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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
WonderTrader
14 documents
Alphalens
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 proposed screen looks for stocks classified in the beverage and alcohol import-export industry with RSI below 65 and a shortening MACD histogram on a 15-minute interval. The article presents the RSI and MACD conditions as short-term technical filters,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The screen selects mainland Chinese main-board stocks associated with robotics, with turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a share price below 12 yuan. It further suggests ranking qualifying names by investor…

China marketsEquitiesMarket microstructureRisk management
SuperMind

This proposed Chinese stock screen combines three signals: today’s position-growth share above 5%, positive net buying attributed to major participants during the auction, and a reference to performance in 2021. The article interprets position growth and…

China marketsEquitiesSentimentTechnical indicators
SuperMind

This stock screen combines three conditions: a 14-period RSI below 65, at least two limit-up sessions within the past 500 days, and a change in price by 9:25 a.m. below 6%. The article presents the early quote as a signal of the day’s opening direction and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note proposes screening main-board Chinese stocks using a turnover range of 3% to 12%, a reversal-style pattern, a daily gain above 2%, and a large-order volume condition. The accompanying formula compares recent and longer-term volume averages as a…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This note outlines an equity screen that combines an RSI reading below 65, a rising 30-day moving average, and a qualitative judgment that the company is sound. It expresses the technical conditions with a 14-period RSI and a comparison between the current…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note proposes screening stocks for at least five moving averages that align, a share price around 18.5 yuan, and a historical year condition of 2021. Its sample calculation uses moving averages over 5, 10, 20, 50, and 200 trading days, then applies…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This note describes a China A-share screening rule for main-board stocks associated with robotics. It combines a daily turnover range of 3% to 12%, a circulating market value below 10 billion yuan, and a daily gain above 1%. The article presents the rule as…

EquitiesChina marketsMomentumRisk management
SuperMind

This proposed screen targets Chinese-listed companies with market capitalization below 10 billion yuan and positive earnings, while also ranking large-order net flow and requiring daily price amplitude above 1%. An indicator example adds a 20-day low-price…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese stock-screening proposal combines three conditions: at least five moving averages converge, the stock was described as controlled by major investors the previous day, and its 30-day moving average is rising. The text interprets convergence as a…

EquitiesTechnical indicatorsTrend following
SuperMind

This post proposes selecting Chinese stocks using moving-average confluence, high current trading volume, a higher open, and a historical dividend payout ratio above 25%. Its rationale links moving-average alignment to trend stability, volume to tradability…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection post proposes screening for shares with at least two limit-up moves within the stated recent period, a price below the stated threshold, and a daily increase in holdings above 5%. It interprets the holdings increase as possible…

EquitiesChina marketsMomentumEvent-driven
SuperMind

This document proposes screening listed companies for yesterday's turnover rate between 0.5 and 2 and market capitalization below 10 billion yuan. It suggests that turnover within this range may identify companies with market attention while avoiding the…

EquitiesChina marketsFactor investingRisk management
SuperMind

This proposed A-share screen targets short-term trading by selecting stocks with a stated price condition, daily amplitude above a threshold, and more than two limit-up days within the prior ten days. The document interprets repeated limit-ups as a sign of…

EquitiesChina marketsMomentumBreakout
SuperMind

This A-share stock screen combines three stated conditions: at least five moving averages coincide, the opening price is near the 10-day average, and the 20-day average is above the 120-day average. The accompanying explanation treats clustered averages as a…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This post outlines a Chinese stock screen that combines at least five overlapping moving averages, low valuation ratios, and shorter negative MACD histogram bars on a 15-minute chart. It describes a universe of Shenzhen main-board stocks and gives…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post proposes screening Chinese equities for a 2019 dividend ratio above 25%, RSI below 65, and exclusion from the Science and Technology Innovation Board. Its stated rationale is to avoid stocks with relatively high RSI readings, select companies with…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock screen combines three conditions: at least five moving averages converge, the previous day’s turnover exceeds 8%, and the 15-minute MACD histogram’s negative bars are getting shorter. The article interprets moving-average convergence as relative…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines three conditions: a 14-period RSI below 65, an indication that major market participants controlled trading the previous day, and a 30-day moving average that is higher than its prior value. The rising average is intended…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes screening A-shares using price amplitude, an opening-auction bid/ask measure, large-order buying, and more than two limit-up sessions over a ten-day window. It frames the combination as a blend of price behavior,…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese-language post describes an A-share screening rule combining MACD above zero, three consecutive declining sessions, and more than two limit-up days within ten days. It presents the rule as a way to find stocks with a positive trend signal despite…

EquitiesTechnical indicatorsMomentumRisk management