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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 screening idea combines daily amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and prior-day turnover above 8%. The author interprets the range condition as a way to find volatile stocks, the shrinking negative histogram as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screen combining daily amplitude above 1, volume above 10,000 lots, a higher open than the prior close, and the sign of the product of daily return and net large-order volume. A positive product is presented as a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen combines a turnover-rate range of 3% to 12% with a reversal condition and a pattern labeled a Morning Star. The accompanying indicator logic adds a large intraday range relative to the previous close, declining short-, medium-, and…

EquitiesTechnical indicatorsMean reversionStatistics
SuperMind

This stock-selection approach combines three conditions: daily price amplitude above 1, prior-day trading value above 60 million, and a high that is the highest across two days. The accompanying explanation treats range as a sign of activity, turnover value…

EquitiesTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese equity screening idea that combines a price-range threshold, rising recent lows, and a recent sequence of limit-up sessions. It presents these conditions as a way to find stocks showing both an improving price base and strong…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening proposal looks for stocks with a daily range above 1%, a positive but limited 10-day gain, and a current session low below the prior session’s low. The post interprets the range and return filters as signs of recent strength, while the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea combines a large daily trading range, at least one sharp daily gain within the recent 25-session window, a robotics-related classification, and a circulating market value below 10 billion yuan. The post presents these…

China marketsEquitiesMomentumVolatility
SuperMind

This Chinese stock-screening post combines three filters: rank stocks by a measure of capital inflow, require weekly MACD to be above its zero line, and keep stocks whose ten-day gain is positive but below 35%. The author frames the filters as a way to find…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen selects stocks with daily amplitude above 1, turnover between 2% and 9%, and displayed first-level bid volume greater than first-level ask volume. The article frames amplitude and turnover as activity and liquidity measures, with…

China marketsEquitiesMarket microstructure
SuperMind

This Chinese equity screening method combines daily amplitude above 1, a weekly crossover of the five-period moving average above the ten-period average, and a positive change in the KDJ K value. The article presents the conditions as a way to identify…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen combines daily price amplitude above 1, a positive weekly MACD reading, and a market-cap rank between the 20th and 70th percentiles. The article also describes ranking candidates by volume relative to its 20-period average, then…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-language post describes an equity screening rule combining price amplitude above a threshold, a rounded or arc-like price pattern, and a signal that the stock was controlled by major traders on the previous day. It presents the combination as a…

EquitiesTechnical indicatorsRisk management
SuperMind

This stock-selection idea combines three filters: a daily trading range above one percent of the previous close, a stock code beginning with 60, and a positive afternoon large-order flow signal. The code example operationalizes the range and code filters,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This note describes a Chinese equity screen for stocks associated with the metaverse concept. It requires turnover between 3% and 12% and at least one limit-up event during the prior 25 days. The accompanying examples translate these conditions into…

EquitiesChina marketsMomentumBreakout
SuperMind

This note outlines a screen for Chinese equities associated with the robotics concept. It combines turnover between 3% and 12%, floating market capitalization below 10 billion yuan, and a ratio of 2021 revenue to 2018 revenue above 1.1. The post includes…

EquitiesChina marketsFactor investingRisk management
SuperMind

This note describes a Chinese A-share filter combining a turnover rate between 3% and 12%, a Dragon-Tiger list appearance the previous day, and a floating market capitalization between 5 billion and 10 billion yuan. It presents this as a way to find actively…

EquitiesChina marketsMarket microstructureRisk management
SuperMind

This stock-selection approach combines a positive MACD reading with a company-type condition and circulating market capitalization above 10 billion yuan. The document presents the screen as a way to find stocks with upward price trends, sound fundamentals,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a Chinese A-share stock screen combining an RSI below 65, seven consecutive down days, and a weekly five-period moving average crossing above the ten-period average. It presents the conditions as a way to identify stocks with a potentially…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The screen combines three conditions: a stock belongs to the metaverse concept group, its 30-day moving average is rising, and it has closed lower for three consecutive sessions. The article frames this as a way to find stocks in a selected theme that have…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screening rule that ranks stocks by relative volume and selects the top 100, then filters for a positive but bounded return over ten days and a 20-day moving average above the 120-day average. The combination is intended…

EquitiesMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen combining three conditions: daily price range above a threshold, circulating market capitalization above a threshold, and a positive daily MACD. It presents these as filters for volatility, company size, and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening proposal combines daily price range, market capitalization, profitability, moving averages, and valuation. It seeks stocks with at least a one percent high-to-low range, positive net profit, market capitalization up to 10…

China marketsEquitiesTechnical indicatorsMomentum