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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 stock screen selects companies associated with the metaverse theme, with RSI below 65 and more than two limit-up sessions within a recent ten-day window. It combines a technical filter with a theme or sector condition and a measure of unusually strong…

EquitiesChina marketsMomentumSentiment
SuperMind

This stock screen combines three technical conditions: RSI below 65, a 30-day moving average that is rising, and shrinking MACD histogram bars on a 15-minute chart. The stated rationale is to seek shares with a longer-term upward bias and a possible easing…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This proposed A-share screen combines positive MACD with revenue growth and a minimum revenue scale. It requires MACD above zero, 2021 revenue to exceed 2018 revenue by more than a factor of 1.1, and 2021 revenue of at least 1 billion yuan. The article…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed A-share screen selects stocks with a reported daily increase in institutional holdings above 5%, a share price below 12, and companies described as loss-free with market capitalization below 10 billion yuan. The post frames the holdings change…

EquitiesChina marketsSentimentRisk management
SuperMind

This proposed A-share screen combines moving-average convergence with a market-size and profitability filter, then checks the stock’s gain at 9:25. It calls for at least five moving averages to overlap, a market capitalization below 10 billion yuan, no…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed A-share screen combines three technical and company filters: at least five moving averages converging, market capitalization below 10 billion yuan with no reported losses, and the 20-day moving average above the 120-day average. It then adds…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock-selection proposal ranks shares by volume ratio, selecting the top 100, and combines that ranking with two filters: an opening price within 5% above or below the 10-day moving average, and more than two limit-up sessions during the preceding 10…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This screening strategy combines a turnover range of 3% to 12%, a reversal or engulfing-style pattern, and exclusion of special-treatment stocks. It then selects stocks that reached the daily price limit before 10 a.m. at least once during the previous five…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This A-share screening idea ranks stocks by volume ratio and keeps the top 100, then filters for prior-day turnover above 3% and up to 28%, plus more than two limit-up sessions in the past 10 days. The stated rationale is that elevated turnover and repeated…

EquitiesMomentumChina marketsRisk management
SuperMind

This note describes a Chinese stock screen requiring RSI below 65, at least two limit-up sessions over a 500-day lookback, and a dividend payout ratio above 25% for 2019. It combines a technical filter and a history of strong price moves with a historical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks for an RSI below 65, at least two limit-up sessions during the previous 500 days, and what it calls favorable company characteristics. The method combines a momentum-style technical measure with a record of strong…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note outlines a Chinese equity screen combining three conditions: at least five moving averages are described as overlapping, circulating market capitalization exceeds 10 billion yuan, and the 15-minute MACD histogram’s negative bars are shrinking. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen using daily turnover between 3% and 12%, a circulating share count no greater than 5.5 billion shares, and a descending ranking by individual stock heat. It frames the turnover and float limits as a way to focus on…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This proposed stock screen combines at least five overlapping moving averages, ranking by individual-stock attention, and a shortening MACD histogram on a 15-minute interval. The article interprets moving-average overlap as a possible sign of price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed equity screen looks for companies with market capitalization below 10 billion, positive earnings, and at least five overlapping moving averages. The article presents this combination as a way to find stocks with relatively stable price behavior…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock screen combines three technical conditions with a market restriction: MACD must be above its zero line, the share price must be up by more than 1% for the day, the stock must belong to the Shenzhen main board, and its 20-day moving average must…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines RSI below 65, previous-day auction turnover above 0.26, and a shortening negative MACD histogram on a 15-minute chart. The article presents RSI and auction turnover as gauges of market condition and activity, while MACD is…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection note proposes filtering shares by turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a daily price change greater than -5% but below 2.6%. The moving-average proximity is intended to…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection note combines a positive MACD condition, descending order by money-flow strength, and a limit on the stock’s gain by 9:25. The intended screen seeks shares with a favorable technical signal and comparatively strong fund flows…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening note describes a selection rule for shares associated with the robotics theme. It filters for daily turnover between 3% and 12%, a circulating market value below 10 billion yuan, and a 20-day moving average above the 120-day…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This screen targets Shenzhen main-board stocks with market capitalization below 10 billion yuan, positive earnings, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. It also specifies that the day’s position-increase share…

China marketsEquitiesFactor investingRisk management
SuperMind

The article proposes selecting stocks whose 5-day, 10-day, 20-day, 30-day, and 60-day moving averages converge, treating that alignment as a possible indication of trend or nearby support and resistance. It also refers to stocks with codes beginning with 60…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This screen ranks stocks by volume ratio and selects the top 100, then applies two moving-average conditions. The 5-day, 10-day, 20-day, and 60-day averages are expected to be stacked upward, while the 20-day average must also exceed the 120-day average.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: MACD above its zero line, a buy-side to sell-side trading volume ratio above 1.3, and at least two limit-up sessions during the prior 500 trading days. The document presents the conditions as a way to find stocks…

China marketsEquitiesTechnical indicatorsMomentum