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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 A-share screening method ranks stocks by capital intensity, then selects those whose closing price is between the Bollinger middle and upper bands. It also requires a positive 10-day return below 35%. The document presents these filters as a way to…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a daily increase in holdings above 5%. The article describes the holdings increase as a measure of capital inflow and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed mainland China stock screen combines turnover between 3% and 12%, appearance on the prior day’s trading leaderboard, and a gain greater than 1% for a main-board stock on the current day. It aims to identify actively traded names that have…

EquitiesMomentumMarket microstructure
SuperMind

This proposed A-share screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and tradable share capital no greater than 5.5 billion shares. The conditions combine a measure of trading activity, a…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This Chinese A-share screening proposal combines three filters: at least five moving averages converge, the stock has an outstanding convertible bond identified by a nonempty name, and its return over the latest ten days is positive but below 35%. The…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12% that meet a reversal-pattern condition, while excluding categories described as the STAR Market. The accompanying formula expresses exclusions through a list of industries, applies…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This Chinese equity-screening proposal ranks stocks by capital strength, using measures such as trading value or turnover, and focuses on companies with market capitalization below 10 billion yuan that are not loss-making. The initial discussion refers to…

China marketsEquitiesMomentumFactor investing
SuperMind

This Chinese stock-screening note proposes selecting main-board shares with turnover between 3% and 12%, a robotics theme, circulating market value below 10 billion yuan, and positive afternoon net flows from large orders. Its stated rationale is to combine…

China marketsEquitiesSentimentRisk management
SuperMind

This note presents a stock-screening idea using reported increases in holdings, the ratio of external to internal trading volume, and a morning price-change limit. Its final stated conditions require today’s increase-in-holdings share to exceed 5%, external…

EquitiesChina marketsSentimentTechnical indicators
SuperMind

This note describes an A-share stock screen that combines turnover with the opening price’s distance from the 10-day moving average. The stated conditions require turnover between 3% and 12%, an open within 5% above or below the 10-day average, and turnover…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese A-share screening note combines a current-day turnover band with a reversal-style candle condition and a constraint on the previous day’s turnover. Its stated screen selects stocks with turnover from 3% to 12%, a prior-day turnover above 3% and…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document outlines a stock screen using three conditions: today's position increase share above 5%, a circulating market value between 5 and 10 billion yuan, and a shortening MACD histogram on a 15-minute chart. It interprets rising investor positioning…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document presents a thematic screen for stocks associated with the metaverse. It combines turnover in the 3% to 12% range with a price reversal condition, described in the screening expression as a close crossing above a moving average after being at or…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note presents a Chinese stock-selection rule built around a 2019 dividend ratio above 25%, a share price of 18.5 yuan, and a constrained daily trading range. The initial description calls for amplitude above 1, while its refined rule narrows amplitude…

China marketsEquitiesVolatilityFactor investing
SuperMind

This note outlines a Chinese stock screen requiring today’s increase in holdings to exceed 5%, weekly MACD to remain above zero, and market capitalization to be below 10 billion yuan. The author reads the first condition as active buying, the MACD filter as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note describes a momentum screen for Chinese A-shares. It combines a ranking by capital strength, exclusion of special-treatment stocks, selection before 10 a.m., and a requirement that a stock recorded more than two limit-up days in the…

China marketsEquitiesMomentumBreakout
SuperMind

This stock screen combines a historical dividend-ratio threshold with two technical conditions: RSI below 65 and upward divergence among the day’s moving averages. Its stated rules use the 2019 dividend ratio, requiring it to exceed 25%. The article presents…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This proposed Chinese stock screen combines three filters: at least five moving averages converge, the KDJ indicator has just formed a bullish crossover, and the company has a market capitalization below 10 billion yuan with no losses. The article interprets…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: rank stocks by volume ratio and keep the top 100, require a price below 12 yuan, and select stocks whose 30-day moving average is trending upward. The document presents these conditions as a way to find low-priced…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock selection post proposes combining three filters: today’s position increase ratio above 5%, stock scale above 200 million, and the 20-day moving average above the 120-day moving average. The post treats the position increase ratio as a flow…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock selection post describes a screen that ranks stocks by volume ratio and keeps the top 100, then looks for simultaneous bullish crosses in MACD, KDJ, and RSI. It also requires the 30-day moving average to be rising. The post interprets high…

EquitiesChina marketsTechnical indicatorsMomentum