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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
WonderTrader
14 documents
Alphalens
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 note describes a Chinese equity screen for stocks in the metaverse theme. It selects names whose prior-day actual turnover is between 3% and 28% and whose current-day return is positive, with the return calculated from the close relative to the previous…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines three conditions: rank stocks by volume ratio and retain the top 25, require limit-up events over the stated 25-day period, and select stocks whose 30-day moving average is rising while the close remains above it. The article…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock selection method combines price amplitude, a low KDJ reading, and the weekly MACD histogram. The stated rules screen for amplitude above 1, K below 20, and a positive weekly MACD histogram, aiming to find volatile stocks that may be poised for a…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This proposed Chinese equity screen selects stocks associated with the metaverse theme, filters for positive net buying attributed to large traders during the opening auction, and restricts the universe to codes beginning with 60, generally Shanghai-listed…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This Chinese A-share stock screen combines a daily turnover range of 3% to 12% with a reversal or “包” pattern, then ranks qualifying stocks by today’s opening auction value and selects the top five. The article presents the idea as a simple way to focus on…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock-selection approach combines a turnover filter of 3%–12% with a positive but capped 10-day price gain and a condition that the stock’s average price stands above its five-day moving average. The stated rationale is to focus on actively traded…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post outlines a Chinese stock-selection screen combining a positive MACD reading, a signal described as prior-day institutional control, and alignment among several moving averages. It presents the original screen as requiring at least five averages to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a timing strategy based on the rotation between large-cap and small-cap stocks in China’s A-share market. It compares the recent performance of the CSI 300 and CSI 500 indexes, representing the two size groups, and selects the stronger…

China marketsEquitiesMomentumTrend following
SuperMind

This document describes an equity screen combining daily range, a fresh KDJ bullish crossover, and seven consecutive sessions of falling closes. It frames the range threshold as a way to select volatile stocks, the crossover as a possible sign of improving…

EquitiesTechnical indicatorsMean reversionVolatility
SuperMind

This article outlines a Chinese stock selection screen combining three conditions: amplitude above a stated threshold, a rising sequence of lows intended to represent a strengthening base, and membership in selected industries. It frames the screen as a…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This proposed equity screen combines a price-range threshold, a reversal or engulfing-style pattern, and a company-quality filter. The document suggests assessing company quality through market position, management, industry outlook, and financial condition,…

EquitiesTechnical indicatorsMean reversionFactor investing
SuperMind

This stock-selection rule combines a daily price-range threshold, a company-type filter, and an upward-sloping 30-day moving average. The range condition flags stocks with short-term movement above the stated cutoff, while the moving-average condition…

EquitiesTechnical indicatorsTrend following
SuperMind

This Chinese-language post outlines a daily stock screen focused on companies classified in the metaverse industry. It combines a newly formed KDJ bullish crossover with positive net buying attributed to large orders, and also specifies turnover, volume,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a stock-selection screen using daily price range above one percent, weekly MACD above its signal line and above zero, and a top-ten ranking for large-order net flow. It gives formula-style conditions and a Python outline that estimates…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes screening Chinese stocks for daily range above one percent, membership in the robotics concept group, circulating market capitalization below 10 billion yuan, and a rounded price pattern on the prior trading day. It presents example…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This A-share screening idea combines a price-range condition, a recent large daily gain, and a minimum prior-day trading value. The post initially specifies an amplitude above 1, at least one daily gain of 10% or more within the last 25 sessions, and…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This Chinese-language article outlines a daily pre-market stock screen combining three conditions: MACD above its zero line, a share price below 12 yuan, and a chart pattern described as the start of a strong advance. Its suggested trigger uses a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes screening Chinese stocks for three technical conditions: at least five overlapping moving averages, a rounded price pattern near a bottom, and more than two limit-up sessions within ten days. It interprets the moving-average cluster as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post describes a screen requiring daily price amplitude above 1%, a positive ten-day return below 35%, and circulating shares no greater than 5.5 billion. Its accompanying indicator formula and Python example show how to express…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document presents a Chinese equity screen combining a 14-period RSI threshold, a minimum market capitalization, and a requirement that the company’s 2019 dividend ratio exceed a specified level. It characterizes the RSI condition as a short-term…

EquitiesTechnical indicatorsMean reversionChina markets