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 stock screen combines a daily price-range condition, a dividend-yield threshold tied to 2019, and a weekly MACD condition above zero. The stated logic seeks shares with some recent price movement, a high historical dividend yield, and positive…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post presents a simple Chinese equity screen that selects stocks associated with the metaverse theme, with a positive return condition and a share price below a stated threshold. It describes the intended criteria in plain language and gives example…

EquitiesChina marketsMomentumBacktesting
SuperMind

The document outlines a Chinese stock screen using three filters: a daily price-change measure greater than one percent, a listing age exceeding one year, and a closing price below 12 yuan. It presents the filters as a way to find active, established,…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

The document describes a Chinese equity screen that ranks stocks in the metaverse industry by the day’s auction value and keeps the top five, subject to a condition labeled as an emerging strong uptrend. It presents the trend condition as a way to identify…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The proposed stock screen selects companies in the metaverse sector whose closing price is above its five-day moving average, then ranks candidates by opening-auction amount and keeps the top five. The document presents this as a way to combine a sector…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening proposal selects non-ST stocks before 10 a.m. using a range threshold, a five-session closing-high condition, and an external-to-internal trading volume ratio above 1.3. It presents the setup as a way to find active shares with…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document outlines an A-share screen that combines membership in the metaverse theme, a share price above its 250-day moving average, and a revenue comparison requiring the 2021 figure to exceed the 2018 figure by a stated threshold. The theme identifies…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This document describes a rule-based A-share stock screen combining a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and a close between Bollinger Bands’ middle and upper lines. It frames turnover as a liquidity filter, the crossover as an…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a simple Chinese A-share screen that selects stocks with turnover rates between 3% and 12%, excludes Beijing-listed shares, and requires a share price below a stated threshold. Its rationale is that the turnover band may identify…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes a stock screening rule that selects companies listed after 2021 and showing a daily position increase above 5%. Its stated rationale is to look for recent capital inflows while excluding longer-listed stocks. The article gives a…

EquitiesChina marketsTechnical indicators
SuperMind

This A-share stock-selection idea filters for companies associated with the metaverse theme that appeared on the prior day's trading leaderboard, then ranks eligible names by the current day's auction value and selects the highest-ranked group. The article…

China marketsEquitiesEvent-drivenExecution
SuperMind

This A-share screening approach combines liquidity, a technical signal, and institutional trading activity. It selects stocks with market capitalization above 1 billion, turnover between 3% and 12%, a KDJ golden cross, and an institutional trading share…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening note combines two technical conditions: at least five moving averages should converge, and the weekly MACD should be above zero. The author interprets moving average convergence as a sign of relatively stable price action and possible…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and more than two limit-up days during the past 10 days. It is aimed at finding active stocks whose…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening stocks that have at least two limit-up sessions within 500 days and five moving averages described as overlapping. It interprets the moving-average condition as a possible sign of nearby support and resistance, and repeated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screening rule that combines MACD above zero with a candlestick-pattern condition and a company characteristic. It presents the combination as a way to identify stocks with upward trend potential, while warning…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed A-share stock screen combines market activity, company size, profitability, and recent price action. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and at least one limit-up…

EquitiesMomentumBreakoutChina markets
SuperMind

This Chinese course listing outlines a study of A-share stocks that reach their daily upper price limit. Its stated sequence is to explain the limit-up mechanism, classify limit-up events, examine subsequent stock returns, and then apply a support vector…

EquitiesMachine learningBreakout
SuperMind

This proposed stock screen combines amplitude above 1, institutional participation, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%. The final criteria specify institutional participation above…

EquitiesChina marketsVolatilityMomentum
SuperMind

This post proposes screening A-share stocks for turnover between 3% and 12%, market value below 10 billion yuan, scale above 200 million yuan, and no losses. It presents the screen as a way to combine trading activity, company size, and profitability, then…

EquitiesChina marketsFactor investingBacktesting
SuperMind

This Chinese-language post describes an A-share stock screen combining three conditions: a 14-period RSI below 65, an outer-to-inner trading volume ratio above 1.3, and circulating market value between 5 billion and 10 billion yuan. It outlines a screening…

China marketsEquitiesTechnical indicatorsMomentum