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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

The document outlines a Chinese-market stock screen that selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and limits the stated 10-day gain to a positive value below 35 percent. It presents this as a…

EquitiesChina marketsMomentumTrend following
SuperMind

The document presents a Chinese equity screening idea based on daily price amplitude above one percent, a K-line indicator below 20, and a stock price near 18.5 yuan. It explains the first condition as selecting stocks with price movement, the second as…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This stock-selection proposal screens for shares with MACD above its zero line, ranks candidates by popularity, and requires at least two limit-up sessions within the prior 500 trading days. Selection is scheduled after the weekly close. The post explains…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document proposes a short-term Chinese stock screen that combines RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and three consecutive daily declines in closing price. It describes RSI as a way to assess recent…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

The document proposes screening Chinese stocks in the metaverse industry using technical signals and the opening-auction return. Its stated criteria combine three indicators crossing upward with an auction return between -2% and 5%. The listed indicator…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection proposal looks for shares with daily amplitude above 1%, weekly MACD above the zero line, and a rising 30-day moving average. The article frames amplitude and MACD as measures of market activity and direction, while the rising average is…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese A-share screening proposal combines three conditions: a 14-period RSI below 65, external trading volume divided by internal trading volume above 1.3, and more than two limit-up days within the prior ten days. It presents the mix as a way to find…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a stock screen combining four conditions: daily high-low amplitude of at least one percent, positive net profit, market capitalization no greater than 10 billion yuan, and a closing price above its 250-day moving average. It frames the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a stock selection rule using price amplitude, a recent three-session limit-up sequence, and turnover constrained to a stated range. It explains these filters as a way to favor active, recently strong stocks while excluding turnover that…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post outlines a daily stock screen using three conditions: MACD above the zero line, share price below 12 yuan, and a morning star candlestick pattern. It describes running the selection before 10 a.m. and includes example formulas and partial Python…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes an equity screen that combines price movement and recent strength: amplitude above one, a rising price bottom, and at least one daily gain of 10% or more during the previous 25 trading sessions. It presents the conditions as a way to find…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This document specifies a screen for Chinese main-board stocks with turnover between three and twelve percent, floating market capitalization between 5 and 10 billion yuan, and a closing price below 12 yuan. It includes a formula-style condition and a Python…

EquitiesChina marketsStatistics
SuperMind

This document describes a Chinese equity screen that selects stocks with daily price amplitude above one percent, excludes Beijing-listed shares, and requires a nonempty name for an outstanding convertible bond. It gives formula and Python examples, but the…

EquitiesChina marketsVolatility
SuperMind

This Chinese-language post outlines a stock screen combining three conditions: membership in the metaverse theme, a positive institutional-flow measure, and a rising or diverging moving-average signal. It gives formula references and a Python example that…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents a basic A-share stock screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed stocks, and requires a 14-period RSI below 65. It frames turnover as a liquidity filter and RSI as a way to identify stocks that may…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

The document describes a stock selection screen that combines a turnover range, a listing-year filter, and a price-to-earnings ceiling. Its stated logic selects stocks with turnover between 3% and 12%, an IPO year of 2021, and P/E below 20. It also gives an…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This proposed stock screen combines a daily price-range threshold above one percent, previous-day turnover above 60 million, and membership in a selected company type or industry. The article describes the company classification as an additional filter…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This stock screen selects Chinese equities whose daily high-low range exceeds one percent, whose price is below 12 yuan, and that have recorded at least one limit-up event during the prior 25 trading days. The article presents the conditions as a way to find…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese-language post describes an equity screening rule that combines a relative strength index below 65, the product of percentage price change and large-order net inflow, and a price above its 250-day moving average. The stated rationale is to…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This post proposes screening stocks for daily amplitude above 1, positive large-order net volume above 0.05 over three consecutive days, and a pattern described as three consecutive down days. It supplies example formula fragments and Python calculations…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This post describes a stock screen combining a 14-period RSI below 65, bid-side volume greater than ask-side volume, and a current daily low below the previous day’s low. It provides example indicator logic and a Python implementation that applies those…

EquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screen using turnover between 3% and 12%, a daily gain greater than 1%, main-board membership, and a K-line condition described as below 20. The accompanying code example instead checks whether the latest K value is below…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

The post describes an equity selection screen combining price movement, volatility, and a short-term trend condition. Its stated criteria are amplitude above 1, upward-diverging moving averages, and an intraday maximum decline between 4% and 5%. The proposed…

EquitiesMean reversionTechnical indicators
SuperMind

This Chinese-language article proposes screening stocks whose RSI is below 65, whose prices have fallen for seven consecutive sessions, and whose company size exceeds 200 million. It presents the combination as a simple technical screen with a size filter,…

EquitiesChina marketsTechnical indicatorsMean reversion