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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 note describes a stock screen using three signals: at least five moving averages converging, turnover within a specified range, and more than two limit-up days over a recent window. Its discussion frames clustered averages as relatively stable price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a stock screen combining three conditions: RSI below 65, revenue in 2021 more than 1.1 times revenue in 2018, and shrinking negative MACD bars on a 15-minute interval. It presents the approach as a mix of fundamental growth and technical…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This note proposes screening stocks for convergence among five moving averages: 5, 10, 20, 30, and 60 days. It combines that condition with a positive but capped 10-day price gain and an upward-sloping 30-day average. The explanation treats clustered…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes an A-share stock screen requiring a robotics concept classification, turnover between 3% and 12%, circulating market value below 10 billion yuan, and a listing date in 2021 or later. Its rationale is that newly listed robotics stocks may…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a closing price below 12 yuan. The stated idea is to combine trading activity with proximity to a short-term average…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screen combines three technical conditions: at least five moving averages clustered together, an opening price near the 10-day moving average, and more than two limit-up sessions within the prior 10 days. The post describes clustered…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screening rule that ranks stocks by trading volume or capital strength, requires a circulating market value above 200 million yuan, and excludes stocks whose gain at 9:25 exceeds 6%. The stated rationale is to favor…

EquitiesChina marketsTechnical indicators
SuperMind

The document proposes a Chinese stock screen using three signals: rank by turnover as a proxy for capital activity, rank by net large-order volume as a measure of aggressive buying versus selling, and retain stocks whose indicated pre-open gain at 9:25 is…

China marketsEquitiesMarket microstructureMomentum
SuperMind

This Chinese equity screen combines a daily position-increase ratio above 5%, yesterday's closing price above its 250-day moving average, and a 20-day moving average above the 120-day average. The note interprets the position-change measure as a possible…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

The proposed Chinese equity screen requires turnover between 3% and 12%, an opening price within 5% of the ten-day moving average, and a recently formed KDJ golden cross. The approach combines a trading-activity filter, a short-term price-location condition,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screening idea based on a turnover range of 3% to 12%, a circulating share count capped at 5.5 billion shares, and a nonempty name for an outstanding convertible bond. It frames turnover as a liquidity filter and bond…

EquitiesChina marketsFixed income
SuperMind

This article outlines a Chinese equity selection approach that ranks stocks by capital-flow strength, requires a minimum circulating market value, and looks for repeated limit-up sessions over a recent window. Its expanded version adds valuation filters,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note presents a screen for main-board Chinese equities using a turnover range, a reversal or engulfing-style pattern, and a daily gain threshold. Its formula adds a mainland market listing condition and orders candidates by market capitalization. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining price movement, a morning star pattern, and a historical dividend threshold. It also references excluding special-treatment stocks and presents an indicator formula and a Python example intended to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal combines a positive but limited 10-day gain, a concentration measure below 20%, and at least five overlapping moving averages. It defines concentration as the difference between a short moving average and a longer one, divided…

EquitiesTechnical indicatorsStatisticsChina markets
SuperMind

The proposed screen looks for companies with market capitalization below 10 billion yuan and no reported losses, alongside a current trading volume above 10,000 lots, a higher open, and at least five overlapping moving averages. The article associates…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This proposed stock screen combines three conditions: the 20-day moving average is above the 120-day average, the stock is up more than 1% on the day, and its reported increase in holdings exceeds 5%. The article interprets the moving-average relationship as…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen combines daily price amplitude above 1% with turnover above 2% and no more than 9%, limited to trading dates in 2021. It is presented as a way to find shares with meaningful price movement and moderate trading activity. The document gives a…

EquitiesVolatilityTechnical indicatorsChina markets
SuperMind

This note describes screening Chinese main-board stocks for turnover between 3% and 12%, a reversal-style pattern called a rebound, and a ratio of outside-market to inside-market volume above 1.3. The proposed interpretation is that the reversal pattern…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This note proposes a short-term screen for Chinese stocks that combines turnover, a robot-industry classification, free-float market value, and auction-period order flow. It describes selecting stocks with turnover between 3% and 12% and float value below 10…

China marketsEquitiesExecutionMarket microstructure
SuperMind

This note outlines a stock-selection approach that ranks companies by capital-flow intensity and market attention, then considers revenue growth by comparing 2021 revenue with 2018 revenue. The initial rule specifies a ratio above 1.1. The proposed final…

China marketsEquitiesFactor investingSentiment
SuperMind

This note describes a Chinese main-board stock screen combining turnover, a robot-industry theme, free-float market value, and past price highs. It selects stocks with turnover between 3% and 12%, float value below 10 billion yuan, and at least two instances…

China marketsEquitiesBreakoutTechnical indicators