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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 proposed Chinese stock screen combines a robotics-theme classification, circulating market value no greater than 10 billion yuan, and turnover stated as 3%–12%, then seeks main-board stocks after seven consecutive losing sessions. The article interprets…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

The proposed screen selects Chinese stocks associated with the robotics theme, with circulating market value below 10 billion yuan and turnover within a stated 3%–12% band. It also requires the opening price to lie between the 10-day moving average and 3%…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

The document proposes a stock screen based on how closely five moving averages align and where the current closing price sits within its recent 30-day high-low range. It suggests interpreting alignment above 0.8 or below 0.2 alongside an upward or downward…

EquitiesTechnical indicatorsTrend followingBacktesting
SuperMind

This stock screen combines three signals: the 20-day moving average is above the 120-day average, net buying by major participants during the opening auction is positive, and the day’s position increase ratio exceeds 5%. The article frames these as a…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document proposes a China stock screen that ranks companies by capital strength, using measures such as turnover or trading value, and looks for a weekly MA5 crossover above MA10. Its initial concept also calls for market capitalization below 10 billion…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three signals: a shortening MACD histogram below zero on a 15-minute chart, net inflows attributed to large orders during the afternoon session, and a ranking by capital intensity. The document describes capital intensity…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document presents a mainland China stock selection screen combining three conditions: MACD above its zero line, a daily gain greater than 1%, and at least two limit-up sessions in the past 500 days. It restricts the universe to main-board stocks. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen combines three conditions: at least five moving averages converge, market capitalization is below 10 billion yuan and the company is not loss-making, and the 15-minute MACD histogram’s negative bars are shrinking. The…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

The strategy screens stocks for turnover between 3% and 12%, an opening price near the ten-day moving average, and then ranks qualifying names by individual stock popularity. The example defines “near” as an opening price within 5% above or below the ten-day…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This screening idea combines a relative strength index below 65, positive money-flow strength ranked from strongest to weakest, and a pre-market gain below 6% at 9:25. The article interprets the RSI condition as avoiding highly elevated readings, positive…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This note proposes screening Chinese equities using three conditions: institutional purchases exceed 5% of trading volume, institutions are buying near a price bottom, and the company listed in 2021. It presents the combination as a way to find newer stocks…

EquitiesChina marketsSentimentRisk management
SuperMind

This Chinese equities screen selects stocks with positive returns over the past ten days, caps those gains at 35%, requires a stated size above 200 million, and ranks candidates by capital-flow strength. The post suggests that size may help address liquidity…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This screening idea combines a historical fundamental condition with two technical filters: a 2019 dividend payout ratio above 25%, RSI below 65, and a shrinking MACD histogram on a 15-minute chart. The post presents the combination as a way to consider both…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese equities screening example combines three filters: rank stocks by capital-flow strength, require a nonempty name for an outstanding convertible bond, and select companies whose 2019 dividend payout ratio exceeded 25%. The post interprets strong…

China marketsEquitiesFactor investingRisk management
SuperMind

This stock screen combines three selection rules: rank by volume ratio and retain the top 100, require an institutional trading seat to appear in exchange disclosure data, and select stocks whose ten-day gain is positive but below 35%. The stated rationale…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection approach combines three filters: market capitalization below 10 billion yuan, no past loss record, and strong capital activity. It ranks stocks by measures such as turnover rate and volume ratio, then favors those with high institutional…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share screening proposal combines recent price-limit activity with two technical indicators. It selects stocks with more than two limit-up sessions during the last 10 days, weekly MACD above its zero line, and RSI below 65. The article frames the…

China marketsEquitiesMomentumBreakout
SuperMind

This A-share stock screen selects shares whose daily position-increase ratio exceeds 5%, while excluding stocks that hit the price limit on the previous day. It also invokes strong performance during 2021; the example implementation adds a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share stock selection proposal combines convergence among multiple moving averages with a ranking based on large-order net volume. The document’s refined screen calls for at least six averages, spanning 5 to 90 days, and inclusion among the top 100…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This A-share screening idea combines three market-behavior filters: a daily position increase above 5%, net buying by large orders during the afternoon, and at least two limit-up sessions within the prior 500 days. The rationale is that rising position…

China marketsEquitiesMomentumMarket microstructure
SuperMind

This Chinese stock-selection proposal combines a market-capitalization ceiling, a positive daily position-change ratio, and a closing price above the previous day’s low. The article interprets a rise in position share as evidence of buying interest and the…

EquitiesChina marketsMomentumRisk management
SuperMind

This proposed Chinese stock screen looks for at least five converging moving averages, turnover above 8% on the prior day, and more than two limit-up sessions within ten days. The article interprets clustered averages as a sign of a clear trend, high…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a 14-period RSI below 65, positive afternoon large-order net inflow, and a recent return filter. The stated selection logic also describes a ten-day gain above zero but below 35%; the reference formulas and Python example…

EquitiesChina marketsTechnical indicatorsSentiment