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 stock screen combines a daily amplitude above 1%, a positive weekly MACD histogram, and a prior-day 9:15 matching price at the limit-down level. The article presents the matching-price condition as a possible clue about liquidity and market acceptance,…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This stock selection method combines three technical conditions: a daily high-to-low range above 1%, a newly formed KDJ crossover, and a nonnegative MACD value. The rationale is that a larger range may offer more opportunity, the crossover may signal…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed stock screen combines a beverage and alcohol import-export industry classification with an RSI below 65 and a prior-day close above the 250-day moving average. The long moving average is presented as a trend filter, while RSI provides a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening rule focuses on stocks classified in the metaverse industry. It selects shares whose opening price is within five percent above or below the ten-day moving average and that have recently reached a limit-up price. The article presents the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: daily high-to-low amplitude above one percent, a newly formed KDJ crossover, and a positive return relative to the prior close. The article treats a larger daily range as a sign of opportunity, the crossover as a…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock-selection idea screens for companies in the Metaverse concept group, with positive net buying attributed to major participants during the auction and a circulating share count no greater than 5.5 billion. The document frames concept membership as…

EquitiesChina marketsMomentumSentiment
SuperMind

This post outlines a Chinese equity screen for Shenzhen main-board stocks. It combines a positive but bounded ten-day price gain with an RSI ceiling, a positive price-to-earnings ratio below a stated threshold, and a bounded price-to-book ratio. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen first limits the universe to stocks whose codes begin with 60 and whose turnover rate is between 3% and 12%. Within that group, it selects companies with year-over-year growth in net profit attributable to parent-company…

China marketsEquitiesFactor investingRisk management
SuperMind

This research summary examines whether changes in analysts’ consensus earnings per share (EPS) forecasts and the gap between forecasts and reported earnings can help guide rotation among Chinese equity industries. It reports that consensus EPS growth is…

China marketsEquitiesFactor investingPortfolio construction
SuperMind

The document describes a screen for A-share stocks in the metaverse sector that appeared on the prior day’s top-trader activity list and had a daily price change between -5% and 2.6%. It gives example indicator conditions and a Python outline that combines…

China marketsEquitiesEvent-drivenMomentum
SuperMind

This A-share stock screen combines market activity, recent price direction, and company earnings growth. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and year-over-year growth in net profit attributable to…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This Chinese equity screening rule combines a daily price-movement threshold, a listing-age filter, and prior-day actual turnover. It aims to select shares with some market activity, exclude newly listed companies, and avoid both very low and very high…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screening idea selects stocks with turnover between 3% and 12%, a prior-day appearance on the market’s top-trader disclosure list, and a 9:25 a.m. gain no greater than 6%. The stated rationale is to find actively traded shares with a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed Chinese stock screen combines three conditions: an absolute price below 12 yuan, an opening move from the prior close of less than six percent at 9:25, and a price amplitude above one percent. The accompanying formula reference expresses the…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese equity screening proposal combines three price-action conditions: at least five moving averages converge, the stock has recorded at least two limit-up sessions within the previous 500 days, and it has more than two limit-up sessions within the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects shares with MACD above zero, a positive price-to-earnings ratio, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. The document presents MACD as a trend filter,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection screen combines four filters: a daily price move greater than 1%, market capitalization no more than 10 billion yuan, positive net profit, and turnover between 3% and 12%. The accompanying rationale is that a meaningful price move and…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

The document describes a Chinese A-share stock screen combining daily price amplitude, a reversal or engulfing-style pattern, and exclusion of Beijing-listed stocks. It presents the final logic as amplitude above 1%, a reversal pattern within the recent…

EquitiesTechnical indicatorsChina markets
SuperMind

The proposed Chinese equity screen selects stocks associated with the robotics theme, with daily high-to-low amplitude above 1%, circulating market capitalization below 10 billion yuan, and closing prices between 18 and 19 yuan. The article describes the…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese stock selection post describes a screen for metaverse-related shares in mainland China. It selects stocks whose turnover on the prior day falls between 3% and 28%, then looks for an early upward move using either a sequence of rising volume and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screening rule selects stocks with turnover between 3% and 12%, a K value below 20, and a shortening green MACD histogram on a 15-minute timeframe. The article presents the combination as a buy signal and includes example screening logic…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening recipe selects shares with daily amplitude above 1%, a newly formed KDJ crossover, and a ratio between 0.5 and 2 based on the prior day’s turnover rate and current auction activity relative to prior volume. The post includes…

EquitiesChina marketsTechnical indicatorsMomentum