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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 post proposes screening stocks using three conditions: amplitude above 1%, a shrinking negative MACD histogram on a 15-minute chart, and a 2019 dividend payout ratio above 25%. The idea combines price movement and a possible shift in short-term momentum…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This post describes a stock screen that requires amplitude above 1%, a current high equal to the highest high over two days, and more than two limit-up sessions within the prior 10 days. The combination targets stocks with recent price movement, a short-term…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This post presents a Chinese-equity screening rule combining daily price amplitude above 1%, a K-line indicator below 20, and relative volume greater than 1.5 but less than 6. It offers formula and Python-style examples for calculating amplitude from the…

EquitiesTechnical indicatorsStatisticsChina markets
SuperMind

This Chinese stock-screening post combines a large intraday range with recent price strength and a lower daily low. Its initial conditions look for amplitude above 1 and at least one daily gain of 10% or more in the past 25 trading days, while requiring…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This proposed Chinese A-share screen selects companies associated with the robotics theme, turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and three consecutive declining sessions. The post presents the rules as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening A-share equities for turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, no reported losses, and a share price below 12 yuan. It frames the rules as a way to identify lower-priced, smaller…

EquitiesChina marketsFactor investing
SuperMind

The post proposes a Chinese equity screen for companies classified in the metaverse industry. It combines a volume-ratio band above 1.5 and below 6 with a KDJ bullish crossover. The author then expands the proposed screen to favor stocks with forecast profit…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This equity screen combines three filters: daily high-to-low range above 1%, a reversal or engulfing-style pattern, and a concentration measure below 20%. Formula and Python examples illustrate how the conditions might be combined to produce a candidate…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This stock-selection screen combines membership in the metaverse theme with a long-term price filter and a one-day price-change threshold. It selects shares whose previous-day price is above the 250-day moving average and whose current-day gain exceeds 5%.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This portfolio overlay begins with CSI 300 constituents whose index weights exceed 0.35%. At the start of each month, it measures each eligible stock’s return over the previous 21 trading days, approximately one month. Stocks with positive returns are…

China marketsEquitiesMomentumPortfolio construction
SuperMind

This document describes a Chinese stock selection screen that combines turnover, price movement, large-order trading activity, and recent strength. The stated core conditions require turnover between 3% and 12%, a positive product of price change and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-language post describes a stock selection screen combining three conditions: turnover within a specified range, first-level bid volume greater than ask volume, and the prior close above the 250-day moving average. Its sample formula also…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

The document describes a Chinese equity screen restricted to the metaverse industry. It selects stocks whose average price is above a five-day moving average, whose daily gain exceeds a stated threshold, and whose proprietary “control” measure is above a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This tutorial introduces a basic neuron model, describing weighted inputs, a threshold, and an activation function. It explains why a smooth sigmoid function is used in practice in place of an idealized step function, then applies a neural network to…

Machine learningEquitiesTechnical indicatorsBacktesting
SuperMind

This Chinese stock-screening proposal selects companies classified in the metaverse industry when price is near its 10-day moving average and at least one session in the prior 25 trading days gained 10% or more. The article presents the average-price…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document outlines an equity screen for stocks associated with the metaverse theme. It combines three filters: membership in that concept group, a current close above the previous day’s low, and a positive daily return at least once within a rolling…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea combines three filters: market capitalization below 10 billion yuan, no historical losses, and current trading volume above 10,000 lots. It also describes selecting stocks that open above the previous close, framing the…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese-language post describes a short-term screen for stocks in the metaverse theme. Its initial conditions are elevated turnover on the prior day and an upward arrangement of moving averages for the current day. The expanded version also requires…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document outlines a short-term Chinese equity screen combining price movement, a morning-star candlestick pattern, and prior-day trading activity. It also presents indicator and Python examples intended to select active stocks while excluding…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a stock-selection screen for companies classified in the metaverse industry. It requires relative volume to fall between 1.5 and 6 and the prior day’s turnover rate to exceed 8%. The author presents these conditions as a way to identify…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a rule-based candlestick system that uses named reversal patterns to generate entries and exits. Its bullish conditions include morning-star variants, matching lows, and bullish engulfing-style moves; bearish conditions include…

EquitiesTechnical indicatorsMean reversionPosition sizing
SuperMind

The document outlines a Chinese equity screening idea combining three conditions: a market capitalization below 10 billion yuan, no reported losses, and a daily increase in holdings above 5%, alongside large net buying in the afternoon. It interprets the…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese stock-screening strategy combines three conditions: daily amplitude above 1%, at least two limit-up events during the prior 500 days, and positive net buying attributed to major investors during the opening auction. It also proposes ranking…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed short-term stock screen combines a price-range threshold, an opening-auction gain below six percent, and a 15-minute MACD condition described as a shortening negative histogram. The article presents these filters as a way to combine volatility,…

EquitiesChina marketsTechnical indicatorsMomentum