorsRisk management
SuperMind

This Chinese-language note describes a stock screen that combines a 14-period RSI below 65 with first-level bid volume exceeding ask volume, plus a condition described as the start of a strong upward move. It presents the combination as a way to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equities screening idea combines three signals: a high volume ratio, at least two limit-up sessions within the prior 500 days, and a shortening MACD histogram on a 15-minute chart. The stated procedure selects the top 50 stocks by volume ratio,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equities screen combines previous-day actual turnover, ten-day price performance, and a capital-strength ranking. It selects stocks with turnover between 3 and 28 and ten-day gains above zero but below 35, then ranks candidates by capital…

EquitiesMomentumChina markets
SuperMind

This Chinese equity-screening note combines daily price amplitude above a threshold, membership in a robotics concept group, a circulating market value below a stated ceiling, and a weekly close crossing above its 30-week moving average. The concept and size…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock-selection note proposes combining three filters: daily price amplitude above a threshold, a current low below the previous day’s low, and a dividend ratio above a stated level for 2019. The first two conditions identify volatile stocks making a…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This Chinese stock-selection note describes a screen combining daily price amplitude, a prior-day indication of major-player control, and positive net volume from large orders for at least three consecutive days. It presents these signals as a way to find…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The proposed equity screen combines a daily price-range filter, a market-capitalization ceiling of 10 billion yuan, positive net profit across the most recent four quarters, and a positive recent return. The article frames these filters as a mix of price…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This stock screen focuses on companies classified in the metaverse industry. It looks for shares whose price is above a rising five-day moving average and whose current high matches the highest high over the last two days. The page presents the conditions as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a short-term screen for Chinese equities associated with the metaverse theme. It selects stocks whose prior-day actual turnover falls within a stated range and whose 15-minute MACD histogram is becoming less negative, interpreting that…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening recipe selects stocks with daily amplitude above 1%, that were not limit-up or limit-down the previous day, and with a circulating market capitalization from 5 billion to 10 billion yuan. The post interprets amplitude and prior limit…

EquitiesTechnical indicatorsRisk managementChina markets