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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
Quantpedia
86 documents
TqSdk
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

This stock-selection method looks within China’s metaverse sector for shares ranking among the top five by the day’s auction value, then filters for a 2019 stock-dividend ratio above 25%. The document gives screening logic and example implementations for two…

EquitiesChina marketsFactor investingRisk management
SuperMind

This stock-selection screen combines three conditions: RSI below 65, positive large-order net inflow during the afternoon, and a rising 30-day moving average. The accompanying indicator references use a 14-period RSI and compare closing price with the 30-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This equity screen combines an RSI below 65 with three consecutive down sessions and more than two limit-up days in a ten-day window. The stated idea is to find stocks showing recent weakness while also having a record of sharp upward moves, which the author…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This equity screening approach combines three filters: at least two limit-up sessions within the prior 500 days, weekly MACD above zero, and high fund-flow strength. The note describes fund-flow strength through activity measures such as turnover or volume…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language note describes an equity screening rule combining daily price amplitude, a weekly moving-average crossover, and a ranking by stock heat. It selects stocks with amplitude above 1% and a weekly five-period moving average crossing above…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes an equity screen combining turnover with a rising DEA signal. It describes an initial turnover range of 3% to 12%, an additional condition requiring turnover between 2% and 9%, and a bullish DEA condition expressed through moving-average…

EquitiesMomentumTechnical indicators
SuperMind

This note describes an equity screen that ranks stocks by a capital-strength measure, such as turnover or volume ratio, and filters for turnover between 2% and 9%. It also requires the 20-day moving average to be above the 120-day moving average, using the…

EquitiesTrend followingTechnical indicatorsRisk management
SuperMind

The described screen combines technical, valuation, and recent-return conditions for Shenzhen mainboard stocks. It seeks shares with at least five moving averages aligned or clustered, a price-to-earnings ratio from 0 to about 29, a price-to-book ratio from…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed stock screen excludes Beijing-listed shares, keeps stocks whose high-to-low amplitude exceeds 1%, and ranks the remaining names by that day’s opening-auction traded value. It selects the top five, making auction activity the ranking signal and…

EquitiesChina marketsVolatilityMarket microstructure
SuperMind

This stock-selection rule targets mainland Chinese mainboard equities with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a daily gain above 1%. The proposed screen combines a turnover range intended to capture…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The document describes a Chinese equity screen for companies in the metaverse theme, with a minimum circulating market capitalization and positive price-to-earnings ratio. It presents the positive PE condition as a basic profitability filter and the size…

EquitiesChina marketsFactor investingStatistics
SuperMind

The document proposes screening Chinese stocks in the metaverse theme for a circulating market capitalization above 10 billion yuan and a prior-day actual turnover rate within a stated range. Its final rule specifies turnover between 5% and 20%, while an…

EquitiesChina marketsMarket microstructureStatistics
SuperMind

The document describes a Chinese stock selection rule combining three filters: RSI below 65, positive large-order net inflow in the afternoon, and a dividend ratio above 25% for 2019. It also gives example indicator and Python logic for applying these…

EquitiesTechnical indicatorsChina marketsFactor investing
SuperMind

This stock-selection method screens for shares priced below 12 yuan, with MACD above its zero line and more than two limit-up days in the preceding ten days. The post says the screen runs before 10 a.m. each trading day. It frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection note describes a screen combining turnover, circulating share capital, and a concentration measure. Its stated final rule keeps stocks with turnover at or below 12%, circulating market capitalization at or below 5.5 billion…

EquitiesChina marketsTechnical indicators
SuperMind

This Chinese-market stock screen combines turnover, a reversal-style candle condition, and a daily price-decline band. It selects stocks with turnover between 3% and 12%, applies a reversal filter, and keeps candidates whose daily percentage change is…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This document outlines an intraday Chinese stock selection idea. It screens the metaverse industry for non-ST shares, ranks candidates by the day’s opening auction amount, keeps the top five, and applies a named five-stage limit-up method before 10 a.m. The…

EquitiesMomentumBreakoutExecution
SuperMind

This stock-selection idea screens for Chinese beverage and alcohol-related companies, with turnover between 3% and 12% and a buying-versus-selling activity condition described as external volume exceeding internal volume by a factor greater than 1.3. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen selects stocks with a daily high-low range of at least 1%, a nonempty name for an outstanding convertible bond, and a closing price above the previous day’s low. The article frames these filters as a combination of price…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This proposed Chinese stock screen looks for an RSI below 65, three consecutive bearish sessions, current trading volume above 10,000 lots, and an opening price more than 2% above the previous close. It pairs a momentum oscillator and recent price weakness…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This Chinese stock-screening proposal combines a minimum daily price range with at least two limit-up events over a 500-day lookback and signs of large buying orders during the opening auction. It also specifies a threshold for combined very-large-order…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines a prior-day price-amplitude threshold, appearance on the previous day’s trading activity list, and at least one limit-up event within the preceding month. The document frames these filters as a way to find shares…

EquitiesChina marketsVolatilityMomentum
SuperMind

This stock screen combines three conditions: membership in the metaverse theme, a positive institutional-flow measure, and exclusion from the STAR Market. The accompanying explanation presents the theme as a way to target a popular sector and the flow…

EquitiesChina marketsSentimentFactor investing