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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
TqSdk
86 documents
Quantpedia
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
Binance API docs
45 documents
Quantopian lectures
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 describes a Chinese A-share stock screen combining a reported daily position increase above 5%, an external-to-internal trading volume ratio above 1.3, and a market capitalization ceiling of 10 billion yuan. It presents these as signs of recent…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

The article presents a Chinese equity screening idea that combines a six-period RSI below 65, association with the metaverse theme, and at least two limit-up moves within a 500-day window. It frames the conditions as a way to combine a measure of market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese A-shares for daily amplitude above 1%, excluding names containing a Beijing reference, and selecting stocks associated with 2021. It gives formula and Python examples that calculate the high-low range relative to the low,…

EquitiesVolatilityTechnical indicatorsChina markets
SuperMind

This note describes a Chinese equity screen combining turnover, industry classification, and a price comparison. It selects beverage and alcohol import or export stocks with turnover between 3% and 12%, and a closing price above the previous session’s low.…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This Chinese equity screen looks for stocks with amplitude above 1, a prior-day 9:15 matching price at the limit-down level, and a MACD value below zero from two days earlier. The final rule adds a market-capitalization floor of 1 billion yuan. The article…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The article describes a Chinese stock screen combining three ideas: several moving averages clustered together, turnover within a specified band, and a 20-day moving average above the 120-day average. It interprets clustered averages as alignment across time…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening rule selects stocks with turnover between 3% and 12% that appeared on the previous day’s Dragon-Tiger List, while excluding Beijing-listed shares. The document presents the conditions as a way to narrow candidates using trading…

EquitiesChina marketsTechnical indicators
SuperMind

The document proposes a Chinese A-share screening rule for companies classified in the metaverse industry. It looks for stocks listed on the prior day’s Dragon-Tiger list and with a closing price lower on each of the preceding seven sessions. The rationale…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

The document describes an A-share stock screen combining a 14-period RSI below 65, an estimated outer-to-inner trading volume ratio above 1.3, daily amplitude above 1%, and trailing price-to-earnings below 30. It explains the intended rationale: use RSI and…

EquitiesTechnical indicatorsSentimentRisk management
SuperMind

This proposed stock screen selects Chinese equities with a daily price range above a threshold, no limit-up close on the prior day, and a positive institutional-flow measure. The explanation presents the range condition as a way to find active stocks and the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen combines three conditions: at least five moving averages converging, a rounded-bottom price shape, and at least two limit-up sessions within the past 500 days. The accompanying explanation interprets converging averages as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: association with the metaverse theme, positive net buying by major participants during the opening auction, and revenue in 2021 more than 1.1 times its 2018 level. The post presents the combination as a way to…

EquitiesChina marketsSentimentEvent-driven
SuperMind

This A-share selection rule first screens for turnover between 3% and 12%, market capitalization below 10 billion yuan, and companies described as having no losses. It then ranks qualifying shares by the day’s auction amount and proposes investing in the top…

EquitiesChina marketsExecutionSentiment
SuperMind

This A-share screening idea combines a turnover-rate band of 3% to 12% with seven consecutive daily declines, membership in the robotics concept group, and circulating market capitalization below 10 billion yuan. The post presents the criteria as a way to…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This note describes a Chinese equity screen combining a price-movement threshold, the presence of an outstanding convertible bond name, and a circulating market value band of 5–10 billion yuan. It presents the conditions as a way to combine short-term price…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This stock-selection rule filters for a circulating market capitalization above 10 billion yuan, a recent amplitude above 1, and a ten-day price change greater than zero but below 35%. Its stated aim is to find relatively large stocks with notable price…

EquitiesChina marketsMomentumVolatility
SuperMind

This stock screen combines a turnover rate between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a price pattern described as a rising bottom. The accompanying indicator logic…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This post describes a stock screen for Chinese equities that selects names with turnover in a specified range, excludes Beijing-listed shares, and requires relative trading volume to fall within stated lower and upper bounds. The stated aim is to find stocks…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This post proposes a Chinese A-share stock screen combining price movement, a measure of daily control, and buying activity in large and very large orders during the auction. It also suggests adding a dividend yield or PEG condition. The rationale is to…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This equity screen selects stocks with amplitude above 1, rising lows, and a 14-period RSI below 65. The conditions aim to identify shares that have substantial movement while showing a rising price floor and avoiding an overly high RSI reading. The document…

EquitiesTechnical indicatorsMean reversion
SuperMind

This stock screen combines daily price amplitude above 1, a positive weekly MACD histogram, and an outside-to-inside trade ratio above 1.3. It is intended to find shares with active price movement, a positive weekly technical signal, and buying-side…

EquitiesTechnical indicatorsMomentum
SuperMind

This beginner overview explains Chainlink as a decentralized oracle network that connects smart contracts with external data and computation. It describes data feeds, lower-latency data streams, cross-chain messaging, developer functions, automation, and…

CryptoDeFiOn-chain dataMarket microstructure