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 Chinese-language post outlines an equity screen combining daily price range, market capitalization, positive net profit, and a positive institutional buying measure. It presents the criteria as a way to find smaller profitable companies with elevated…

EquitiesChina marketsVolatilityRisk management
SuperMind

This Chinese stock-screening post combines three conditions: RSI below 65, external-market volume divided by internal-market volume above 1.3, and appearance on the previous day’s broker leaderboard. It describes the screen as a way to identify shares with…

EquitiesTechnical indicatorsChina marketsSentiment
SuperMind

The post describes an equity screen that ranks stocks by a capital-strength measure, with turnover and volume ratio given as examples, and filters for a positive 10-day return below 35%. It also specifies stocks whose codes begin with 60, which identifies a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post proposes screening stocks for turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and price above its 30-day moving average. It frames the turnover and order-book conditions as measures of trading activity, while…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese-language post proposes screening stocks by combining a minimum daily trading range, sustained return on equity, and an upward price trend. The stated rule calls for a range of at least one, ROE above 15% for five consecutive years, and a weekly…

EquitiesTechnical indicatorsTrend followingFactor investing
SuperMind

This Chinese-language post outlines an equity screening idea for stocks in the metaverse industry. It combines a bullish MACD signal, described as three technical indicators crossing upward, with a rising 30-day moving average. The intended purpose is to…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This stock-screening idea combines amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and an engulfing-style reversal pattern. The article interprets the amplitude filter as a way to find volatile shares and the shrinking…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This note describes a Chinese-equity screening rule combining a turnover-rate range of 3% to 12%, outside volume more than 1.3 times inside volume, and a rising DEA indicator. It presents the conditions as a way to find actively traded stocks with buying…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection screen combines price movement, trading-flow, and prior-day price conditions. It selects shares with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and a close above the previous day’s low. The…

EquitiesTechnical indicatorsMarket microstructureSentiment
SuperMind

This stock-selection concept combines a price-range condition with weekly MACD and valuation filters. It targets Shenzhen main-board shares with an amplitude above 1, a weekly MACD above zero, a price-to-earnings ratio from 0 to 29.01, and a price-to-book…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock-selection rule combines three conditions: daily amplitude above a threshold, MACD above or crossing the zero line, and more than two limit-up sessions during the previous ten trading days. The note frames amplitude as a volatility measure, MACD as…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This note describes a Chinese A-share screening idea focused on companies classified in the metaverse sector. It adds a share-float or market-size ceiling and selects stocks whose closing price lies between the middle and upper Bollinger Bands, calculated…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection post combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an upward-sloping 30-week moving average. It frames the screen as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-selection post describes a screen for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and return on equity above 15% in each of the most recent five years. It combines recent market strength and trading activity…

EquitiesChina marketsFactor investingMomentum
SuperMind

This rule-based screen selects Chinese stocks whose daily high-low range exceeds 1% of the previous close, whose code begins with 60, and whose current high matches the highest high over a recent window. The article initially describes a two-day high…

China marketsEquitiesVolatilityBreakout
SuperMind

This stock-selection screen combines yesterday’s exchange leaderboard data, a ranking by reported capital flow intensity, and a limit on the current session’s opening gain. It first identifies stocks appearing on the prior day’s trading leaderboard, orders…

China marketsEquitiesMomentumSentiment
SuperMind

This article describes an equity screen that combines a daily price-range condition, a low share-price ceiling, and a positive weekly MACD reading. The stated rules require amplitude above 1%, a closing price below 20, and MACD above zero in consecutive…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article proposes a Chinese equity selection screen combining trading activity, a short-term technical signal, and company size. It selects stocks with turnover between 3% and 12%, a rising KDJ K value, and a circulating market value between 5 billion…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

These notes describe several practical features of futures and over-the-counter derivatives markets. They explain how central counterparties manage standardized OTC trades through margin and default-fund contributions, while bilateral trades use master…

FuturesDerivatives pricingRisk managementMarket microstructure
SuperMind

This stock-screening rule combines a turnover range of 3% to 12%, an opening price within 5% of the 10-day moving average, and a 14-period RSI below 65. The article describes turnover and price location as technical filters and treats the RSI threshold as a…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This Chinese stock-screening rule selects shares with turnover between 3% and 12%, a rising DEA indicator, and a prior-day condition excluding limit-up stocks. The article presents the turnover band as a liquidity screen and DEA direction as a short-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This research summary presents a model in which investors update beliefs about future profits too slowly. When earnings signals are persistent, that sluggish updating can leave information out of stock prices, helping explain why more profitable firms and…

EquitiesFactor investingStatisticsMomentum
SuperMind

This A-share screening idea combines three technical conditions: daily price amplitude above 1, at least two limit-up sessions within the previous 500 days, and daily MACD above zero. The document frames the filters as a way to find stocks with signs of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock-selection screen using three conditions: reported trading volume above 10,000 lots, an opening price above the previous close, and a date filter for 2021. It also says to rank candidates by a volume-ratio measure.…

EquitiesChina marketsMomentumTechnical indicators