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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
WonderTrader
14 documents
Alphalens
14 documents
backtesting.py
11 documents
Technical Analysis
9 documents
QTPyLib
8 documents
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,226 documents

SuperMind

This short-term stock-selection proposal combines three conditions: MACD above zero, upward separation of the day’s moving averages, and an opening auction return between -2% and 5%. The indicators are intended to capture positive price momentum and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection idea filters for daily price amplitude of at least 1%, turnover above 2% and no more than 9%, and a closing price between the middle and upper Bollinger Bands. The post presents these conditions as a way to find actively traded, volatile…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese stock-selection post describes a screen for companies with positive MACD, year-over-year net profit growth above 20% and at most 100%, market capitalization below 10 billion yuan, and no reported losses. Its rationale is to combine price…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-screening example combines three filters: a metaverse concept label, a close above the previous session’s low, and a recent high-price move intended to identify a limit-up event. It presents equivalent indicator and Python-style…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Supermind community post proposes selecting equities with RSI below 65, free-float market capitalization between 5 billion and 10 billion yuan, and a “main uptrend start” condition. It defines the latter through a price position within the recent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese community post describes an equity screen requiring amplitude above 1, prior-day “main force control,” and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify stocks with near-term…

EquitiesTechnical indicatorsRisk management
SuperMind

This note presents a Chinese equity screen using four conditions: amplitude above 1, current volume above 10,000 lots, a higher open, and the 20-day moving average above the 120-day moving average. It interprets amplitude as a measure of price activity,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a basic Chinese equity screen that selects stocks with daily amplitude above 1, prior-day turnover above 60 million, and price above its five-day moving average. It frames the filters as a combination of price activity, trading liquidity,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a stock screen pairing a minimum daily trading range with return on equity above a threshold for five consecutive years and at least one large one-day gain during a recent trading window. The intended combination seeks companies with…

EquitiesChina marketsFactor investingMomentum
SuperMind

This proposed A-share screen combines a market-cap ceiling, positive net profit, an RSI threshold, and positive afternoon large-order net inflows. The intended rationale is to pair a basic profitability constraint with a price indicator and a measure of…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post proposes a Chinese stock screen using three filters: a turnover-ratio ranking among the top 100 stocks, a positive but capped return over the past ten days, and an opening price gain below a stated ceiling. The intended idea is to combine relative…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines RSI below 65, first-level bid volume greater than first-level ask volume, and a rounded price pattern described as an arc. The article interprets the RSI threshold as identifying a potentially oversold condition,…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This note describes a Chinese equity screen combining three conditions: daily amplitude above 1, no limit-up close on the prior day, and an opening price near the 10-day moving average. It frames amplitude as a way to find more active stocks, excludes recent…

EquitiesVolatilityTechnical indicatorsChina markets
SuperMind

This stock-selection approach combines three filters: daily amplitude above 1%, a proxy for afternoon large-order net inflow, and a condition described as at least five moving averages aligning. The accompanying indicator expressions and Python example show…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines a capital-flow measure with valuation and trend filters. It favors Shenzhen main-board stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0 to 3.11, then requires the 20-day moving average to be…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post presents an equity screen requiring daily price amplitude above 1, a positive weekly MACD histogram, and exclusion of Beijing-listed shares. It describes amplitude as a way to filter out low-volatility stocks and the weekly histogram as a trend…

EquitiesTechnical indicatorsChina markets
SuperMind

This post describes an equity selection screen that combines an RSI below 65 with seven consecutive declining sessions and excludes stocks that hit the daily price limit on the prior day. Its rationale is to identify recently weak stocks while avoiding those…

EquitiesMean reversionTechnical indicatorsChina markets
SuperMind

The document proposes screening Chinese A-share stocks using a daily amplitude threshold, a price condition around 18.5 yuan, and prior-day turnover between 3% and 28%. It explains these filters as ways to select stocks with notable price movement, a chosen…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This post proposes screening equities for turnover within a specified range, seven consecutive down days, and a rising-bottom price pattern. It frames the combination as a way to examine stocks after a decline while looking for a possible base or rebound.…

EquitiesTechnical indicatorsMean reversionRisk management
SuperMind

This post describes a stock screen that combines at least five overlapping moving averages, a share price below a stated ceiling, and revenue growth between two fiscal years. The intended rationale is to find stocks with clustered trend measures and a…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese-language post proposes an equity screen using three conditions: amplitude above a threshold, rising price lows, and positive returns. The rationale is to exclude stocks with little movement, identify a potential base with progressively higher…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The post proposes a Chinese equity screen using turnover between 3% and 12%, a positive return over ten days below 35%, and a dividend payout ratio above 25% for 2019. It says to select stocks before 10 a.m. and presents the dividend filter as a way to…

EquitiesChina marketsFactor investingBacktesting
SuperMind

This Chinese-language post outlines a proposed screen for mainland Chinese exchange-listed stocks in the metaverse industry. It selects names among the five highest by the day’s auction trading value, then requires the weekly five-period moving average to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a daily stock screen based on three conditions: a high-to-low range greater than one percent, a reversal or engulfing-style pattern, and a close above the previous day’s low. It presents these conditions as a way to find stocks whose…

EquitiesTechnical indicatorsMean reversionBacktesting