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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 post proposes a short-term Chinese stock screen based on three signals: more than two limit-up sessions within ten days, a daily increase in position share above five percent, and a positive threshold for the product of price change and net large-order…

EquitiesMomentumBreakoutMarket microstructure
SuperMind

This post describes a Chinese equity selection rule using a 14-period RSI below 65, a listing history longer than one year, and a publication-date filter for 2021. Its final version adds a screen for stocks in the top five industries. The author frames the…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This document outlines a Chinese equity screen that combines convergence among at least five moving averages with a 20-day average above the 120-day average. It presents the convergence as a way to identify compressed price trends and the…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This proposal screens A-shares outside the Beijing market for a high 2019 dividend ratio and a condition described as at least five overlapping moving averages. The author presents the moving-average condition as a sign of stable, closely grouped prices and…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock-screening proposal combines three conditions: today’s reported increase in holdings exceeds 5%, the day’s maximum decline falls between 4% and 5%, and the stock recorded at least two limit-up sessions during the prior 500 days. The document…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This note describes an A-share screening idea combining a ranking by capital-flow strength, a 2021 performance filter, and a 15-minute MACD condition in which the negative histogram bars are shortening. The proposed interpretation is that stronger inflows…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a stock screen combining three conditions: at least five overlapping moving averages, a named morning-star reversal pattern, and a positive but capped ten-day price gain. The pattern description calls for a bullish candle…

EquitiesTechnical indicatorsMean reversionMomentum
SuperMind

The document describes an A-share selection idea combining three filters: stocks among the top 100 by volume ratio, stocks among the top 10 for institutional-seat purchases in exchange trading data, and a shortening MACD histogram on a 15-minute chart. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document outlines a Chinese A-share stock screen combining three conditions: the 20-day moving average is above the 120-day average, afternoon large-order net flow is positive, and the reported increase in holdings for the day exceeds 5%. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This short-term Chinese equity screen combines trading activity, circulating share supply, and opening-auction buying pressure. It sets turnover within a stated 3% to 12% range, limits circulating market capitalization to the stated 1–55 hundred-million-yuan…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This stock selection idea combines a technical filter with a historical dividend measure. It selects equities with a 14-period RSI below 65, a “main uptrend start” condition defined by unchanged 30-day high and low extremes versus the prior period, and a…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This Chinese-equity screen combines three conditions: RSI below 65, share price below 12 yuan, and a dividend payout ratio above 25% for 2019. The technical indicator is specified as a six-period RSI. The intended rationale is to combine a momentum-related…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese-equity screening rule selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and no limit-up on the previous day. The article’s final formulation describes a circulating market-value range…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese-market stock screen combines a 3%–12% turnover range with robot-concept membership and a circulating market value below 10 billion. It further filters for a ratio formed by multiplying yesterday’s turnover by today’s opening-auction volume…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This proposed A-share screen combines a ranking by capital-flow strength, exclusion of specially treated stocks, a so-called five-limit-up pattern, and a requirement that the 9:25 price gain be below 6%. The article frames the capital-flow ranking as a way…

EquitiesMomentumChina markets
SuperMind

This A-share stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the ten-day moving average of closing prices, and a volume ratio between 1.5 and 6. The article also provides a formula example and a Python…

EquitiesTechnical indicatorsChina markets
SuperMind

This article outlines a Chinese equity screening rule that combines three conditions: at least five moving averages converge, the share price is below 12 yuan, and the company’s 2019 dividend payout ratio exceeds 25%. The convergence is presented as a sign…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note proposes screening equities using a reported position-growth share above 5%, a closing price above the previous day’s low, and a 2021 listing year. The first two conditions are presented as signs of buying interest and near-term price strength,…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This proposed equity screen combines three signals: at least five converging moving averages, net inflow from large orders during the afternoon, and a 20-day moving average above the 120-day average. The note interprets convergence as alignment among shorter…

EquitiesTechnical indicatorsTrend followingMarket microstructure
SuperMind

This note describes an equity selection screen combining three conditions: at least five converging moving averages, a favorable company classification, and a gain below 6% at 9:25. The moving-average condition is framed as evidence of relatively stable…

EquitiesTechnical indicatorsVolatility
SuperMind

This note outlines an equity screen intended to identify stocks with aligned moving averages and positive trend conditions. It combines at least five overlapping moving averages with a weekly MACD above zero and a rising 30-day average. The overlap is…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This proposed Chinese stock screen combines a reported daily increase in buying activity above 5%, year-over-year net profit growth between 20% and 100%, and an upward-sloping 30-day moving average. The article presents these as signs of capital inflow,…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese equity screen combines a turnover range of 3% to 12% with robot-sector membership, float market capitalization below 10 billion yuan, and RSI below 65. The stated rationale is to find actively traded stocks in the theme while using RSI as a…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This stock screen combines a daily trend filter with shorter-interval momentum signals. It selects shares whose 20-day moving average is above the 120-day average, whose 15-minute MACD histogram is shrinking while negative, and whose RSI is below 65. The…

EquitiesTechnical indicatorsMomentumChina markets