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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 stock-selection method targets companies in the metaverse concept group, with relative volume above 1.5 and below 6, alongside afternoon net inflows from large orders. The document links large-order inflows to market sentiment and describes the…

EquitiesTechnical indicatorsSentimentMarket microstructure
SuperMind

This A-share screening method combines a turnover-rate band of 3% to 12%, a positive but limited 10-day gain, and a positive large-order control measure above the stated threshold of 21. The document describes control as the difference between large buy and…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock screen combines membership in the metaverse concept group with an upward-sloping 30-day moving average and a requirement that at least five moving averages overlap. It is presented as a trend-following filter intended to find stocks with aligned…

EquitiesTrend followingTechnical indicators
SuperMind

This Chinese stock-selection strategy screens for shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and at most 100%, and a positive trailing price-to-earnings ratio. The article frames…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This document describes a Chinese equity screening rule combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and recent price-limit activity. It selects stocks with turnover between 3% and 12%, profit growth above…

EquitiesMomentumBreakoutChina markets
SuperMind

This Chinese equity screening rule combines a daily price-range threshold, a market-cap ceiling, positive quarterly earnings, and a KDJ bullish crossover. The crossover is described as J moving above K, alongside recent indicator comparisons; the example…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This post outlines a stock screen that combines a daily price-range threshold with a rising DEA signal, while applying geographic exclusions. It then suggests expanding the screen with valuation measures such as price-to-earnings and price-to-book ratios,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a historical A-share stock screen using an RSI reading below 65, a price range greater than 1%, and a 2021 date filter. It presents RSI as a gauge of price strength and overbought or oversold conditions, while the range criterion is…

China marketsEquitiesTechnical indicatorsBacktesting
SuperMind

This stock-selection example screens Shenzhen main-board shares associated with the metaverse theme. Its stated criteria require price above the five-day moving average, positive price-to-earnings and price-to-book ratios, and upper bounds of 29.01 and 3.11…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This stock screen combines three conditions: membership in the metaverse industry, a 2021 listing year, and an opening price near the ten-day moving average of closing prices. The accompanying example describes both a crossover-style technical condition and…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese equity screen first limits candidates to the metaverse theme, then requires the opening price at 9:25 to be less than six percent above the previous close. It also looks for the weekly five-period moving average to cross above the ten-period…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a short-term screen for Chinese equities using three conditions: daily high-low amplitude above one percent, a closing price below 20, and a prior-day close that was not near the stated upper limit threshold. It presents the rules as a…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This stock-selection rule combines an amplitude threshold, a weekly moving-average crossover condition, and membership in the beverage and alcohol import-export industry. The article presents the amplitude filter as a way to constrain price movement, the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: membership in the metaverse theme, a positive institutional-flow measure, and MACD above zero. The document frames theme membership as a way to focus on a popular sector, institutional activity as a directional…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese A-share screening example combines three conditions: a 14-period RSI below 65, market capitalization of at least 200 million, and a 10-day price gain above zero but below 35%. It describes the screen in plain language and provides sample formula…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes screening Chinese stocks using three conditions: daily amplitude above 1%, at least two limit-up events within a 500-day lookback, and prior-day auction turnover above 0.26. It supplies indicator expressions and a Python-style example…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and exclusion of companies classified as science and technology innovation listings. The MACD condition is intended to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese stock selection rule combining price amplitude above 1, tradable shares no greater than 5.5 billion, and exclusion of stocks that hit the daily upper price limit on the previous day. Its rationale is to seek stocks with…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This community post describes a China A-share stock screen that combines recent price behavior with valuation and listing filters. The stated criteria include Shenzhen main-board stocks with positive price-to-earnings and price-to-book ratios below specified…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines three technical conditions: daily high-low amplitude above a threshold, MACD above the zero line, and a rising, ordered set of short- to longer-term moving averages. The intended interpretation is that price movement indicates…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection rule combines membership in the metaverse theme with a morning price-change cutoff and a historical dividend ratio. The stated rationale is that limiting the early-session rise may help identify rebound candidates, while a dividend ratio…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed A-share stock screen combines turnover between 3% and 12%, a newly formed KDJ bullish crossover, and return on equity above 15% in each of the past five years. The article presents turnover as a measure of trading activity, KDJ as a technical…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed daily A-share screen combines a positive MACD reading, a share price below 12 yuan, and a latest close above the previous session’s low. The article says selections are made before the market opens and frames the price and MACD conditions as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language article describes an equity screen based on price amplitude, prior-day trading activity, and opening-auction turnover. The stated final rule selects stocks whose amplitude exceeds one, whose prior-day turnover exceeds 60 million, and…

EquitiesVolatilityTechnical indicatorsStatistics