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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,226 documents

SuperMind

The document outlines a Chinese equity screening approach that combines a small-company size constraint, a positive earnings condition, a short-term versus long-term moving-average comparison, and a ranking by capital strength. It describes turnover and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article describes an A-share overnight trade designed around the T+1 settlement rule: buy after 2:30 p.m. and sell at the next session’s opening auction or first moment, regardless of profit or loss. Its six filters seek stocks rising 3% to 5% that day,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects shares with amplitude above 1, an appearance on the previous day’s market top-trading list, and a weekly price crossing above its 30-week moving average. The post treats amplitude as a sign of short-term movement, top-list activity…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post combines three filters: daily amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and return on equity above 15% for five consecutive years. It presents the combination as a way to pair…

China marketsEquitiesMomentumFactor investing
SuperMind

This screen looks for metaverse-sector stocks whose prior-day closing price is above the 250-day moving average and whose weekly bars indicate positive momentum. It combines a thematic sector filter, a long-term trend condition, and weekly price strength.…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects A-share companies in the metaverse theme with a circulating share count at or below 5.5 billion and three consecutive limit-up sessions through the prior day. The rationale is that a popular sector and a short run of strong price…

China marketsEquitiesMomentumBreakout
SuperMind

This post describes a Chinese stock screen combining membership in a metaverse sector with a positive latest return and recent price weakness. Its initial framing refers to seven consecutive down sessions, while the final stated rule instead requires the…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This Chinese equity selection note outlines a screen for stocks in a designated metaverse industry group. Its initial description calls for simultaneous bullish crosses in three technical indicators and a previous-day auction turnover threshold. The more…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screening rule that selects Shanghai-listed stocks whose daily high-low range exceeds 1% of the previous close and whose 20-day moving average is above the 120-day average. The range condition is intended to find more…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese equity screening proposal combines three criteria: at least five moving averages converging, a high rank for net large-order volume, and a dividend payout ratio above 25% in 2019. The post frames moving-average convergence as a possible…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screen selects main board stocks with a daily amplitude above 1, an opening gain greater than 1% relative to the prior close, and a top-five rank by auction trading value. The proposed combination targets active stocks showing both price…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese equity screening idea combines a daily range filter, a fresh KDJ crossover, and positive prior-day auction turnover. The post’s stated final rule uses a range above 1% and auction turnover above 0.26, with the KDJ condition intended to capture a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document presents a code-heavy Chinese equity strategy built around a third-party stock screener. It describes buying candidates from the screen, limiting the portfolio to a fixed number of holdings, and checking positions once per day. A position…

EquitiesChina marketsRisk managementPosition sizing
SuperMind

This Chinese-language post describes a stock selection screen using price movement, trading activity, and a short moving-average trend condition. It selects shares whose daily high-low amplitude exceeds a threshold, whose prior turnover adjusted by the ratio…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a screen for stocks with codes beginning with 60, a daily high-low range exceeding one percent of the open, and five moving averages that are each rising versus the prior period. The averages use five, ten, twenty,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post presents a stock screen combining at least five overlapping moving averages, a 2021 date condition, and a shortening MACD histogram on a 15-minute chart. It interprets converging averages as a sign of price stability and the…

EquitiesTechnical indicatorsMomentumMachine learning
SuperMind

This post presents a stock selection screen combining three technical conditions: a daily high-to-low range above a stated threshold, a reversal pattern, and a rising short-term moving average. Its final description specifies that the five-day moving average…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese stock-selection approach that ranks stocks by a capital-strength measure, favors opening prices near the 10-day moving average, and filters for a 2019 dividend payout ratio above 25%. It suggests using measures such as turnover…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post presents a Chinese equity screen for robot-concept stocks with turnover between 3% and 12%, circulating market value below 10 billion yuan, and MACD above its zero line. The zero-line condition is intended to favor stocks with positive trend…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screening post describes a rules-based selection method using turnover between 3% and 12%, an opening price near the 10-day moving average, and a historical dividend payout ratio above 25%. The headline instead mentions a threshold above…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This stock-screening idea ranks shares by a fund-strength measure, then filters for a dividend ratio above the stated threshold for 2019 and a 20-day moving average above the 120-day average. The page describes fund strength as potentially drawing on…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This stock selection rule combines three conditions: recent position increases above 5%, a weekly five-period moving average crossing above the ten-period average, and the 20-day moving average above the 120-day average. The article interprets these as signs…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a technical stock screen using an RSI threshold, three consecutive down sessions, and shortening green MACD histogram bars on a 15-minute interval. It presents the combination as a way to filter for price movement and momentum changes, and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening stocks by a price-range condition, a price below a stated threshold, and positive institutional participation. Its narrative describes the range and price as technical filters and institutional activity as a sentiment signal. It…

EquitiesChina marketsTechnical indicatorsFactor investing