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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 short-term Chinese equity screen selects stocks with turnover between 3% and 12%, an appearance on the market’s notable-trading list yesterday, and a price signal described as the start of a major upward move. Its stated rationale is to combine trading…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen combines three filters: at least five moving averages clustered together, a limit-up event within the prior 25 days, and a dividend ratio above 25% for 2019. The article associates moving-average clustering with…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock screen combines two conditions: yesterday’s closing price was above its 250-day moving average, and today’s position-increase ratio exceeded 5%. The document interprets the long-term average as a sign of price strength and support, and the…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This proposed screen first limits its universe to Shenzhen main-board stocks, then applies price-to-earnings and price-to-book ranges, followed by a ten-day gain greater than zero and below 35%. The post also mentions ordering candidates by capital strength,…

EquitiesChina marketsFactor investingMomentum
SuperMind

This proposed screen combines a market-cap limit below 10 billion yuan, turnover between 2% and 9%, and convergence among the 5-, 10-, 20-, 30-, and 60-day moving averages. It also describes selecting stocks without losses, though the meaning of that…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This stock-selection method looks for a positive return over ten days that remains below 35%, a weekly MACD above its zero line, and an RSI below 65. The post frames the return filter as an additional screen alongside a longer-horizon trend condition and a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a turnover range of 3% to 12%, an appearance on the previous day’s trading list, and a closing price above the previous day’s low. The document presents these conditions as a way to identify actively traded stocks while using the…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This note proposes screening Chinese shares for price amplitude above 1%, ranking eligible stocks by market heat, and requiring 2021 revenue to exceed 2018 revenue by a factor greater than 1.1. It interprets the amplitude filter as a sign of trading activity…

EquitiesChina marketsFactor investing
SuperMind

This Chinese stock-screening note selects shares with turnover from 3% to 12%, a pattern described as a reversal or bullish engulfing move, and a daily control measure above 21%. The accompanying indicator example also requires the stochastic K line to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese equity selection screen based on turnover between 3% and 12%, circulating market capitalization no greater than 5.5 billion, and a minimum listing age. A Python example illustrates a five-year listing-age threshold, while the…

EquitiesChina marketsFactor investing
SuperMind

This note describes a Chinese equity screen combining turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and a share price below 12 yuan. Its stated rationale is to focus on stocks with moderate trading activity, a…

EquitiesChina marketsFactor investing
SuperMind

This stock selection idea combines two filters: yesterday’s trading value must exceed 60 million, and the 30-day moving average must be rising. The document interprets higher trading value as a sign of active market participation and a rising average as…

EquitiesTrend followingTechnical indicatorsChina markets
SuperMind

This Chinese stock screen selects companies associated with robotics, with a turnover rate between 3% and 12%, circulating market value below 10 billion yuan, and a positive daily MACD reading. It also describes sorting qualifying stocks by closing price.…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection method filters for shares with turnover between 3% and 12%, a reversal-style candlestick condition, and a weekly five-period moving average crossing above the ten-period average. The article presents the combination as a way to pair…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection screen combines recent trading activity, short-term price momentum, market capitalization, and profitability. It ranks stocks by trading volume over the past ten days, selects those with positive gains below 35% over the same period, and…

EquitiesChina marketsMomentumStatistics
SuperMind

This Chinese equities screen combines a market capitalization ceiling of 10 billion yuan, positive profitability, beverage manufacturing industry membership, and a MACD reading above zero. Its detailed screening examples add conditions involving return on…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equities screen looks for robotics related companies with float market value below 10 billion yuan, turnover between 3% and 12%, and a recent high among the highest prices of the past two days. It combines a theme and size filter with a short…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen looks for turnover within a specified band, an appearance on the previous day’s market leaderboard, and three moving-average crossovers involving 15-, 30-, 60-, and 120-period averages. The article presents the combination as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening recipe combines three market-based conditions: daily amplitude above a threshold, a large-order net-volume measure meeting a stated cutoff, and an upward 30-day moving-average trend. The article describes the mix as a way to consider price…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This proposed equity screen combines a reported daily increase in holdings with a bullish moving-average signal and a historical date restriction. The stated conditions are a holdings increase above a threshold, a five-period weekly moving average crossing…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock selection recipe combines a price trend filter with valuation and trading-range conditions. It screens Shenzhen main-board stocks for a 20-day moving average above the 120-day average, price-to-earnings and price-to-book ratios within stated…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This A-share screen looks for stocks with an amplitude above 1, a qualifying opening-auction price move, substantial buy orders from very large trades, and a 9:25 gain below 6%. The stated logic is to combine price fluctuation and order activity with a limit…

EquitiesMarket microstructureExecutionChina markets
SuperMind

This A-share stock screen combines a KDJ golden-cross signal with a 2019 dividend payout ratio above 25% and a ranking by capital intensity. The document describes the cross as a possible indication of upward price momentum, the payout filter as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines a 2019 dividend payout ratio above 25% with a ranking by capital intensity and the exclusion of Beijing-listed stocks. The document interprets stronger capital intensity as greater investor attention and the historical…

EquitiesFactor investingChina markets