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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 screening proposal selects stocks with a reported position increase above 5%, a favorable or neutral company classification, and a positive return over the previous ten days that remains below 35%. The article presents the position…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese equity screening idea combines three filters: high relative trading volume, a prior-day price decline greater than 5% without a limit-down close, and a dividend payout ratio above 25% in 2019. The article interprets high volume as a sign of…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This ranking concept orders stocks by capital-flow strength and individual-stock popularity, on the premise that stronger flows and greater attention may indicate investor interest. The document proposes selecting the top 20 by these combined rankings, then…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese-equity screening idea combines a dividend payout ratio above 25% for 2019, a preferred company type, and a recent increase in holdings above 5%. The explanation associates the holding increase with near-term capital inflow and treats dividends…

EquitiesChina marketsFactor investingCarry
SuperMind

This stock-selection recipe looks for shares with an RSI below 65, a trading range greater than 1, and at least two limit-up days within the prior 500 days. The document frames the RSI and range conditions as measures of technical steadiness and price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection screen combines a market-cap ceiling with a large-order net-flow condition. It seeks companies valued below 10 billion yuan that have not reported a loss, and ranks candidates by net large-order flow after requiring that the flow remain…

EquitiesChina marketsMarket microstructureMomentum
SuperMind

This stock selection rule looks for turnover between 3% and 12%, an opening price within five percent of the 10-day moving average, and a prior session that was not a limit-up day. The article presents the opening price and turnover as more representative…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

This proposed Chinese stock screen combines three conditions: at least five moving averages overlap, the stock has had more than two limit-up sessions within ten days, and its 2019 dividend payout ratio exceeds 25%. The article names five average windows,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal combines a daily amplitude threshold with at least five overlapping moving averages. The accompanying discussion interprets closely grouped averages as a sign of relatively stable recent prices, while the range…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This post outlines a stock screen combining three conditions: a rising 30-day moving average, appearance on the prior day’s market activity ranking list, and ranking candidates by capital-flow intensity. It describes capital-flow intensity as comparing…

EquitiesChina marketsTrend followingMomentum
SuperMind

This Chinese-language post describes a short-term A-share screening rule using three inputs: a position-increase share above 5%, the prior day’s actual turnover rate within a stated 3–28 range, and a gain below 6% at 9:25. It frames the position-increase…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The strategy selects equities with an RSI below 65, 2021 revenue greater than 2018 revenue by a ratio above 1.1, and positive net profit in the first quarter of 2021. It then proposes taking the first N qualifying stocks and holding them for one year. The…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This proposed stock screen ranks shares by volume ratio, keeps the top 100, filters for prices below 12.9 yuan, and selects stocks whose 9:25 opening gain is under 6%. The author characterizes the volume filter as a way to find stocks attracting attention,…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This stock screen combines three filters: a 20-day moving average above the 120-day moving average, a reported increase in investor holdings above 5%, and a company-nature criterion. The document interprets the moving-average condition as short-term strength…

EquitiesTrend followingTechnical indicatorsSentiment
SuperMind

This screen selects stocks based on the prior day’s turnover and the current day’s opening-auction volume. Its initial conditions require prior-day turnover above 0.5 and auction volume greater than the previous day’s volume; the text also includes a year…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock screen combines clustered moving averages with a historical revenue comparison. It describes selecting stocks with at least five overlapping averages based on 5-, 10-, 20-, 30-, and 60-day periods, alongside a revenue ratio requiring 2021…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This stock screen combines recent limit-up activity with an RSI filter. It selects shares with RSI below 65, at least two limit-up days within the past 500 days, and more than two limit-up days in the past 10 days. The rationale offered is that the RSI…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article proposes reading sector level price and volume behavior to identify possible distribution in established leaders and accumulation in potential new leaders during a bull market. It flags a break below an important trend line or a large,…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This A-share screening idea selects stocks with turnover between 3% and 12%, a rising KDJ K value, and a price range greater than one percent. The author interprets an increase in K as improving short-term price momentum and uses the range threshold to focus…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This stock screen combines a minimum daily price range with a bounded relative-volume condition and rising lows. The stated rationale is to find shares with enough movement to offer trading opportunities, active but not extreme turnover, and a price…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock screen selects shares using three filters: price amplitude above one percent, exclusion of Beijing-listed stocks, and a ratio of external to internal trading volume above 1.3. The article presents the ratio as a way to identify stronger buying…

EquitiesChina marketsVolatilityMarket microstructure
SuperMind

This A-share selection method combines a price-range filter with positive daily MACD and a rising 30-day moving average. It proposes screening before each trading day and trading selected stocks at the next day’s open. A ranking by trading value and a…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock-screening proposal selects Chinese equities with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a condition described as the beginning of a major upward move. It presents the turnover and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language example describes a stock screen combining three conditions: membership in the metaverse concept group, a close above the previous session’s low, and a positive price-to-earnings ratio. The price comparison is a simple recent…

EquitiesChina marketsTechnical indicatorsPosition sizing