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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
Quantpedia
86 documents
TqSdk
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-screening approach combines price position relative to five moving averages, turnover, and trend. The stated final rules require the closing price to be above the 5-, 10-, 20-, 60-, and 120-day averages, turnover between 2% and 9%, and a rising…

EquitiesTechnical indicatorsTrend followingRisk management
SuperMind

The article outlines a stock-selection screen requiring a reported daily position increase above 5% and weekly MACD above its zero line. It also includes a 2021-related condition in its initial description, but the later proposed final rules omit that…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This short-term equity screen selects stocks whose turnover lies within a specified band, that appeared on the prior day's trading leaderboard, and that had positive pre-open auction turnover above a stated threshold. The document frames the combination as a…

EquitiesChina marketsMarket microstructureHigh-frequency trading
SuperMind

This equity screen combines a range-based volatility condition with a Bollinger Band position: the close must fall between the middle and upper bands. It also applies a historical return requirement, described as favoring stocks with positive past…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

The document describes a stock selection screen based on clustering among several moving averages, a specified share price, and a limited price rise by the 9:25 a.m. observation. It argues that these conditions may identify stocks with comparatively stable…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This stock screen starts with Shanghai-listed shares and compares 2021 revenue with 2018 revenue, requiring growth above a stated threshold. Its final proposed criteria add a market-cap range, growth in net profit over the same period, a price-to-earnings…

EquitiesChina marketsFactor investingRisk management
SuperMind

This A-share selection idea combines a circulating market capitalization above 10 billion yuan, more than two limit-up sessions within ten days, and at least five overlapping moving averages. The post describes the limit-up count as a sign of attention and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening recipe combines a reversal pattern with turnover filters. It selects stocks whose current turnover is between 3% and 12% and whose previous-day turnover exceeded 8%, while also requiring a reversal or engulfing-style price pattern. The…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock-selection method combines trading activity, price position, and earnings growth. It screens for shares with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and year-over-year growth in net profit attributable…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This note describes an A-share stock screen that looks for at least five overlapping moving averages, excludes Beijing-listed shares, and requires the 20-day moving average to be above the 120-day moving average. The overlap condition is presented as a sign…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This A-share screening method looks for stocks with a positive but bounded 10-day return, weekly MACD above its zero line, and at least five overlapping moving averages. The post treats the moving-average cluster as a sign of price consolidation or stability…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screen selects stocks associated with the robotics concept, with float market value below the stated cap and turnover between 3% and 12%. It also requires first-level bid volume to exceed first-level ask volume, using that imbalance as a rough…

EquitiesMarket microstructureExecutionChina markets
SuperMind

This A-share screening idea combines a reported daily increase in position holdings with a moderate daily price move and shortening green bars on the 15-minute MACD. The document interprets the holding increase as a sign of capital inflow and the shrinking…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes screening Chinese equities by turnover, circulating share count, and the opening price relative to the 10-day moving average. The initial description uses a 3%–12% turnover range, a circulating share cap of 5.5 billion shares, and an…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen that combines a market-value ceiling of 10 billion yuan, a history without losses, company type, and a ranking by capital-flow intensity. It explains capital-flow strength as a measure of investor attention, while…

China marketsEquitiesFactor investingRisk management
SuperMind

This note outlines a Chinese equity screen combining daily turnover between 3% and 12%, a reversal-candle condition, and evidence of institutional fund buying. Its code examples estimate the reversal condition from the prior close relative to the day’s high…

China marketsEquitiesTechnical indicatorsBacktesting
SuperMind

This Chinese stock-screening idea combines three conditions: at least two limit-up events during the previous 500 days, an intraday amplitude above 1%, and a current low below the prior day's low. The historical limit-up count is treated as a sign of past…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This proposal screens Chinese stocks for turnover between 3% and 12%, membership in a robotics concept group, floating market capitalization below 10 billion yuan, and a KDJ K value below 20. It frames the low K value as an added price-condition filter and…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This screening proposal selects Chinese shares with turnover between 3% and 12%, a Dragon-Tiger List appearance on the prior day, and weekly MACD above zero. The list appearance is used as a proxy for market or institutional attention, turnover bounds impose…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock-screening note combines three signals: at least five moving averages converging, a high rank for net large-order volume, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find shares with…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This proposed Chinese equity screen ranks stocks by a capital-strength measure, then considers prior-day actual turnover in the stated 3% to 28% range and a 2019 dividend ratio above 25%. The article describes capital strength as a measure of money flowing…

EquitiesChina marketsSentimentFactor investing