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
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 equity screen selects stocks with current turnover between 3% and 12%, an opening price within 5% of the ten-day moving average of closing prices, and prior-day actual turnover between 3% and 28%. The document frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This document describes a Chinese equity screening rule built around reported increases in holdings, share price, and an early intraday gain limit. The stated criteria require today’s increase in holdings to exceed 5%, a price below 12.9 yuan, and a gain…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen looks for stocks whose 5-, 10-, 20-, 60-, and 120-day moving averages cluster closely together. It proposes ranking stocks by the degree of overlap and then retaining those with the 20-day average above the 120-day average. The…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese equity screening idea combines three filters: recent capital-flow strength, appearance on the prior day's trading activity ranking, and a dividend payout ratio above 25% for 2019. The article's final selection logic further narrows candidates by…

China marketsEquitiesEvent-drivenRisk management
SuperMind

This stock screen combines a daily turnover range of 3% to 12%, membership in the robot concept group, a circulating market value below 10 billion yuan, and a condition intended to identify an emerging primary uptrend. The suggested trend condition compares…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a stock screen using a 2019 dividend payout ratio above 25%, daily price amplitude, and the proportion of total market value represented by circulating market value. Its refined criteria set amplitude between 1% and 10% and the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This post outlines a stock-selection idea combining three filters: a dividend payout ratio above 25% for 2019, positive returns, and ranking by capital strength, which it describes through measures such as turnover or trading value. The rationale is to…

EquitiesChina marketsFactor investingRisk management
SuperMind

This post proposes filtering stocks by trading activity and their opening indication at 9:25. It selects stocks with current volume above 10,000 lots and an indicated opening price above the previous close, while limiting the opening gain to less than 6%.…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This post describes a proposed stock screen combining an upward-trending 30-day moving average, an opening price near the 10-day average, and at least five overlapping moving averages. It presents these conditions as a way to find stocks where several…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This proposed short-term screen combines price amplitude above 1%, a nonempty convertible-bond name field, and a shrinking MACD histogram on a 15-minute chart. The article frames amplitude as a volatility measure and the histogram change as a possible…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This screen selects Chinese equities with a market capitalization below 10 billion yuan, positive net profits over the prior three years, at least two limit-up sessions within 500 days, and a 14-period RSI below 65. The combination is presented as a way to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: MACD above its zero line, three consecutive declining sessions, and a rising 30-day moving average. The intended interpretation is to find pullbacks occurring while the broader price trend remains positive. The…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This A-share screening approach combines three signals: rank stocks by money-flow strength, require the closing price to be above its five-day moving average, and look for a shortening MACD histogram below zero on a 15-minute chart. The post interprets the…

EquitiesTechnical indicatorsMomentumExecution
SuperMind

This A-share stock screen combines a relative strength index threshold below 65 with a rule excluding stocks that hit the daily limit the previous day. It further restricts candidates to firms with market capitalization below 10 billion yuan and positive net…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This A-share screening idea selects stocks with daily price amplitude above 1, more than two limit-up days in the past ten days, and a favorable enterprise profile. The post interprets repeated limit-ups and high amplitude as signs of market attention and…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This A-share stock screen combines a technical condition with a historical dividend filter. It seeks stocks with MACD components above zero, three consecutive declining sessions, and a dividend payout ratio above 25% for 2019. The accompanying example…

EquitiesTechnical indicators
SuperMind

This A-share stock screen combines a dividend payout ratio above 25% in 2019, strong capital flows ranked from high to low, and simultaneous upward crossovers in three technical indicators. The article gives Bollinger Bands, moving averages, and MACD as…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This A-share screening concept combines a market-cap ceiling of 10 billion yuan with high capital strength, ranked from stronger to weaker, and a 15-minute MACD histogram that is shrinking while below zero. The article interprets the contracting negative…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines daily amplitude greater than one with a limit-up event in the past month and a limit-up event during 2021. The article describes these conditions as a way to find stocks with recent price strength and a record of sharp…

China marketsEquitiesMomentumBreakout
SuperMind

This intraday stock-selection approach combines price range, relative trading activity, and a short-term MACD signal. It seeks stocks with an amplitude above 1, a product of the prior day’s turnover and the ratio of current auction volume to prior volume…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines trading activity, order flow, and price performance. It selects shares with turnover between 3% and 12%, a positive product of the day’s price change and the net amount attributed to very large orders, and positive recent returns.…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This daily pre-open screen combines three conditions: MACD above zero, positive trailing P/E, and at least two limit-up sessions in the prior 500 days. The article interprets these as an upward trend, a conventional positive earnings valuation, and evidence…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Shenzhen main-board stock screen combines five clustered moving averages—5, 10, 20, 60, and 120 days—with price-to-earnings between 0 and 29.01, price-to-book between 0 and 3.11, and more than two limit-up days in the previous 10 days. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines three signals: MACD above zero, first-level bid volume greater than first-level ask volume, and at least two limit-up sessions during the prior 500 days. The combination is intended to capture positive technical momentum,…

EquitiesChina marketsMomentumTechnical indicators