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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 Chinese A-share screening example combines a metaverse industry filter with a volume ratio between 1.5 and 6 and a positive weekly red-bar signal. Its final version adds a circulating market capitalization cap of 20 billion yuan. The article supplies…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed stock screen selects shares with turnover between 3% and 12%, greater displayed volume at the best bid than at the best ask, and an opening price near the 10-day moving average. The stated rationale is to combine trading activity with a simple…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This proposed China A-share screen combines three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and classification in the metaverse industry. The rationale is to avoid unusually inactive or excessively active shares, use the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document starts with an A-share selection idea based on metaverse-sector membership, a rounded price pattern, and a current low below the prior day's low. It then proposes a different, expanded screen: a rounded pattern, price above the 20-day moving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a proposed A-share screen that excludes Beijing-listed stocks, selects shares whose high-to-low amplitude exceeds 1%, and looks for a prior-day 9:15 matching price equal to the limit-down price. It frames the amplitude filter as a way…

EquitiesChina marketsVolatilitySentiment
SuperMind

This document describes a Chinese A-share screening rule that combines turnover, a recent limit-up event, and relative trading volume. Its stated criteria are turnover between 3% and 12%, at least one limit-up in the prior 25 days, and a volume ratio above…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection method combines a positive MACD reading, upward expansion or alignment of short moving averages, and year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%. The intended logic mixes trend…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This technical stock screen looks for daily amplitude above 1%, a share price below 20, and no rising session over the previous seven trading days. The article interprets a run of declines as a possible sign that a stock is depressed and could rebound, while…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This proposed stock screen selects companies with turnover between 3% and 12%, a positive product of price change and net volume from very large orders, market capitalization below 10 billion yuan, and no reported loss. The article treats turnover as a…

EquitiesChina marketsMarket microstructureExecution
SuperMind

This A-share screening rule combines four filters: daily amplitude above 1%, market capitalization below 10 billion yuan, positive trailing net profit, and a nonempty convertible-bond name. The accompanying discussion presents the profit and size filters as…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

The screen selects stocks with turnover rates between 3% and 12%, a rising KDJ K value below 100, and a listing date earlier than a chosen cutoff. The KDJ condition is implemented by checking whether the current K value exceeds the prior value, while the…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This A-share screening rule selects stocks classified in the metaverse theme that appeared on the previous day’s trading leaderboard and whose previous-day closing price was above the 250-day moving average. The document outlines the conditions and gives…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed screen selects Chinese stocks associated with the metaverse theme, requires circulating market capitalization above the stated threshold, and looks for large-order net volume above 0.05 for at least three consecutive days. The article interprets…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post proposes screening Chinese stocks by price amplitude, calendar year, and shareholder concentration. Its stated rules require amplitude above 1%, observations from 2021, and a concentration measure between 20% and 70%. It interprets higher amplitude…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

The document describes an A-share stock screen combining an RSI below 65, seven consecutive down sessions, and a daily return between -5% and 2.6%. It presents the rules as a way to find stocks that have weakened recently without showing a strong daily move,…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This post describes a Chinese stock screen using turnover between stated bounds, three consecutive declining closes, and a prior closing price above its 250-day moving average. It includes a technical-indicator formula and a Python example that queries daily…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This post describes a Chinese equity screening rule that selects stocks with a six-period RSI below a threshold, a share price below a stated ceiling, and a positive return over the recent ten-day interval that remains below an upper bound. It gives an…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity screen requiring daily turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%, and a positive return from the day’s open. It…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This document describes a Chinese equity screen combining daily turnover, listing age, price movement, and large-order net volume. It selects stocks with turnover between 3% and 12%, listed in 2021, whose daily return multiplied by a large-order net-volume…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

The document describes a Chinese A-share screening strategy that combines daily turnover, the opening price relative to the 10-day moving average, robot-sector membership, and a circulating-market-value ceiling. Its stated criteria select stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a short-term stock screen that combines a daily price-range threshold, a closing price of 18.5 yuan, and a candlestick pattern labeled a morning star. It presents the conditions both as a formula-style filter and as an attempted Python…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock screen combines three conditions: at least five moving averages clustered together, a positive “morning star” signal, and a dividend payout ratio above 25% in 2019. The document describes moving average overlap as a sign of stable prices, the…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock screening idea combines two signals: rank stocks by capital flow strength, then identify those whose five week moving average crosses above the ten week moving average. The document frames the crossover as a sign of improving short term direction…

EquitiesTechnical indicatorsMomentumChina markets