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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 Chinese-language post describes a stock-selection screen for companies classified in the metaverse sector. It selects shares with prior-day turnover above 8% and prior-day auction turnover above 0.26, using these thresholds as proxies for market…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

The document introduces network value to transactions (NVT) as a crypto-market analogue to the price-to-earnings ratio. It defines NVT as market capitalization divided by transaction volume, treating on-chain transfer activity as a rough measure of network…

CryptoOn-chain dataStatisticsRisk management
SuperMind

This stock-selection example combines a daily range filter, a morning-star-style candlestick condition, and a trend filter requiring the 20-day moving average to be above the 120-day moving average. Its accompanying indicator formula also includes a…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese A-share screening proposal starts with stocks in the robot concept whose circulating market capitalization is below 10 billion yuan and whose daily high-low range exceeds 1%. Its initial momentum condition is that at least one session in the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post outlines a Chinese equity screen for main-board stocks associated with the metaverse theme. It combines membership in that concept group, positive net buying attributed to major participants during the auction, and a daily price gain above 1%. The…

EquitiesMomentumSentimentChina markets
SuperMind

This Chinese-language post describes an equity screen combining turnover between 3% and 12%, a rising DEA condition, and a price pattern characterized as arc-shaped. The stated rationale is to seek stocks with some trading activity, improving technical…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a Chinese equity screen for stocks whose codes begin with 60, whose turnover rate falls between 3% and 12%, and that had at least one daily gain of 10% or more during the prior 25 trading sessions. It frames the past sharp rise as a sign…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese-language post proposes a stock selection rule based on three conditions: amplitude above 1, a rounded price pattern, and a current daily low below the previous day’s low. It interprets the range condition as a way to find active stocks and the…

EquitiesTechnical indicatorsVolatility
SuperMind

This document proposes screening stocks with turnover between 3% and 12%, a positive product of daily price change and large-order net volume, and no limit-up on the prior day. It presents the combination as a way to focus on active stocks where price…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This document describes a China A-share stock screen that selects metaverse-related companies, ranks them by the day’s auction amount, takes the top five, and excludes stocks on the STAR Market. It argues that auction activity can help identify liquid or…

EquitiesChina marketsExecutionRisk management
SuperMind

This stock screen combines three filters: membership in the metaverse industry, a positive one-day price return, and return on equity above 15% in each of the previous five years. The document explains that sustained ROE is intended to identify firms with a…

EquitiesFactor investingChina markets
SuperMind

The proposed stock screen selects Shenzhen main-board shares with daily high-to-low amplitude above 1%, at least one limit-up event in the prior 25 days, positive price-to-earnings ratios below 29.01, and positive price-to-book ratios below 3.11. Selected…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This post proposes screening Chinese A-share stocks in the metaverse sector that appeared on the previous day’s Dragon-Tiger list, then ranking them by capital-flow strength. It describes the ranking as a way to focus on names receiving market attention and…

EquitiesChina marketsMomentum
SuperMind

The post describes a China A-share stock screen focused on the metaverse industry. It selects stocks that had a limit-up within the previous 25 days and whose circulating market capitalization is between 5 billion and 10 billion yuan. The stated routine is…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-selection rule filters main-board shares by turnover between 3% and 12% and circulating market capitalization between 5 billion and 10 billion yuan. It then looks for five-, ten-, and twenty-day moving averages that are each higher than…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese-equity screening rule selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day closing-price average, and a current high equal to the highest high across the current and prior day. The document gives formula and…

EquitiesChina marketsBreakoutTechnical indicators
SuperMind

This post outlines a Chinese equity screen that selects stocks associated with the metaverse theme when prior session actual turnover falls between 3% and 28%, and previous day auction turnover exceeds 0.26. It interprets the turnover filters as rough…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This stock-selection screen targets companies classified in the metaverse theme. It requires the actual turnover rate from two trading days earlier to fall between 3% and 28%, and the prior day’s trading value to exceed 60 million yuan. The document gives…

EquitiesChina marketsTechnical indicators
SuperMind

This post presents a Chinese equity screen combining RSI, recent price performance, and a condition called “main rise start.” It selects stocks with RSI below 65, a positive return over the prior 10 days that is less than 35%, and unchanged 30-day…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post describes a Chinese equity screening rule that combines a technical indicator with company size and historical revenue growth. It selects stocks with RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and 2021…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This article proposes a Chinese stock screen for companies associated with the metaverse, limited to non-STAR Market listings and a circulating share count at or below the stated cap. The accompanying rationale characterizes the screen as a way to focus on…

EquitiesChina marketsFactor investing
SuperMind

This article presents a Chinese equity screening rule combining a positive MACD reading, a prior-day close above its 250-day moving average, and company and listing filters. The described selection favors firms classified as having a suitable business…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening proposal selects shares using three conditions: price amplitude above 1, free float no greater than 5.5 billion shares, and circulating market value above 10 billion yuan. The article frames the filters as a way to find volatile…

EquitiesChina marketsTechnical indicatorsMomentum