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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-selection idea filters for turnover between the stated lower and upper bounds, a pattern described as a reversal or engulfing move, and positive net large-order inflow in the afternoon. The article presents these conditions as a way to combine…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen combines three conditions: the 20-day moving average is above the 120-day average, the prior day’s trading value exceeds the stated threshold, and the current increase in holdings is above the stated percentage. The document interprets…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen combines three conditions: a 2019 dividend ratio above 25%, RSI below 65, and a measure of increased buying activity above 5%. The post presents it as a blend of a historical fundamental criterion and technical or trading-activity…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This post proposes screening Chinese stocks with market capitalization below 10 billion yuan and at least five moving averages converging at the same time. It names the 5-, 10-, 20-, 50-, and 200-day averages, treating their alignment as a possible sign that…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This proposed Chinese equity screen combines a turnover range of 3% to 12%, an opening price within 5% of the 10-day moving average, and buying interest during the opening auction. It also requires large and extra-large order purchases to exceed a stated…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This screening method selects main-board stocks associated with the robotics theme, with turnover between 3% and 12% and floating market capitalization below 10 billion yuan. It then ranks qualifying names by individual stock popularity or market heat,…

EquitiesSentimentChina marketsRisk management
SuperMind

The note describes a stock screen built around MACD above its zero line, a connection to beverage and alcohol imports or exports, and positive stock performance during 2021. It presents the conditions as combining a trend indicator, an industry or…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection approach combines a positive MACD position above its zero line with year-over-year growth in parent-company net profit greater than 20% and no more than 100%. It also requires the 15-minute MACD histogram’s negative bars to shrink, which…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock-screening note combines three conditions: rank stocks among the top 100 by volume ratio, require a positive 10-day gain below 35%, and select stocks whose 15-minute MACD histogram bars are becoming shorter while negative. The author frames…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock screen combines relative trading activity, afternoon large-order net inflow, and past limit-up frequency. It proposes selecting stocks ranked among the top 100 by volume ratio and afternoon net inflow, and requiring at least two limit-up…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This Chinese stock selection method screens for shares with a 14-period RSI below 65, more than one year since listing, and a 9:25 price increase below 6%. The note frames RSI as a way to identify relatively weak recent performance, while the listing-age and…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This Chinese stock-screening note combines three conditions: today’s position increase share must exceed 5%, the closing price must be above the previous day’s low, and the 30-day moving average must be rising. It explains these as signs of capital inflow,…

EquitiesTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese stock screen requiring circulating market capitalization above 10 billion yuan, price amplitude above 1, and a limit-up event during 2021. It presents the size condition as a way to focus on larger companies and amplitude as a…

EquitiesChina marketsVolatilityBreakout
SuperMind

This note describes a Chinese stock screen combining at least five coincident moving averages, a limit-up event within the prior 25 days, and a shortening MACD histogram on a 15-minute chart. The explanation frames clustered averages as a possible point of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks by ranking fund strength, requiring positive institutional activity, and selecting shares with more than two limit-up sessions in the past 10 days. The accompanying explanation interprets strong fund inflows and…

EquitiesChina marketsMomentumBreakout
SuperMind

This note describes a Chinese stock screen centered on fund strength and prior-day turnover above 8%, with a stated focus on 2021 data. It presents high turnover as a sign of activity and fund strength as a rough measure of investor attention. Its later…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

The strategy screens for non-Star Market Chinese stocks whose turnover ratio falls between 3% and 12% and that appeared on the prior day’s trading-activity leaderboard. This combines a measure of market activity with a recent attention or price-movement…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-screening idea selects equities with RSI below 65, weekly MACD above its zero line, and an upward-trending 30-day moving average. The article presents these conditions as a way to find stocks with favorable technical direction. Its accompanying…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note outlines a stock-selection idea based on ranking by capital strength, limiting share price, and requiring a positive but capped return over ten days. The stated rationale is to favor stocks attracting market attention and showing recent gains…

EquitiesChina marketsMomentumRisk management
SuperMind

This note proposes finding stocks with at least five overlapping moving averages, a rounded price pattern, and a 20-day moving average above the 120-day average. It interprets moving-average convergence as a sign of nearby support or resistance, the rounded…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This note proposes screening Shenzhen main-board stocks for a positive MACD reading, a daily gain above 1%, and more than two limit-up sessions within the preceding ten days. Its examples describe ranking selected stocks and provide a daily selection routine…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes an A-share filter combining a daily high-low range above 1%, a nonempty name for an outstanding convertible bond, and a year condition of 2021. It also presents indicator and Python examples intended to implement the screen. The stated…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This proposed stock screen combines convergence among at least five moving averages with more than two limit-up days in a ten-day window, framed in the document around 2021 data. The rationale is that closely grouped averages may indicate relatively stable…

EquitiesTechnical indicatorsMomentumStatistics