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 proposed screen targets metaverse-related stocks with three technical crossover conditions and at least two limit-up events during the prior 500 days. The article names MACD-related signals and a 5-day versus 10-day moving-average crossover, and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese equity screen looks for stocks associated with the metaverse concept, a rising 30-day moving average, and total assets above 200 million yuan. The article includes a platform formula reference and a Python example that filters a data…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock-selection screen combines three filters: RSI below 65, a 20-day moving average above the 120-day moving average, and exclusion of stocks identified as belonging to the excluded technology board. The accompanying Python example retrieves stock…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This note describes a stock screen requiring amplitude above 1, positive institutional money-flow direction, and a positive daily MACD. The conditions combine a measure of price movement, a proxy for institutional flows, and a momentum indicator intended to…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note presents a Chinese stock-selection screen using three conditions: today’s increase in holdings above 5%, the ratio of external to internal trading volume above 1.3, and the 20-day moving average above the 120-day moving average. The first two…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note describes a Chinese equity screen combining price movement, trading activity, opening behavior, and a long-term trend filter. It selects stocks with amplitude above 1, current volume above 10,000 lots, an open above the previous close, and a close…

EquitiesTechnical indicatorsTrend followingRisk management
SuperMind

This stock-screening idea selects shares with RSI below 65, free-float market value between 5 and 10 billion yuan, and daily price amplitude above 1%. The article explains the intended roles of the filters: RSI indicates short-term overbought or oversold…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed stock screen selects shares with daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and an appearance on the prior day’s exchange trading-activity list. The rationale combines price…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post proposes a stock screen combining three conditions: relatively strong trading activity, a nonempty convertible-bond-related name field, and a shortening negative MACD histogram on a 15-minute chart. The author interprets the histogram condition as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a daily pre-market screen for Shenzhen main-board shares. It selects stocks with MACD above zero and positive earnings, then applies valuation bands: price-to-earnings from zero to 29.01 and price-to-book from zero to 3.11. The stated…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines technical filters with valuation limits for Shenzhen main-board listings. It selects shares with RSI below 65, price-to-earnings ratios between zero and 29.01, price-to-book ratios between zero and 3.11, and a 30-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection method requires a minimum daily price range, prior-day trading turnover above a stated threshold, and positive large-order net flow for at least three consecutive days. The article frames range as a measure of movement, turnover as a…

EquitiesMarket microstructureVolatilityRisk management
SuperMind

This document describes a stock screen combining a positive MACD reading, a same-day upward spread between moving averages, and an intraday price range above a threshold. Its example calculates exponential averages to form MACD, compares five- and ten-day…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

The document proposes a Chinese stock screen combining four criteria: daily high-low amplitude above 1%, prior-day trading volume above 60 million, market capitalization below 10 billion, and positive net profits over the previous three years. It presents…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This Chinese equity screen looks for shares priced below 12 yuan whose MACD is above zero while its value two trading sessions earlier was below zero. The stated intent is to find a recent move from negative to positive MACD territory while imposing a low…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects shares with a daily price change above 1%, more than one year since listing, and a positive price-to-earnings ratio. Its rationale is that larger daily moves may indicate active trading, while a longer listing history may exclude…

EquitiesChina marketsTechnical indicators
SuperMind

This post proposes screening main-board stocks using a combination of price range, a streak of consecutive limit-up sessions on the prior day, and a current-day gain above a stated threshold. It presents the conditions as a way to focus on volatile stocks…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-language post describes an equity screening idea that combines a named “morning star” signal for Kute Intelligent with a condition requiring the 20-day moving average to exceed the 120-day moving average. It frames both as technical-analysis…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This stock-selection screen combines a minimum daily amplitude threshold with a minimum circulating market capitalization, then ranks qualifying shares by a popularity measure. The stated rationale is to focus on stocks that show price movement, have a…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This proposed A-share screen looks for companies with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no reported losses, then selects stocks whose prior-day 9:15 indicative matching price was at the lower price limit. The…

EquitiesChina marketsEvent-drivenRisk management
SuperMind

This stock-selection idea combines an amplitude threshold, weekly MACD conditions, and a three-candle pattern described as the Kute Smart morning star. The proposed screen seeks Chinese equities whose weekly MACD is above zero and whose recent candles match…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea pairs an RSI below 65 with seven consecutive sessions in which the close is below the open, plus a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The article frames RSI as a check against…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This A-share selection method combines an RSI below 65 with a circulating market capitalization between 5 billion and 10 billion yuan, a price-to-earnings ratio no greater than 40, and a ratio of prior turnover multiplied by current opening-auction volume…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document outlines an A-share stock screen built around five moving averages, a share-price threshold, market capitalization, and positive earnings. It describes the overlap of five averages as a way to favor comparatively stable prices, then adds size…

EquitiesChina marketsTechnical indicatorsRisk management