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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 equities screen combines three price conditions: daily amplitude above 1, a 9:25 price gain below 6%, and a closing price above the previous day's low. The stated intent is to find stocks with some volatility and strength while avoiding an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen looks for companies in the metaverse industry that also have a robotics concept, recorded a limit-up day during the prior 25 days, and have a free-float market value below 10 billion yuan. The rationale is to combine a recent strong…

EquitiesChina marketsBreakoutMomentum
SuperMind

This A-share stock screen combines three filters: reported net buying above 5% for the day, three consecutive declining sessions, and a 20-day moving average above the 120-day moving average. The article interprets net buying as possible institutional…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock-selection idea combines a daily turnover rate between 3% and 12%, a reversal pattern described as a price move that recovers after a decline, and a positive daily MACD reading. The article presents the combination as a way to find stocks showing…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a simple stock screen built around the 5-, 10-, 20-, 30-, and 60-day moving averages converging. It interprets convergence as a period of price balance that may precede a change in direction, and proposes using the signal to identify…

EquitiesTechnical indicatorsTrend following
SuperMind

The post proposes a Chinese equity screen combining a positive MACD reading, positive price change and net large-order flow, and a positive but capped ten-day gain. It gives formulas for MACD, daily price change, large-order net volume, and the ten-day…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document presents an A-share stock screen based on price amplitude above 1%, an available convertible-bond name, and positive returns. Its explanation frames these filters as a combination of stock movement and company-related information, and suggests…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document proposes a Chinese A-share screening rule combining a robotics concept classification, turnover between 3% and 12%, float market value below 10 billion yuan, and exclusion of Beijing-listed shares. It says the exclusion is intended to reduce…

EquitiesChina marketsFactor investingRisk management
SuperMind

This Chinese stock-screening proposal selects shares with a daily high-low range greater than 1, a three-session limit-up streak ending the previous day, and turnover between 3% and 12%. The article interprets range as a measure of volatility, the repeated…

EquitiesVolatilityMomentumChina markets
SuperMind

This Chinese equity screening idea combines RSI below 65, greater displayed buying volume than selling volume, and a rising MACD signal line, called DEA in the post. It interprets these conditions as signs of moderate RSI, stronger buying interest, and a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese equity screening idea combines a daily turnover range of 3% to 12%, three consecutive declining sessions, and an RSI reading below 65. The stated aim is to find stocks that have recently weakened and may have further short-term downside. The…

EquitiesTechnical indicatorsChina markets
SuperMind

This A-share stock screen selects securities whose 20-day average trading volume exceeds the 120-day average, then excludes Beijing-listed A shares. The author interprets higher recent average volume as a sign of stronger capital activity and ranks…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen combines turnover between 3% and 12%, seven consecutive sessions in which the close is below the open, and a 15-minute MACD histogram that is shortening. The setup seeks stocks that have fallen persistently but may be showing early signs of…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

The document outlines a Chinese equity screening idea that selects stocks associated with the metaverse, with price amplitude above a threshold and free-float shares at or below a stated limit. It presents high amplitude as a way to find more volatile stocks…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The post describes a stock screen using a turnover range of 3% to 12%, a ratio of aggressive buying volume to selling volume above 1.3, and a date restriction to 2021. It presents the turnover band as a way to filter trading activity and the buy-sell volume…

EquitiesMarket microstructureChina marketsTechnical indicators
SuperMind

This stock selection rule screens the metaverse industry for a newly formed KDJ bullish crossover and a close above the previous session’s low. The post frames the crossover as a possible trend reversal and the price condition as a sign of relatively…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection proposal combines three signals: a daily increase in position share above 5%, weekly MACD above the zero line, and a rising 30-day moving average. The article interprets these as evidence of recent capital inflows and upward…

EquitiesMomentumTechnical indicators
SuperMind

This stock-selection rule screens Chinese beverage and alcohol-related companies using three conditions: turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and a reported daily control ratio above 21%. The article…

EquitiesChina marketsTechnical indicators
SuperMind

This stock-selection rule screens for names with an amplitude measure above 1, large-order net volume above 0.05 for at least three consecutive days, and a volume ratio between 1.5 and 6. It frames amplitude as a measure of price movement, net volume as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note describes a China-market stock screen for companies classified in the metaverse theme. It selects stocks whose closing price is above the five-day moving average and whose previous-day traded value exceeds 60 million. The author presents the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

A beginner asks whether an automated strategy can trade only stocks listed on China’s ChiNext board. The replies explain that the strategy’s candidate universe can be filtered by stock code, retaining securities whose codes begin with the board’s identifying…

EquitiesChina markets
SuperMind

This Chinese stock-screening post combines three technical conditions: a daily price range above a stated threshold, an opening price near the 10-day moving average, and weekly MACD above zero. The post interprets these as signs of higher volatility, a…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This post describes a stock-selection idea that combines MACD above zero, a favorable company characteristic, and a minimum listing history. Its rationale treats positive MACD as a sign of price strength and listing age as a way to avoid very recently listed…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a stock screen using three conditions: a large daily high-low range, at least one single-day gain of 10% or more during the preceding 25 trading days, and an opening price near the ten-day moving average. It frames the…

China marketsEquitiesMomentumTechnical indicators