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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
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 document presents a Chinese equity screen for Shenzhen Main Board stocks, combining turnover from 3% to 12%, circulating market capitalization from 5 billion to 10 billion, price-to-earnings ratio from 0 to 29.01, and price-to-book ratio from 0 to 3.11.…

China marketsEquitiesFactor investingStatistics
SuperMind

This document proposes screening stocks whose codes begin with 60, keeping those with turnover between 3% and 12%, then ranking them by a measure described as capital strength. The commentary presents the ranking as a way to identify actively financed market…

China marketsEquitiesExecution
SuperMind

This document describes a Chinese stock screen using amplitude above 1, a stated K-line value below 20, and prior-day actual turnover between 3% and 28%. It presents these conditions as a way to find stocks with notable price movement and moderate trading…

China marketsEquitiesTechnical indicatorsMachine learning
SuperMind

The post proposes screening Chinese equities for elevated daily range, at least one daily gain of 10% or more during the past 25 trading days, and a pre-open price change below 6%. It then extends the screen with company and industry comparisons, including…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese A-share screening idea combines three technical conditions: at least five moving averages are described as converging, the KDJ indicator has just formed a bullish crossover, and the 20-day moving average is above the 120-day average. The post…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines a metaverse-concept filter with a simple price condition: the current close must be above the previous session’s low. It also excludes Beijing-listed A shares. The document gives corresponding indicator logic and a Python example,…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This Chinese-language post proposes screening stocks using turnover, displayed best-level bid and ask volume, and large-order net inflow. Its final selection rule requires turnover between 3% and 15%, bid volume greater than ask volume, and large-order net…

EquitiesMarket microstructureTechnical indicatorsStatistics
SuperMind

This short-term stock screen combines amplitude above a stated threshold with a 15-minute MACD histogram that remains below zero but is getting shorter, alongside a rising DEA signal. The document interprets the amplitude condition as a way to find active…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal selects shares with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and previous-session trading activity above the stated threshold. It then takes the first ten qualifying symbols. The…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

The document describes a stock selection rule that filters for turnover between 3% and 12%, companies listed in 2021, and an observation at 9:25 with a price increase below 6%. It presents the screen as a way to refine entry timing and avoid buying after a…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This Chinese-language post proposes a short-term stock screen combining turnover between 3% and 12%, a reversal or engulfing-style pattern, and auction-period buying attributed to large and very large orders. The stated flow threshold is more than 0.7…

EquitiesMomentumMarket microstructureSentiment
SuperMind

This Chinese-language post proposes screening stocks in the metaverse sector when KDJ has just crossed upward and a rounded chart pattern is present. It limits selection to before 10:00 on each trading day and says eligible stocks are intended for same-day…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This stock-selection screen combines a price-movement condition, a small-company size limit, positive net profit, and an upward weekly trend condition described as crossing above a 30-week moving average. The article presents the combination as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen selects stocks in the metaverse sector that had at least one limit-up day during the preceding 25 days and traded more than 60 million yuan in value on the previous day. The article says to run the selection before 10 a.m.…

EquitiesChina marketsBreakout
SuperMind

This stock selection idea combines three filters: at least five moving averages clustered together, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. The author interprets clustered averages as a sign of relatively…

EquitiesTechnical indicatorsMomentum
SuperMind

The article describes a Chinese stock selection screen combining turnover between 3% and 12%, appearance on the prior day's Dragon-Tiger list, and a concentration measure. It frames turnover and the listing as signals of liquidity and market attention, while…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screening note selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and MACD above its zero line. It presents the pattern as a way to identify shares with possible short-term downside while retaining…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening note combines three filters: daily amplitude above a stated threshold, a 2019 dividend ratio above 25%, and exclusion of STAR Market stocks. It argues that larger price ranges identify more volatile shares, while high dividends…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese A-share screening proposal selects stocks using three stated conditions: amplitude greater than one, a dividend payout ratio above 25% in 2019, and at least one limit-up move during the preceding month. The accompanying discussion interprets the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screening proposal combines a positive MACD reading, an upward moving-average condition, and a newly formed bullish KDJ crossover. The post interprets these conditions as signs of positive direction and momentum. It supplies indicator…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a Chinese equity selection rule combining daily price amplitude, an upward-moving-average condition, and the prior day’s turnover relative to the current day’s volume. Its rationale is to identify stocks with favorable short-term price…

EquitiesTechnical indicatorsChina markets
SuperMind

The post describes a Chinese equity screening rule using three conditions: the stock’s daily high-low range exceeds a threshold, it did not hit the upper price limit on the previous day, and the best bid quantity is greater than the best ask quantity. The…

EquitiesTechnical indicatorsMarket microstructureChina markets