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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 Chinese equity screen combines three short-term filters: a positive ten-day return below 35%, a high volume ratio, and strong net inflow attributed to major investors on the prior day. The article describes ranking both the volume ratio and prior-day…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This short-term Chinese equity screen selects stocks with turnover between 3% and 12% that appeared on the prior day’s trading leaderboard, then ranks them by the current day’s auction amount and keeps the top five. The article presents the conditions as a…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This stock screen combines a turnover-rate band of 3%–12% with a candlestick range measure intended to identify a reversal pattern, then ranks qualifying stocks by market interest. The example calculates the smaller distance from the previous close to the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The screen targets Shenzhen Main Board stocks with positive price-to-earnings ratios below 29.01 and price-to-book ratios below 3.11. It adds two technical conditions: the 20-day moving average must exceed the 120-day moving average, and the relative…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock-selection approach combines moving-average convergence, valuation limits, and a historical year filter. It seeks shares with at least five overlapping moving averages, listed on the Shenzhen Main Board, with price-to-earnings ratios from 0 to…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This stock screen combines recent price-limit performance with a measure of trading activity. It selects shares listed for more than ten days that recorded more than two limit-up sessions during the prior ten days, then ranks them by money-flow strength. The…

China marketsEquitiesMomentumBreakout
SuperMind

This post describes a stock screen combining three conditions: at least five moving averages converge, the ticker begins with 60, and the quoted 9:25 gain is below 6%. It interprets convergence as a sign of relative price stability and the opening-price…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This document proposes a Chinese equity screen that combines relative volume ranking, price above its five-day moving average, and revenue growth between 2018 and 2021. It describes the revenue condition as growth exceeding a stated ratio threshold, while…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

The proposed stock screen requires daily turnover between 3% and 12%, a reversal-style candle pattern described as an engulfing or recovery setup, and weekly MACD above zero. The criteria combine trading activity, price behavior, and a positive trend…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screen combines three technical conditions: price amplitude above 1%, a negative MACD reading from two sessions earlier, and a rising 30-period moving average. It is presented as a way to find volatile stocks with a developing upward trend despite a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen ranks candidates by capital intensity, using measures such as turnover and trading value, and requires turnover above 8% on the prior day plus more than two limit-up sessions within the preceding ten days. The rationale is to find actively…

EquitiesMomentumChina marketsBacktesting
SuperMind

This note proposes screening Chinese shares for daily price amplitude above 1%, a share price of 18.5 yuan, market value under 10 billion yuan, and non-loss-making businesses. It describes sorting selected shares by trading amount. The stated rationale is to…

EquitiesChina marketsRisk managementFactor investing
SuperMind

This note outlines an equity screen combining three conditions: MACD above zero, best bid volume at least as large as best ask volume, and a dividend ratio above 25% for 2019. Its rationale is that positive MACD indicates an upward technical condition,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock-selection note describes a screen for robotics-concept shares with float market value below 10 billion yuan and turnover constraints. The text gives overlapping turnover ranges: an initial range of 3% to 12%, followed by a stricter…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock-screening concept ranks equities by a measure of money strength, using net inflows and turnover as examples, and combines that ranking with a 20-day moving average above the 120-day average. It also refers to a concentration condition expressed as…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen looks for stocks with turnover between 3% and 12%, circulating shares no greater than 5.5 billion, and previous-day trading value above 60 million. The article says selection is intended before 10 a.m. It frames the turnover,…

China marketsEquitiesFactor investingRisk management
SuperMind

This stock screen combines three conditions: at least five moving averages converge, the previous session’s turnover exceeds 8%, and the 20-day moving average is above the 120-day average. The article interprets clustered averages as a sign of price…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This A-share screening idea combines at least five overlapping moving averages, a circulating share count no greater than 5.5 billion, and a dividend payout ratio above 25% for 2019. The post interprets clustered averages as alignment across price horizons,…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post describes a short-term A-share stock screen based on daily price amplitude above 1%, ranking by net large-order volume, and a reference to 2021 market conditions. It frames amplitude and large-order flow as measures of trading activity and…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This proposed A-share screen looks for stocks with at least five clustered moving averages, previous-day turnover above 8%, and a ten-day return above zero but below 35%. It also presents an expanded version adding valuation filters—price-to-earnings below…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note outlines an A-share stock screen combining at least five overlapping moving averages, a price around 18.5 yuan, and a 15-minute MACD histogram whose negative bars are getting shorter. It interprets clustered averages as a sign of price stability…

EquitiesChina marketsTechnical indicatorsMomentum