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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 stock-selection proposal combines several filters: rank stocks by capital strength, exclude specially treated shares, look for a five-part limit-up setup, and restrict the universe to companies with market capitalization below 10 billion yuan…

EquitiesChina marketsBreakoutMomentum
SuperMind

This stock selection method combines three technical conditions: daily price amplitude above one percent, positive afternoon large-order net inflow, and weekly MACD above zero with its MACD line above the signal line. It also mentions weekly volume and RSI…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese stock-screening idea that combines daily price amplitude above 1%, a closing price of 18.5 yuan, and an arc-shaped chart pattern. It suggests that the amplitude filter may find active stocks, while the price and pattern…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese-language post describes a technical screen for mainland China mainboard stocks. It selects shares with RSI below 65, a daily gain above 1%, and a rising DEA measure. The examples also include a close-at-recent-high condition and exchange or…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening method combines four technical and listing filters: daily amplitude above one, exclusion of stocks marked ST, selection before 10 a.m., and a named five-step limit-up approach. It also requires the daily MACD value to be…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a short-term stock screen for Shanghai-listed A shares whose codes begin with 60. It selects stocks with turnover between 3% and 12% and a current close above the previous session’s low, treating that price relationship as evidence of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post presents a stock-selection filter combining three conditions: RSI below 65, price amplitude above 1, and a 9:25 gain below 6%. Its stated aim is to find shares with some potential while avoiding those that have already risen too sharply in the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an A-share screening rule for stocks classified in the metaverse sector. It selects names with prior-day turnover above 8% and a current-day position-accumulation ratio above 5%. The stated rationale is to look for active…

China marketsEquitiesMomentum
SuperMind

This stock-selection post combines three filters: at least five moving averages converging, weekly MACD above zero, and more than two limit-up sessions within the previous ten days. It frames moving-average convergence as a sign of price stability, positive…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening post describes a short-term selection rule combining three signals: rank stocks by volume ratio as a proxy for capital strength, require turnover between 2% and 9%, and select stocks whose 15-minute MACD histogram’s negative bars…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening rule selects stocks with a daily range above 1%, at least one limit-up day during a recent 25-day period, and turnover between 3% and 12%. The source presents the range as a sign of higher volatility, a recent limit-up as…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese A-share screening rule requires a daily high-low range greater than 1%, excludes stocks identified as Beijing listings, and keeps stocks whose 10-day price gain is above zero but below 35%. The source describes the range as a volatility filter…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This weekly stock-selection recipe focuses on the metaverse theme in Chinese equities. It first looks for stocks that recorded at least one limit-up day within the prior 25 days, then ranks eligible names by the day’s auction amount and selects the five…

EquitiesChina marketsMomentumBreakout
SuperMind

This screening recipe combines three signals for mainland Chinese equities: rank stocks by volume ratio and retain the top 100, select those with the highest institutional-seat buying among exchange disclosure data, and require the opening price to be less…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

The document describes a Chinese equity screen combining daily price range, a robotics theme classification, circulating market capitalization, and the opening price relative to the ten-day moving average. It proposes selecting shares with a range above 1%,…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This Chinese stock-selection proposal combines three filters: a stated amplitude threshold, a prior-day 9:15 matching price at the limit-down level, and ranking by capital strength from high to low. The accompanying explanation interprets large swings as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article describes a Chinese stock screen requiring daily price amplitude above 1%, a dividend yield above 25% for 2019, and more than five years since listing. It presents amplitude as a measure of trading activity, the dividend condition as an income…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This article proposes a Chinese equity screen combining three conditions: today’s increase in holdings as a share of circulating value exceeds 5%, the day’s return lies between -5% and 2.6%, and the stock has had more than two limit-up days over the prior…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese equity screening approach requires the 20-day moving average to be above the 120-day average, the 14-period RSI to be below 65, and positive large-order net flow in the afternoon. The moving averages act as a trend filter, while RSI limits the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document presents a Chinese equity screening rule that selects stocks with daily amplitude above 1, turnover between 2% and 9%, and stronger capital flow. Its rationale is to combine price movement and trading activity with an estimate of buying…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This short-term Chinese stock screen requires amplitude above 1, a prior-day 9:15 matching price at the limit-down level, and at least one limit-up event during the preceding 25 days. The source frames the combination as joining current volatility and weak…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening proposal selects shares with at least five overlapping moving averages, a circulating market value above 10 billion yuan, and a 20-day moving average above the 120-day moving average. The author interprets the moving-average…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection example combines three daily conditions: amplitude above 1, MACD above zero, and a positive 10-day return below 35%. It proposes screening before each trading day’s open and selecting stocks that meet all conditions. The stated rationale…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed screen targets main-board Chinese stocks with RSI below 65, a daily gain above 1%, and a rounded price pattern. The article frames the RSI condition as identifying potentially oversold shares and the positive daily move as evidence of momentum.…

EquitiesChina marketsTechnical indicatorsMomentum