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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
WonderTrader
14 documents
Alphalens
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 selection idea combines three filters: daily amplitude above one, a dividend yield above 25% for 2019, and at least one limit-up move in the preceding 25 days. The accompanying examples calculate price range relative to the open, estimate the…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

The proposed stock screen combines three criteria: today's accumulation share above 5%, positive institutional activity, and a dividend ratio above 25% for 2019. The post interprets these as indicators of buying interest, institutional participation, and…

EquitiesFactor investingRisk management
SuperMind

This note presents a technical equity screen for main-board stocks. Its core conditions are intraday range greater than 1, current trading volume above 10,000 lots, an opening price above the previous close, and a daily gain greater than 1%. The rationale is…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This note describes an equity screen combining turnover with recent price behavior. It selects stocks whose turnover rate is between 3% and 12%, whose closing price fell on each of the past seven days, and whose cumulative return over that span is positive.…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock-selection recipe combines a current amplitude threshold with a previous-session opening-auction condition and basic valuation filters. It targets Shenzhen Main Board shares whose prior 9:15 matching price was at the limit-down level, with…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese stock-screening strategy selects shares with daily price amplitude above 1, a listing history longer than one year, and at least two limit-up events within the past 500 trading days. The rationale is to favor established stocks that show active…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese equity screening example combines a volatility condition, a historical dividend yield condition, and a price-versus-moving-average condition. It selects stocks whose daily high-to-low amplitude exceeds the stated threshold, whose 2019 dividend…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

The document describes a Chinese equity screen combining a positive MACD reading, year-over-year net profit growth between 20% and 100%, and a positive 10-day price return below 35%. Its accompanying example code also ranks qualifying stocks by recent…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a short-term stock screen combining three technical conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a rising MACD DEA signal line. It gives indicator logic and illustrative…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks associated with the robotics concept, with daily price amplitude above 1%, circulating market value below 10 billion, and more than two limit-up days within the past 10 days. The article describes these conditions as…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This brief Chinese equity strategy rebalances on the first trading day of each month. It excludes stocks designated as special treatment, as well as listings on the STAR Market and Beijing Stock Exchange, then selects the 30 stocks with the smallest market…

EquitiesChina marketsFactor investingPortfolio construction
SuperMind

This document describes a Chinese equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and a quality-company classification. The stated criteria are turnover between 3% and 12%, profit growth above…

EquitiesChina marketsFactor investingRisk management
SuperMind

This Chinese-language post describes a stock selection screen using three conditions: a 15-day maximum amplitude above 1, institutional participation above 30% over 15 days, and a rising KDJ K value. The intended logic combines recent price movement, a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection approach looks for convergence among five moving averages: the 5-, 10-, 20-, 30-, and 60-day averages. It combines that pattern with positive net large-order flow during the afternoon session, defined as inflows minus outflows. The…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This document presents a short-term Chinese stock screen combining daily price amplitude, a measure labeled daily control change, and the ratio of outside to inside trading volume. Its stated final rules require amplitude above 1, an absolute control-change…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a stock screen combining a turnover-rate band of 3%–12%, a beverage and alcohol industry classification, and the presence of an outstanding convertible bond. It includes example formulas and Python code that filter company and bond…

EquitiesChina marketsBacktesting
SuperMind

This post describes a short-term A-share selection rule combining three filters: daily high-low range relative to the high, a closing price of 18.5 yuan, and positive large-order net flow for at least three consecutive days. The rationale is that larger…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The article outlines buy-and-hold, day-trading, and swing-trading approaches for volatile altcoins, and describes stablecoins mainly as trading-pair assets, temporary havens, or inputs to yield farming. It distinguishes fundamental research, such as…

CryptoSpot marketsDeFiRisk management
SuperMind

This Chinese equities screen combines three conditions: turnover between 3% and 12%, at least one limit-up event during the prior 25 days, and an opening price at 9:25 that is less than 6% above the previous close. The post interprets turnover as a measure…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equities screening idea selects stocks with amplitude above 1, ranks them by the day’s auction value, keeps the top five, and requires the auction return to fall between −2% and 5%. The accompanying explanation frames the filters as a way to…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The proposed Chinese equity screen selects stocks with positive but less than 35% returns over ten days, a recent limit-up event within a 25-day window, and high relative volume. The document describes relative volume as a proxy for capital strength and says…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-selection rule combines three filters: a price below 12 yuan, RSI below 65, and shortening negative MACD bars on a 15-minute chart. The proposed interpretation is that weakening negative bars may indicate a change in short-term momentum,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen ranks candidates by capital-flow strength, excludes Beijing-listed A-shares, and requires more than two limit-up sessions within the prior ten days. The stated rationale is that repeated limit-ups may identify stocks attracting active…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening approach ranks stocks by a capital-strength measure, described broadly through indicators such as turnover or volume ratio, then applies two filters: a 2019 dividend ratio above 25% and a tradable share float no larger than 5.5…

EquitiesChina marketsFactor investing