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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
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 Chinese equity screen selects shares with more than two limit-up sessions in the preceding ten days, positive price-to-earnings ratio, and a stated amplitude threshold above 1. The article interprets the conditions as a combination of elevated trading…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese equity-screening recipe combines three technical conditions: RSI below 65, positive money-flow strength ranked from high to low, and an upward-sloping 30-day moving average. The explanation associates RSI with overbought or oversold conditions,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screen combines three conditions: a reported increase in net positioning above 5%, seven consecutive declining sessions, and a listing year of 2021. The article frames the combination as a way to find recent listings that have fallen for several…

China marketsEquitiesMean reversionRisk management
SuperMind

This A-share selection rule looks for stocks with turnover between 3% and 12%, a reversal-style candle pattern, and previous-session auction turnover above 0.26. The stated purpose of the auction-activity condition is to filter for names with short-term…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This A-share stock screen combines daily price range, pre-open trading activity, large-order buying, and a moving-average trend filter. It selects stocks with an amplitude above 1, a specified change in auction-period trading activity, large-order purchases…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This A-share screening idea combines a recent surge in limit-up activity with relative trading volume and Bollinger Band position. It selects stocks that ranked among the top 100 by volume ratio, had more than two limit-up days in the prior ten days, and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a stock screen combining buying activity above 5%, a prior close above the 250-day moving average, and more than two limit-up days in the previous ten trading days. The long moving average is presented as a trend filter, while the…

EquitiesChina marketsTrend followingBreakout
SuperMind

This document outlines an A-share stock screen based on three conditions: buying activity above 5%, evidence of institutional buying, and a pre-open gain below 6%. It presents the combination as a way to find stocks attracting capital without already showing…

EquitiesChina marketsSentimentExecution
SuperMind

This document describes a short-term A-share stock screen using three conditions: buying activity above 5%, three consecutive declining sessions, and more than two limit-up days within the previous ten trading days. It interprets the buying measure and…

EquitiesChina marketsMean reversionBreakout
SuperMind

This document outlines a simple Chinese equity screen that ranks stocks by money strength, limits share price to below 12, and applies a 2021 time filter. Its stated rationale is to favor lower-priced shares with stronger money-flow readings and to identify…

EquitiesChina marketsStatistics
SuperMind

This document describes a Chinese stock selection approach that combines an RSI reading below 65, a condition labeled as the start of a major advance, and favorable performance during 2021. The stated indicator rules include a 14-period RSI threshold and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document presents a main-board stock screen requiring turnover between 3% and 12%, a reversal or engulfing pattern, and a weekly close above the 30-week moving average. It explains the turnover band as a way to seek stocks with trading activity, the…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document describes a Chinese equity screen combining three conditions: daily position growth above 5%, an opening auction price change between -2% and 5%, and the 20-day moving average above the 120-day moving average. The author interprets position…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screen seeks companies with market capitalization below 10 billion yuan, positive earnings, share prices under 12 yuan, and an amplitude measure above 1%. The article frames the filters as combining small size and profitability with a low…

EquitiesChina marketsFactor investingRisk management
SuperMind

This note begins with a screen requiring today’s position-increase ratio to exceed 5%, circulating market value between 50 and 100 billion yuan, and the 20-day moving average above the 120-day moving average. It interprets these filters as signs of recent…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen ranks stocks by capital strength, prioritizes the five largest by the day’s auction amount, and requires more than two limit-up sessions within the previous ten days. The rationale is that strong capital activity and repeated…

EquitiesChina marketsMomentumBreakout
SuperMind

This note describes a Chinese equity screen that looks for stocks with at least five overlapping moving averages, a circulating share count no greater than 5.5 billion shares, and a 2021 date filter. The overlap is presented as a sign that short- and…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This A-share screening proposal combines RSI below 65, prior-day auction turnover above 0.26, and an upward trend filter based on the 30-day average being above the 60-day average. The final stated rules also add price-to-earnings below 50 and price-to-book…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Supermind screening concept selects stocks with turnover between 3% and 12%, an opening price near the 10-day moving average, and three technical indicators signaling a bullish crossover. The article gives a formula-style example that places the open…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening approach combines a relative strength index below 65, MACD above its zero line, and 2021 revenue more than 1.1 times 2018 revenue. The technical filters are presented as a way to avoid an overextended reading while selecting for…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening idea combines three conditions: market capitalization below 10 billion yuan, no reported losses, and the weekly price crossing above its 30-week moving average. It also requires the day’s increase in holdings to exceed 5%, which the…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post describes a Chinese equity screen that ranks stocks by capital-strength measures, selects larger-scale names, and requires an upward-sloping 30-day moving average. It offers turnover and trading value as possible measures of capital strength and…

EquitiesTrend followingTechnical indicatorsChina markets