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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
Quantpedia
86 documents
TqSdk
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 Chinese stock screening note describes a selection rule based on price amplitude, opening auction value, and the previous session’s actual turnover. The initial screen looks for amplitude above 1, ranks stocks by current auction value, keeps the top…

EquitiesChina marketsTechnical indicators
SuperMind

This stock screen selects companies listed in 2021 whose ten-day price change is positive but below 35%, while turnover falls between 3% and 12%. The article frames the filters as a way to find stocks with recent gains and constrain the screen to a specified…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen that keeps stocks with turnover between 3% and 12% and at least one limit-up event during the previous 25 days, then ranks candidates by individual-stock popularity. It presents the rule as a way to combine…

EquitiesChina marketsMomentumSentiment
SuperMind

The document describes a Chinese stock selection rule combining three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%, and a prior-day price condition described…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post describes a Chinese equity screening rule that combines prior-day price amplitude above 1%, an appearance on the prior day’s Dragon-Tiger list, and turnover between 2% and 9%. It frames the combination as a way to find volatile, actively traded…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share screening proposal combines three conditions: intraday amplitude above 1%, at least five overlapping moving averages, and a gain below 6% at 9:25. Its explanation treats the overlap and amplitude filters as signals of relatively stable price…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share screening idea selects stocks in the metaverse industry with circulating share capital no greater than 5.5 billion shares and a maximum decline for the day between 4% and 5%. The stated rationale is to find candidates for a possible short-term…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This A-share screening proposal combines membership in the metaverse industry with a curved price formation and a control-ratio threshold. It then adds a monthly MACD condition and a long-horizon moving-average crossover. The article describes the screen as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines a China A-share screening rule focused on metaverse stocks. It selects shares whose observed opening gain is below 6%, whose open is within 5% of the 10-day moving average of closes, and whose 14-period RSI is below 60. It gives…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines a China A-share stock screen based on daily price range, geography, and circulating market value. Its stated filters require amplitude above 1%, exclude Beijing-listed shares, and select companies with circulating market value above 10…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese-language post outlines a stock screen for companies classified in the metaverse sector. Its stated final criteria require a volume ratio above 1.5 and below 6, the current day's low below the prior day's low, and market capitalization under 50…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese-language post describes a mainland China stock screen combining turnover of 3%–12%, membership in a robotics concept group, circulating market value below 10 billion yuan, and exclusion of stocks that hit the upper price limit on the prior day.…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

The post describes a Chinese equity screen applied after 2 p.m. It selects stocks with turnover between 3% and 12%, a positive return over the prior ten days below 35%, and positive large-trade net inflows in the afternoon. A Python example sketches a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The post proposes screening stocks classified in the metaverse sector for a rounded price formation and comparatively strong fund-flow intensity. It describes a volume-related calculation that combines trading volume with the close-to-open move relative to…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This post outlines a Chinese equity screen that selects stocks in the beverage and alcohol import-export category when their 14-period RSI is below 65 and a same-day control measure exceeds a stated threshold. It presents the screen as combining a technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes a stock-selection screen using RSI below 65, a condition involving price change multiplied by a large-order flow measure, and today’s position increase share above 5%. It presents the combination as a way to consider technical conditions…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The article explains return on invested capital (ROIC), return on equity (ROE), and weighted average cost of capital (WACC) as tools for judging whether a company’s growth creates value. ROIC relates after-tax operating profit to invested capital, while ROE…

EquitiesFactor investingRisk managementStatistics
SuperMind

The document presents an intraday stock-selection screen for Chinese equities. It selects stocks with an amplitude above 1, a product of prior-day turnover and the ratio of current auction volume to prior-day volume between 0.5 and 2, and a price rise below…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The post proposes a stock selection rule combining price amplitude above a stated threshold, progressively rising bottom levels, and a bullish weekly bar. It characterizes these as technical signals for price movement and buying interest, then suggests…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The post describes a way to prompt a language model to produce backtest code for the SuperMind platform: provide platform-specific function documentation, spell out the desired trading logic, and warn against known invalid patterns. Its example requests a…

EquitiesTechnical indicatorsBacktestingExecution
SuperMind

This short-term Chinese stock screen selects shares whose daily price amplitude exceeds 1, whose reported daily control measure has an absolute change above 21, and whose auction-period return lies between -2% and 5%. The post presents these filters as a…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese equity screening proposal combines a ranking by capital strength with an exclusion for Beijing-listed A-shares and a revenue-growth condition. Capital strength is described broadly using measures such as trading volume, turnover, or order-side…

China marketsEquitiesFactor investing