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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

This screening recipe selects stocks with daily amplitude above 1, a high equal to the highest high over the current and prior day, and a named “morning star” condition. The document defines the latter through a crossover of five- and ten-day moving averages…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This A-share stock screen combines three conditions: the stock’s reported increase in positions today must exceed 5%, weekly MACD must be above zero, and the stock must have had more than two limit-up days in the past ten days. The accompanying explanation…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This article describes a daily, after-close screen for Chinese stocks with MACD above zero, more than two qualifying limit-up days within ten days, and ranking by individual stock popularity. It defines a qualifying limit-up day as a daily gain of at least…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article proposes a Chinese stock selection screen using a turnover range of 3% to 12%, at least one limit-up event within the previous 25 days, and large-order net flow above 0.05 on each of at least three consecutive days. Its example formula adds…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This guide explains how to create and save a strategy in the Tq trading terminal, edit its parameters, and start or stop it. It describes a strategy management area and says parameters such as contract identifiers can be changed before saving. The guide also…

ExecutionTechnical indicatorsFutures
SuperMind

The document describes a Chinese equity screening idea: retain stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and whose three technical indicators show a bullish crossover. The accompanying explanation frames these filters as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal filters for companies classified in the metaverse sector, a rounded price pattern, and exclusion from the STAR Market. Its example rules also include price movement and range conditions, a moving-average relationship,…

China marketsEquitiesTechnical indicatorsBreakout
SuperMind

This stock screen combines four conditions: price amplitude above one, current volume above ten thousand lots, a higher open, and appearance on the previous day’s Dragon and Tiger List, a ranking of unusually active stocks. The article frames the combination…

China marketsEquitiesMomentumSentiment
SuperMind

This proposed Chinese equity screen requires MACD to be above zero, the price-to-earnings ratio to be positive, and the weekly five-period moving average to cross above the ten-period average. The screen is intended to run before each trading session.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines price activity with reported earnings growth. It selects shares whose amplitude exceeds the stated threshold, that had a three-day limit-up streak as of the prior day, and whose year-over-year growth in net profit…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post describes a stock screen for mainland Chinese A-shares that excludes Beijing-listed shares, looks for a stacked sequence of moving averages, and requires 2021 revenue to exceed 2018 revenue by a stated ratio. The moving-average condition is…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

The document translates David Polen’s bottom-up investment principles into a quantitative stock-selection approach. The original framework emphasizes financially strong companies, ample free cash flow, earnings momentum, valuation based on expected returns…

EquitiesChina marketsFactor investingPortfolio construction
SuperMind

This Supermind screen selects listed Chinese stocks with price amplitude above 1, circulating market capitalization above 10 billion yuan, and a positive price-to-earnings ratio. The proposed rationale is to combine price movement, company scale, and…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Supermind stock screen selects main-board Chinese equities associated with the robotics concept. It requires turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a daily maximum decline between 4% and 5%. The…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document describes a technical stock screen that combines three conditions: daily amplitude above a threshold, a positive weekly MACD histogram, and a current high matching the highest high over the recent two-day window. It frames these conditions as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese equity screen selects stocks classified in the metaverse industry, with the opening price near the 10-day moving average, and with a nonempty field for an outstanding convertible bond name. The technical condition is presented as a…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection proposal combines a relative strength index below 65 with a condition involving price change multiplied by net large-order volume, then filters for prior-day turnover above 60 million. It frames the RSI and order-flow measure as…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

The document describes a Chinese equity screen that selects stocks with daily amplitude above 1%, a robotics theme, and circulating market capitalization below 10 billion yuan. It also discusses broadening the original 2021 time filter to include data from…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock screen looks for shares with amplitude above one and ranks eligible stocks by the day’s opening auction amount, selecting the top five while excluding the STAR Market. The article frames auction activity as a way to find stocks attracting market…

EquitiesChina marketsVolatilitySentiment
SuperMind

This stock screen combines three technical conditions: amplitude above one, the stock’s average price above its five-day moving average, and a positive daily MACD value. The document presents the conditions as a way to focus on short-term price action, using…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This proposed Chinese equity screen looks for stocks with RSI below 65, a positive interaction between percentage price change and net inflow attributed to very large orders, and a share price or average price above its five-day moving average. The document…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock selection proposal combines three filters: at least five moving averages converge, KDJ has just formed an upward crossover, and the stated 2019 dividend ratio exceeds 25%. The explanation interprets moving average convergence as possible…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

The article outlines an A-share stock screen centered on companies classified in a metaverse-related category. Its initial conditions are a positive recent return and a six-period RSI below 65. The proposed refined screen also keeps stocks in the top half by…

EquitiesChina marketsTechnical indicatorsMomentum