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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
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

The document describes a Chinese equity screen that combines membership in the metaverse theme with price and limit-down conditions. Its stated selection logic uses a long moving-average comparison and a prior-day 9:15 matching-price limit-down signal; a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese equity screen selects stocks with a daily trading range above 1%, a ten-day price gain above zero but below 35%, and no limit-up close on the previous day. The stated rationale is to find shares showing some recent movement and positive momentum…

EquitiesChina marketsMomentumVolatility
SuperMind

This stock-selection idea screens for Chinese companies associated with robotics, with turnover between 3% and 12%, circulating market capitalization below 10 billion yuan, and a pattern of rising lows. The post presents the criteria as a way to combine…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This Chinese equity screening proposal selects stocks with turnover between 3% and 12%, at least one limit-up move during the previous 25 days, and a positive weekly histogram condition. The accompanying explanation treats turnover as a measure of trading…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a short-term Chinese stock screen combining a metaverse industry classification, a rounded or arc-shaped chart pattern, and a requirement that the stock was not limit-up on the prior day. It adds a minimum listing history of six…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen targets stocks classified in the metaverse industry. It requires a volume ratio above 1.5 and below 6, and an external-to-internal trading volume ratio above 1.3. The article characterizes external volume as trades…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock-screening post combines three technical conditions: price amplitude above 1%, at least five overlapping moving averages, and a rising 30-day moving average. It presents average convergence as a way to identify relatively stable prices and the…

EquitiesTechnical indicatorsChina markets
SuperMind

The proposed Chinese equity screen combines intraday price amplitude, pre-open auction price movement and large-order buying with a historical dividend-ratio filter. It describes selecting candidates during the ten minutes before the open, excluding limit-up…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection approach combines a price-range condition with persistent positive large-order net flow and company classifications. Its stated rule seeks stocks with amplitude above 1, large-order net flow above 0.05 for at least three consecutive…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock-selection rule screens Chinese A-shares using current turnover, the sign of the product of daily price change and large-order net flow, and the prior day's actual turnover. The stated core conditions are current turnover between 3% and 12%, a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen selects shares based on the convergence of multiple moving averages, a minimum scale requirement, and an upward trend in the 30-day average. The article's proposed final version tightens the conditions to at least ten converging averages, a…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock-selection approach combines a reported buying-activity measure with valuation limits and an upward-sloping 30-day average. It targets Shenzhen main-board shares whose price-to-earnings and price-to-book ratios fall within stated ranges. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note presents an A-share stock selection rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and positive large-order net inflow in the afternoon. The author frames these conditions as proxies for liquidity, a possible…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This note describes an A-share stock screen combining three conditions: price amplitude above 1, a rounded or arc-like price pattern, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. It…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

The document presents a Chinese equity screen combining daily price behavior with company characteristics. Its initial conditions select robot-themed stocks with circulating market capitalization below the stated threshold, daily amplitude above 1%, and a…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This post presents a technical stock screen that selects shares with amplitude above 1, prior-day actual turnover between 3% and 28%, and an upward-trending 30-day moving average. It frames the conditions as a combination of price movement, market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a stock screen requiring price amplitude above 1, current volume above 10,000 lots, an opening above the prior close, and a specified daily decline between 4% and 5%. Its rationale is to find active, liquid stocks that open positively…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This post outlines a Chinese A-share stock screen combining three conditions: rank stocks among the top 100 by volume ratio, look for a Bollinger Band pattern described as contraction or expansion, and require at least two limit-up sessions within ten days.…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock-selection rule combines a 14-period RSI below 65, year-over-year growth in net profit attributable to shareholders between 20% and 100%, positive net profit, and a share price below 18.5 yuan. The post presents the screen as a way to find Chinese…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

The document describes a stock screen combining daily price amplitude above 1%, the year 2021, and three consecutive declines in closing prices. It frames the amplitude condition as a way to find more volatile stocks and the consecutive declines as a…

EquitiesTechnical indicatorsChina markets
SuperMind

This daily stock screen selects shares whose MACD histogram is above zero and whose 30-day moving average is rising, then ranks qualifying shares by a measure of market attention. The document explains MACD using standard exponential averages and includes a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening method combines turnover, circulating market capitalization, rising moving averages, and price above several moving-average levels. Its stated final criteria cap turnover at 12%, restrict circulating market value to a specified…

EquitiesChina marketsTechnical indicatorsBacktesting
SuperMind

This proposed A-share screen selects stocks whose intraday range exceeds 1, whose price is above its five-day moving average, whose current volume exceeds 10,000 lots, and whose opening price is above the prior close. The article presents the range and…

EquitiesChina marketsMomentumTechnical indicators