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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
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 screening rule that combines daily price amplitude, positive institutional fund flows, and prior-day turnover above a stated threshold. The rationale is to find stocks with substantial price movement, signs of…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock screen selects shares with turnover between three and twelve percent, an opening price within five percent of the ten-day average closing price, and a specified market type. It combines a measure of trading activity with a short-term…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection post describes a screen combining daily price range, a positive weekly MACD condition, and a minimum prior-day trading amount. Its example implementation expresses the range as a percentage of the low and checks MACD values,…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This post proposes a Chinese equity screen combining a daily price-amplitude threshold, a top-five ranking by auction amount, membership in a robotics theme, and circulating market capitalization below 10 billion yuan. It presents the ranking and size…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen combining a 14-period RSI below 65 with year-over-year growth in net profit attributable to the parent company above 20% and at most 100%. It also requires revenue in 2021 to exceed revenue in 2018 by more than…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a stock screen combining three conditions: turnover between 3% and 12%, a rising KDJ K value, and negative daily returns for three consecutive sessions. The author frames the consecutive declines as a way to look for stocks that may be…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese-language post describes an equity screen for stocks in the Metaverse theme. It combines a prior-session close above the 250-day moving average with a current control indicator reading above 21. The stated rationale is to focus on a popular…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes a short-term Chinese A-share screen using daily price range, location, and a reported increase in positions. Its initial conditions seek stocks with intraday amplitude above 1%, exclude Beijing-listed shares, and require today’s position…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese A-share stock screen that combines turnover, company size, profitability, and a ranking based on recent money flow. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive…

EquitiesChina marketsMomentumRisk management
SuperMind

This post proposes screening Chinese stocks associated with the metaverse and beverage-related industries, with a volume ratio above 1.5 and below 6. Its explanation frames the sector selection as a way to focus on market themes and the volume condition as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article describes a Chinese equity screen requiring price amplitude above 1%, a field labeled KONGB below 20, and turnover between 2% and 9%. It presents the combination as a way to find stocks with notable price movement, a low reading on the named…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese equity-screening proposal selects stocks with a positive but limited 10-day return, a signal described as major-player control on the previous day, and today’s increase in holdings above 5%. The article interprets the return range as evidence of…

EquitiesMomentumSentimentRisk management
SuperMind

This proposed A-share screen filters for stocks with turnover between 3% and 12%, market value below 10 billion yuan, no reported losses, and a listing history beyond a stated minimum such as three years. The stated rationale is that an established trading…

China marketsEquitiesFactor investingRisk management
SuperMind

This stock screen combines daily price movement with a sequence of moving average crossovers and a Bollinger Band location filter. It seeks shares whose intraday amplitude exceeds a threshold, whose shorter moving averages cross upward in succession, and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document presents a stock screen that combines an industry filter for beverage and alcohol businesses, a turnover-rate range of 3% to 12%, and a bullish KDJ crossover. The accompanying explanation describes KDJ as a technical signal and notes that the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: price amplitude above a threshold, positive institutional-flow activity, and a K value below a threshold from the KDJ indicator. The accompanying examples calculate amplitude from the high, low, and open, sum…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock-selection approach ranks shares using two measures: net capital flow and net large-order flow. Each measure is calculated over a period by taking net inflows less outflows and dividing by free-float market capitalization. Higher values are…

EquitiesChina marketsSentimentFactor investing
SuperMind

The post describes constructing a broad Chinese A-share stock universe by retrieving and combining constituents of the Shanghai Composite and Shenzhen Component indices. It recommends obtaining the constituent lists dynamically rather than fixing them once,…

EquitiesChina marketsFactor investing
SuperMind

The document describes a Chinese A-share screen that selects stocks associated with the metaverse theme, applies a morning price-change ceiling, and requires market capitalization of at least 200 million. It also gives an example implementation that…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post presents a daily pre-open stock screen that requires MACD to be above zero, share price below 12 yuan, and the product of the stock’s price change and net very-large-order volume to be positive. It combines a trend-oriented technical indicator with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screening rule using three conditions: turnover between 3% and 12%, a reversal or engulfing-style price pattern, and circulating market capitalization above 10 billion yuan. The text frames the turnover range as a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post describes a daily stock selection screen for Shenzhen main-board shares. It combines a ranking by capital inflows, keeping the top 100, with price-to-earnings ratios between 0 and 29.01 and price-to-book ratios between 0 and 3.11. The author…

EquitiesChina marketsFactor investing