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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
Quantopian lectures
45 documents
Binance API docs
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 stock screen combines three technical conditions: daily amplitude above a stated threshold, a relationship between the closing price and recent five-day average values intended to represent upward movement, and a close between the middle and upper…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection example screens companies in the metaverse industry using two conditions: the closing price is above its five-day moving average, and an institutional-flow indicator is positive. It presents these criteria as a way to combine…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen combines a turnover range of 3% to 12% with a newly formed KDJ bullish crossover and a weekly moving-average crossover in which the five-week average moves above the ten-week average. Its final stated selection logic also requires…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This A-share stock selection idea filters for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and at least one daily gain of 10% or more during the prior 25 trading days. The article frames the turnover band as a…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock-selection screen looks for shares with daily amplitude above 1, a current decline between 4% and 5%, and at least one limit-up day during the previous 25 days. The document presents these filters as a way to find volatile stocks that have recently…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a stock selection rule combining daily price range, a reversal pattern called “反包” (roughly, an engulfing or counter-move signal), and a 14-period RSI below 65. The stated range condition is a high-to-low move greater than 1%; the three…

EquitiesTechnical indicatorsMomentum
SuperMind

The document describes an equity screen that excludes Beijing-listed stocks, selects stocks with a daily high-to-low range above one percent, and requires the previous close to exceed a 250-day moving average. It interprets the range as a sign of elevated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection note proposes filtering equities by three conditions: a daily range above 1%, a current high equal to the highest high over the current and previous sessions, and listing age above an unspecified threshold. The range is calculated…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This note describes a Chinese A-share screen combining RSI below 65, a daily gain above 1%, main-board listing status, and a share price below 12 yuan. It presents the conditions as a way to select stocks with relatively strong near-term movement while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Expert Advisor description combines a volatility gate, Stochastic entry signals, loss-triggered position sizing, and profit-based exits. It calculates an average of standard deviation indicator readings over a sliding window. Trading is prohibited when…

Technical indicatorsVolatilityPosition sizingRisk management
SuperMind

This stock-selection example screens companies classified in the metaverse theme, requiring the close to be above its five-day moving average and the prior day’s actual turnover rate to fall between 3% and 28%. The post presents the conditions as a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-market stock screen combines a daily amplitude condition, a minimum circulating market value, and a reversal or engulfing-style signal. The accompanying formula also uses a moving-average Bollinger measure and recent volume comparisons,…

EquitiesChina marketsVolatilityMean reversion
SuperMind

This stock-screening note describes ranking equities by capital strength and market popularity, then selecting those that recorded at least two limit-up sessions within a 500-day lookback. It treats these measures as signs of investor attention and stock…

EquitiesMomentumChina marketsRisk management
SuperMind

This stock-selection rule builds a candidate pool from shares with daily price amplitude above 1%, at least one limit-up event in the prior 25 days, and a product of price change and a large-order flow measure above a threshold. The accompanying rationale…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document outlines a stock-selection screen for Chinese equities in the metaverse theme. It filters for stocks associated with that industry, requires a positive institutional-flow measure, and ranks eligible names by a market-heat proxy in descending…

China marketsEquitiesMomentumSentiment
SuperMind

The article describes a Chinese stock screen combining daily amplitude above 1%, current volume above 10,000 lots, an opening price above the prior close, and a rising 30-day moving average. The stated aim is to find shares with notable price movement and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese mainland stock screen that selects main-board shares with daily amplitude above 1%, excludes shares that closed at the upper price limit on the previous trading day, and requires a gain above 1% on the current day. Its stated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a stock screen that selects shares with daily amplitude above a threshold, at least three years since listing, and exclusion from China’s STAR Market. It presents amplitude as a proxy for trading attention and the listing-age filter as…

China marketsEquitiesTechnical indicatorsBacktesting
SuperMind

The proposed stock screen selects shares with an intraday high-low range greater than one percent of the prior close, requires MACD to cross above its zero line, and ranks qualifying names by a popularity measure. The author interprets the range condition as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document proposes a stock screen using daily price movement, a K-line threshold, and turnover as a proxy for trading activity. It describes the intended combination as seeking stocks with noticeable movement, an oversold reading, and moderate market…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

The document describes a stock selection strategy that combines a positive MACD reading with a favorable company classification and a weekly five-period moving average crossing above the ten-period average. It presents the crossover as a way to focus on a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen combines three technical conditions: daily amplitude above 1%, a rounded price pattern, and an increase in the KDJ indicator’s K value. The post interprets the range condition as a way to find active shares, the rounded pattern as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection method looks for shares with a daily price range above 1%, excludes shares that closed at the limit on the previous day, and requires the current session’s auction move to fall between -2% and 5%. The post presents the conditions as a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document proposes screening equities for turnover between 3% and 12%, membership in a robotics theme, circulating market capitalization below 10 billion, and a closing price of 18.5 yuan. It also describes sorting qualifying shares by popularity. The…

EquitiesChina marketsFactor investingStatistics