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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
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 Chinese-language article describes an equity screen requiring daily amplitude above 1, RSI below 65, and a closing price above a prior low. The intended rationale is to find shares with notable movement that are not considered overbought, while using…

EquitiesTechnical indicatorsMomentum
SuperMind

This post describes an A-share stock screen that selects names with turnover between 3% and 12%, excludes Beijing-listed A-shares, and requires weekly MACD to be above zero. Its Python example also checks that MACD exceeds its signal line and excludes names…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes screening A-shares for a daily price range above 1%, a newly formed KDJ crossover, a robot-related classification, and circulating market value below 10 billion yuan. It presents the screen as a candidate-stock selection…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The article describes a China-focused stock screen. It selects shares with turnover between 3% and 12% and a reversal-style price pattern, then applies a filter based on the previous day’s turnover multiplied by today’s auction volume relative to the…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This Chinese A-share screening idea combines three filters: rank stocks by capital-flow strength, require market capitalization below 10 billion yuan, and exclude companies reporting losses. It also limits the 9:25 a.m. gain to below 6%, aiming to avoid…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This article presents a Chinese stock screen based on turnover, recent price change, and relative trading volume. Its stated rule looks for turnover between 3% and 12%, a positive ten-day gain below 35%, and a volume ratio above 1.5 but below 6. The article…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article describes a Chinese equity screening rule that combines recent limit-up activity with market capitalization and the 14-period RSI. It selects stocks above a stated size threshold, with RSI below a stated ceiling, and more than two limit-up days…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post outlines a stock screen that ranks by capital-strength measure, applies an opening-gain ceiling at the 9:25 quote, and references securities beginning with 60 in its headline. The description then discusses a 60-day moving-average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity selection rule that screens for stocks with turnover between 3% and 12%, inclusion on the previous day’s trading leaderboard, and then ranks qualifying names by capital-flow strength from highest to lowest. It…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language note proposes selecting stocks with RSI below 65, first-level bid volume greater than first-level ask volume, and a recent KDJ golden cross. It frames the combination as a search for stocks with potential rebound conditions, positive…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese-language note proposes screening stocks whose amplitude exceeds 1, whose MACD is above the zero line, and whose opening price is near the 10-day moving average. It interprets the amplitude condition as a volatility filter, MACD above zero as a…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note proposes filtering for shares with amplitude above 1, an opening price near the ten-day moving average, and scale above a stated threshold of 200 million. It presents the screen as a way to find moderately sized stocks with some…

EquitiesTechnical indicatorsVolatilityFactor investing
SuperMind

This Chinese stock-screening note combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a high equal to the highest level of the prior two days. It includes example indicator formulas and a Python…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock-selection approach combines a 14-period RSI below 65 with year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%. It also limits free-float shares to 5.5 billion. The document presents…

EquitiesTechnical indicatorsFactor investing
SuperMind

The document describes a Chinese equity screen using a daily high–low range above 1%, a closing price specified as 18.5 yuan, and positive price-to-earnings ratio. It presents these conditions as a way to identify stocks with price movement and positive…

EquitiesTechnical indicatorsFactor investing
SuperMind

The document proposes screening Chinese stocks for daily price amplitude above one percent, favorable company characteristics, and at least two limit-up events within a 500-day period. It frames the inputs as a mix of volatility, company quality, and market…

EquitiesVolatilityEvent-drivenTechnical indicators
SuperMind

The proposed A-share screen combines a reported increase in position share above five percent, a daily maximum decline between four and five percent, and an upward 30-day moving average. The accompanying explanation interprets position growth as possible…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

This Chinese-language strategy note proposes a short-term stock screen combining turnover, recent losses, and moving-average direction. It selects stocks with turnover between 3% and 12%, seven consecutive declining sessions, and a 15-session moving average…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

This note outlines a short-term Chinese stock screen using daily price range, a closing price of 18.5 yuan, and more than two limit-up sessions within ten days. It interprets repeated limit-ups as a sign of recent speculative attention and positions the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note proposes screening metaverse-related Chinese stocks that appeared on the previous day's trading榜 and had a share price below 12 yuan. It frames the price filter as a way to narrow the list to lower-priced shares, while treating the trading榜…

EquitiesChina marketsEvent-drivenRisk management
SuperMind

This note describes a Chinese equity screen combining metaverse industry classification, a rounded-base chart pattern, and a band for the shareholding concentration of the ten largest shareholders. It presents the concentration range as a way to avoid…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection proposal screens for shares with amplitude above a threshold and a 2019 dividend ratio above a threshold, while excluding Beijing-listed A-shares. Its stated rationale combines price movement, shareholder distributions, and a geographic…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-language note describes an equity screen combining turnover rate, the KDJ oscillator’s K value, and price-to-earnings ratio. It selects stocks with turnover between 3% and 12%, a rising K value, and positive P/E. The article provides equivalent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note outlines an equity screen for companies associated with beverage or alcohol imports and exports. It selects stocks with RSI below 65 and a circulating market value between 5 billion and 10 billion yuan, then uses the company’s business area as an…

EquitiesChina marketsTechnical indicatorsStatistics