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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 stock screen requires at least five moving averages to overlap, the 20-day average to be above the 120-day average, and the 15-minute MACD histogram’s negative bars to be shortening. The explanation interprets the overlap as relative price stability,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: a rising 30-day average, company scale above 200 million, and today’s position-increase ratio above 5%. The accompanying explanation treats the moving average as a trend filter, the scale threshold as a liquidity…

EquitiesChina marketsTrend followingMomentum
SuperMind

This stock selection concept combines three elements: ranking shares by capital strength measures such as turnover or volume ratio, looking for a rounded price pattern on candlestick charts, and selecting companies with a dividend payout ratio above 25% for…

EquitiesTechnical indicatorsSentimentFactor investing
SuperMind

This stock screen looks for at least five overlapping moving averages, turnover between 2% and 9%, and a positive ten-day return below 35%. The article interprets the combined filters as a way to find shares with aligned short- and medium-term trends,…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This stock-selection rule looks for daily turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a bullish moving-average configuration. Specifically, the 5-day average must have crossed above the 10-day average, while the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese stock screen combines three filters: market capitalization below 10 billion yuan, no reported losses, and a measure of today’s increased holdings above 5%, while excluding stocks that hit the daily limit yesterday. The accompanying…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese A-share screening idea combines a positive 10-day return below 35%, recent limit-up activity, and a daily range condition. The accompanying discussion frames it as a way to find stocks with recent strength for short- to medium-term observation.…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

The described Chinese stock screen combines three ideas: positive large-order net volume for at least three consecutive days, a daily position-increase ratio above 5%, and an upward-sloping 30-day moving average. The narrative treats persistent large-order…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screening rule selects stocks with turnover between 3% and 12%, an opening price near the 10-day moving average, and no listing on the STAR Market. The opening-price condition is specified as within 5% above or below the average. The post…

EquitiesTechnical indicatorsChina markets
SuperMind

This note describes a Chinese equity screen requiring RSI below 65, a favorable but undefined enterprise quality characteristic, and a 10-day return above zero but below 35%. It combines a technical indicator with a recent-return band and a qualitative…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes a Chinese equity screen combining a reported increase in buying activity, year-over-year parent-company net profit growth between 20% and 100%, and a 20-day moving average above the 120-day average. The buying-flow condition is presented…

EquitiesChina marketsFactor investingTrend following
SuperMind

This note outlines a Chinese equity selection approach using three signals: RSI below 65, the latest high matching the highest high over the previous two days, and strong performance during 2021. The proposed combination uses RSI as a momentum condition, a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining daily range, trend, and recent price performance. It looks for stocks with a daily high-to-low range above 1%, a 20-day moving average above the 120-day average, and a positive 10-day return below 35%.…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This Chinese stock screen combines three conditions: daily price amplitude above 1, turnover between 2% and 9%, and a ten-day price gain greater than zero but below 35%. The stated rationale is to find shares with meaningful price movement and trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This brief indicator description presents a classic exponential moving average for MetaTrader 5, with support for real-valued averaging periods. It distinguishes two versions: EMA_.mq5 can be applied to other indicators, while EMA.mq5 lacks that capability.…

Technical indicatorsStatistics
SuperMind

This Chinese stock selection example combines a 14-period RSI below 65, prior-day auction turnover above 0.26, and a 20-day moving average above the 120-day average. Stocks meeting all three conditions are ranked by individual stock popularity. The…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This post presents a Chinese stock screen built around price amplitude above 1, MACD below zero two days earlier, and more than two limit-up sessions within ten days. It frames the combination as a short-term technical and market-sentiment filter. The final…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post describes a short-term selection rule combining three signals: more than two limit-up sessions in the previous ten days, a prior-day 9:15 matched price at the limit-down level, and today’s position increase share above 5%.…

EquitiesChina marketsMomentumRisk management
SuperMind

This article proposes screening stocks for at least five overlapping moving averages and a shortening green MACD histogram on a 15-minute timeframe. Its stated rationale is that moving-average clustering and a changing MACD histogram could help identify…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screen selects stocks using three intraday market-behavior conditions: an increase in the day’s position-building share above 5%, net buying by large orders in the afternoon, and a price rise below 6% at 9:25. The article interprets the first two as…

EquitiesMarket microstructureExecutionChina markets
SuperMind

This Chinese equity screen combines a positive MACD reading with year-over-year growth in parent-company net profit above 20% and no more than 100%, plus a dividend ratio above 25% for 2019. The article presents the combination as a way to find companies…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This stock screen combines three technical conditions: price proximity to five moving averages, a newly formed KDJ golden cross, and a shortening green MACD histogram on a 15-minute chart. It proposes ranking stocks by the absolute gaps between price and the…

EquitiesTechnical indicatorsMomentumChina markets