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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 stock screen combines three technical conditions: RSI below 65, seven consecutive sessions with closing prices at or below opening prices, and a KDJ bullish crossover. The document presents the setup as a way to find stocks that have recently weakened…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese stock screen requiring daily amplitude above 1, a controlling-shareholder measure above 21, and a position-change ratio above 5%. It presents the three conditions as a way to find stocks with notable price movement and…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The document describes a Chinese equity screen that combines at least five overlapping moving averages, a circulating market value above 200 million, and revenue in 2021 exceeding 1.1 times revenue in 2018. The moving-average condition is presented as a way…

EquitiesTechnical indicatorsFactor investingRisk management
SuperMind

This Chinese stock-selection method seeks volatile shares that have recently shown strong price movement. Its initial rules look for daily high-low range greater than a 20-period ATR, a single-day move of at least 10% within the past 25 trading days, and a…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea combines a 14-period RSI below 65, parent-company net profit growth above 20% and at most 100%, and a negative MACD reading from two sessions earlier. It also describes excluding suspended, delisted, special-treatment,…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The proposed screen selects stocks with amplitude above one, a prior-day signal described as main-force control, and at least one daily gain of 10% or more during the previous 25 trading days. It combines a volatility condition with a recent large-move…

EquitiesChina marketsMomentumVolatility
SuperMind

This screening rule selects Shanghai-listed stocks with a daily high-low range above 1% of the previous close, then sorts them by an individual-stock popularity measure. The article interprets the range threshold as a way to find more volatile names and…

EquitiesChina marketsVolatilitySentiment
SuperMind

This A-share stock selection rule screens companies classified in the metaverse industry for two signs of recent activity: appearing on the prior day’s Dragon-Tiger list and recording prior-day trading turnover above 60 million yuan. The article presents the…

EquitiesChina marketsEvent-drivenBacktesting
SuperMind

This stock screen combines a metaverse industry classification and a rounded-base chart pattern with a prior-day downside signal. The final rule accepts stocks described as having a limit-down opening match price at 9:15 or a daily decline greater than 9%.…

EquitiesChina marketsTechnical indicatorsEvent-driven
SuperMind

This post proposes a Chinese equity screening rule that combines daily price activity, the stock’s indicated gain at 9:25, and year-over-year net profit growth attributable to shareholders of the parent company. It selects stocks with an amplitude above 1,…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This post proposes an A-share screen using amplitude above 1, a share price of 18.5 yuan, and an outside-to-inside trading-volume ratio above 1.3. It treats amplitude as a volatility filter, the price cutoff as a price-level constraint, and the volume ratio…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This note outlines an A-share stock-selection rule requiring amplitude above 1, a close above a weekly moving average, and a MACD reading below zero two days earlier. The post interprets the amplitude condition as selecting volatile stocks, the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a simple A-share stock screen combining a daily amplitude threshold above 1, a rising-bottom condition, and a current low below the previous session’s low. It frames the rising-bottom measure as a way to identify an improving price base,…

EquitiesTechnical indicatorsChina markets
SuperMind

This note proposes screening Chinese stocks using a daily price-movement threshold, a nonempty outstanding convertible-bond name field, and a company-name keyword associated with the metaverse. The stated rationale is to identify stocks connected to a…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen that combines a metaverse theme, positive institutional activity, a lower daily low than the previous session, and a 30-day RSI below 30. The intended rationale is to find themed stocks with institutional interest…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

The document presents a stock-selection screen combining three conditions: MACD above zero, share price below 12 yuan, and a weekly five-period moving average crossing above the ten-period average. It says the screen is run before 10 a.m. on each trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening proposal selects stocks with daily amplitude above 1%, at least two limit-up sessions in the prior 500 days, and a gain below 6% at 9:25. It treats amplitude and prior limit-ups as signs of volatility and market attention, while the…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This A-share screening idea combines a turnover range of 3% to 12%, an opening price near the 10-day moving average, and a positive weekly chart signal described as a red bar. The article frames these filters as a way to find liquid, actively traded stocks…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The post outlines a Chinese equity screening idea combining a minimum price-amplitude condition, rising lows, and an opening-auction return within a specified band. It also proposes excluding specially treated stocks and describes an exit rule based on the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This screening idea selects stocks whose daily range exceeds one percent, whose KDJ indicator has just crossed upward, and whose price lows are rising. The article frames a large range as evidence of higher volatility, a fresh crossover as a possible shift…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The screen seeks Chinese equities with at least five overlapping moving averages, a newly formed KDJ golden cross, and at least two limit-up sessions during the stated lookback. The article interprets moving average convergence as a possible support or…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note proposes a stock screen combining price amplitude above a threshold, upward movement around a short moving average, and MACD above zero. It interprets amplitude as a measure of recent price movement, the moving-average condition as a short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese equity screening rule that combines three filters: RSI below 65, membership in the beverage and alcohol import-export industry, and a newly formed KDJ bullish crossover. It explains the indicators as technical conditions and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a stock selection screen that combines a turnover range of 3% to 12%, a K value below 20, and a sequence of seven declining sessions. The stated idea is to find stocks that have fallen for several days, potentially identifying a turning…

EquitiesMean reversionTechnical indicatorsChina markets