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 Chinese stock-screening idea selects shares with an amplitude measure above one, upward separation in short-term moving averages, and an auction-period price change between minus two and five percent. The stated rationale is to combine evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese market stock screen combines a technical momentum or condition filter with trading-flow and valuation criteria. It selects Shenzhen main-board stocks with RSI below 65, positive product of percentage price change and net super-large-order…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

Dual Thrust is described as a trend-following system that defines a recent trading range using the larger of two spans: the highest high minus the lowest close, or the highest close minus the lowest low, over a lookback period. The system places an upper buy…

FuturesBreakoutTrend followingRisk management
SuperMind

This stock-screening idea combines a relative strength index below a stated threshold with three consecutive down sessions and a moving-average crossover. The written description specifies a weekly five-period average crossing above a ten-period average,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article outlines an equity screen requiring amplitude above 1 and MACD above the zero line, with additional consideration of company characteristics. It interprets elevated amplitude as evidence of volatility and positive MACD as a buy signal, then…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a China A-share screening rule for Shenzhen main-board stocks. It combines amplitude above 1 with rising lows, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It provides example implementations in…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese-language post describes a stock selection screen built from three conditions: rank stocks by volume ratio and keep the top 500, require at least two limit-up sessions within the past 500 days, and require the 30-day closing-price trend to point…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock screen restricts candidates to the metaverse industry, then selects shares whose turnover rate two trading days earlier fell within a specified band and whose current low is below the previous day's low. The article interprets turnover as a sign…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This article proposes screening stocks with a daily range above a threshold, a close above a short moving average, and multiple moving-average crossover conditions. The intended logic combines volatility and an upward price signal with clustering among…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This stock selection method combines a daily range filter with sustained positive large-order net volume and a positive five-day price bias. Its intended effect is to find shares with active buying and prices above their recent average. The article gives…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This proposed Chinese equity screen looks for stocks with daily amplitude above a threshold, signs of main-fund control on the prior day, and an opening price near the ten-day moving average. The stated rationale is to find active stocks whose opening prices…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening Chinese stocks in the metaverse industry for a circulating share count no greater than 5.5 billion, alongside bullish crossovers in three indicator pairs: a 5-day and 10-day moving average, a 5-period and 10-period RSI, and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines an A-share screening rule combining daily price amplitude, market capitalization, recent profitability, and relative trading volume. Its refined criteria call for amplitude above 1%, capitalization below 10 billion yuan, positive net…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The document explains the price-to-book ratio as a valuation measure calculated by dividing a stock’s market price by book value per share. It interprets lower ratios as possible signs of undervaluation or pessimistic expectations, while higher ratios can…

EquitiesFactor investingStatistics
SuperMind

This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This post describes a simple Chinese equity screen. It selects stocks with an amplitude above 1, a maximum decline for the day between 4% and 5%, and ranks qualifying stocks by the day’s auction amount, taking the top five. The stated rationale combines a…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screening rule that selects beverage and alcohol related companies, requires turnover within a stated 3% to 12% range, and excludes stocks that hit the daily upper price limit on the previous day. It provides example…

EquitiesChina marketsTechnical indicators
SuperMind

This note describes an equity screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and that have recorded seven consecutive sessions in which the close was below the prior close. The article…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This proposed stock screen selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and compares the opening price with the 10-day average. The page supplies example formulas and Python-style logic for these…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude, convergence of five moving averages, and a 2019 dividend-related threshold. It proposes using the 5-, 10-, 20-, 30-, and 60-day averages, then adding other financial…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This document proposes a Chinese stock-selection rule that combines a 14-period RSI below a stated threshold, displayed first-level buy volume greater than sell volume, and year-over-year growth in net profit attributable to parent-company shareholders…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…

EquitiesChina marketsMomentumTechnical indicators