Skip to content

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 screening concept selects stocks whose moving averages converge, requiring at least five averages to overlap, then ranks qualifying names by market attention. The article suggests that multiple averages moving together may indicate a stable trend, while…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This proposed screen combines an increase in reported position or capital allocation, a daily gain threshold for main-board stocks, and a shortening negative histogram in the 15-minute MACD. The document interprets the first condition as evidence of buying…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines three conditions: an increase in a stock’s reported position or capital allocation, a weekly five-period moving average above the ten-period average, and a limited gain at the 9:25 market snapshot. The intended logic is…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen selects normally operating companies whose 30-day moving average is rising and whose price has at least five overlapping moving averages. The article interprets overlapping averages as a period of relative stability and a rising…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock-selection idea looks for shares with a position-increase ratio above 5%, a maximum daily decline between 4% and 5% in magnitude, and a 9:25 a.m. gain below 6%. The explanation treats increased positions as a sign of capital inflow and the bounded…

EquitiesChina marketsMean reversionMomentum
SuperMind

This proposed equity screen combines three conditions: at least five moving averages overlap, the averages spread upward on the current day, and the company’s 2019 dividend payout ratio exceeds 25%. The article interprets the overlapping averages as…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock screen combines capital-flow strength, exclusion of specially treated stocks, a limit-up pattern described as a five-part method, and a revenue comparison. The stated revenue condition is that 2021 revenue divided by 2018 revenue exceeds 1.1. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes an MQL5 class for calculating the Moving Average of Oscillator (OsMA) with a ring buffer. It outlines initialization options for fast, slow, and signal smoothing periods and methods, buffer capacity, and indexing direction. Calculation…

Technical indicatorsExecution
SuperMind

The document presents a Chinese stock screen using three initial signals: a rising 30-day moving average, an opening auction change between -2% and 5%, and a reported increase in position share above 5%. The article interprets the last condition as evidence…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen combining turnover between 3% and 12%, a reversal pattern, and revenue growth. Its final rule compares 2021 revenue with 2018 revenue, requiring the ratio to exceed 1.1, then ranks selected shares by market…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese A-share screening concept combines three signals: rank stocks by money-flow strength, require weekly MACD to be above zero, and select stocks with more than two limit-up days within the past ten days. The document interprets money-flow strength…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share selection concept ranks stocks by money-flow strength and limits the universe to companies listed after 2021. Its proposed final screen adds market capitalization above 10 billion yuan and positive profitability. The stated rationale is…

EquitiesChina marketsMomentumFactor investing
SuperMind

This Chinese A-share screening idea selects stocks with turnover between 3% and 12%, a previous-day appearance on the securities leaderboard, and circulating market capitalization above 100 billion yuan. The rationale is to focus on actively traded, widely…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes a Chinese stock screen that looks for turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and non-ST status. It then seeks the first five stocks with a limit-up move, framing the signal as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a Chinese equity screen using three conditions: at least five moving averages overlap, the stock has reached the daily price limit at least twice within 500 days, and its 30-day average is rising. It explains the averages as indicators…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a stock-selection screen for Chinese main-board equities. It combines a turnover range of 3% to 12%, a reversal or engulfing-style condition, and an increase in the K value of the KDJ indicator. The accompanying formula compares…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes a Chinese equity screen combining at least five overlapping moving averages with positive returns and dividend criteria. Its final rules add three-year average returns above the market average, a three-year dividend ratio above 25%,…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a Chinese stock screen using turnover between 3% and 12%, appearance on the prior day's trading leaderboard, and a rising 30-day moving average. The author frames turnover and leaderboard inclusion as signs of active trading and market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese stock screen based on three conditions: daily price amplitude above 1%, share price below 12, and at least two limit-up sessions within the prior 500 days. It interprets amplitude as a sign of trading activity, the price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes a Chinese stock screen that combines convergence among five moving averages—5, 10, 20, 60, and 120 days—with a KDJ bullish crossover. The crossover is treated as a possible entry signal, and closing price and trading volume are mentioned…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share stock screen that keeps securities with turnover between 3% and 12%, excludes Beijing-listed shares, and looks for at least five moving averages to converge. The convergence condition is presented as a technical setup,…

EquitiesChina marketsTechnical indicators
SuperMind

This A-share screening proposal combines technical and fundamental filters: at least five moving averages should converge, the ten-day price gain must be positive but below 35%, and the company must have a market value below 10 billion yuan with no losses.…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This A-share stock screen combines turnover, the opening price relative to the ten-day moving average, and MACD. It selects stocks with turnover between 3% and 12%, an opening price within 5% of the ten-day average, and a MACD reading above zero after the…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock screen requires a reported position increase above 5%, a weekly close crossing above the 30-week moving average, and at least two limit-up sessions within 500 days. The article frames these conditions as signs of capital interest, a rising…

EquitiesChina marketsMomentumTechnical indicators