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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 proposed Chinese stock screen ranks stocks by trading-volume strength, excludes Beijing-listed shares, and selects stocks whose bearish MACD histogram bars are shortening on a 15-minute chart. The article interprets stronger volume ranking as a sign of…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and turnover between 3% and 12%. The article interprets the RSI threshold as avoiding highly overbought stocks, the repeated down…

China marketsEquitiesTechnical indicatorsBacktesting
SuperMind

This page introduces a lesson on using correlation coefficients to identify stock candidates for pairs trading and then building a strategy to trade them. It frames correlation as a screening tool for finding potentially suitable arbitrage pairs, followed by…

EquitiesPairs tradingArbitrageStatistics
SuperMind

This post presents a Chinese equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a daily price gain above 1%.…

EquitiesMomentumFactor investingChina markets
SuperMind

This Chinese-language post describes an equity screen using three conditions: price amplitude above 1%, a ten-day gain greater than zero but below 35%, and a positive institutional-flow measure. It explains these filters as seeking stocks with some recent…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This note proposes a short-term stock screen based on daily amplitude above 1, a condition described as main-force control on the prior day, and a 9:25 a.m. gain below 6%. It interprets the range as a sign of active price movement, the control measure as an…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This Chinese-language strategy note describes a stock screen combining RSI below 65, the product of price change and large-order net inflow, and bullish crossovers in three indicators, with MACD, KDJ, and DMA as examples. Its sample implementation also…

EquitiesTechnical indicatorsMomentum
SuperMind

This document presents a Chinese equity screening rule that selects stocks with daily turnover between 3% and 12%, parent-company net profit growth between greater than 20% and up to 100%, and tradable shares capped at 5.5 billion. It describes the…

EquitiesFactor investingChina marketsStatistics
SuperMind

This Chinese stock-screening note combines daily price movement, a morning-star style candlestick condition, and a ranking based on large-order net volume. Its example code also checks recent moving averages and requires the latest large-order net amount to…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-selection method filters for shares with turnover between 3% and 12%, a rising K value in the KDJ indicator, and a 2019 dividend measure above a stated threshold. The note presents the combination as a way to pair trading activity and improving…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening note combines three filters: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a three-session limit-up streak ending the previous day. It presents the screen as a way to…

China marketsEquitiesMomentumBreakout
SuperMind

This Chinese-market stock screen combines a metaverse industry filter with Shenzhen main-board eligibility, valuation bounds, and a recent KDJ bullish crossover. It selects stocks with price-to-earnings ratios from 0 to 29.01 and price-to-book ratios from 0…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes screening stocks with turnover from 3% to 12%, a rising DEA condition, and at least one limit-up session in the prior 25 trading days. It presents the approach as combining an upward technical signal with recent market…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese-language post describes a stock selection rule using turnover and recent price weakness. It screens for shares with turnover between 3% and 12%, seven consecutive declining sessions, and a current maximum decline between 4% and 5%. The article…

EquitiesMean reversionTechnical indicatorsRisk management
SuperMind

This screening rule looks for stocks with an amplitude above one percent, a current high matching the highest high over two days, current volume above ten thousand lots, and an opening price equal to the high. The document frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This stock selection idea filters Chinese listed equities to the metaverse industry, ranks candidates by the day’s opening auction amount, and retains those with a positive institutional-flow measure. The stated rationale is to combine trading activity with…

EquitiesChina marketsMomentumExecution
SuperMind

This A-share screening rule combines three conditions: RSI below 65, tradable market capitalization between 5 and 10 billion yuan, and a ten-day price gain above zero but below 35 percent. The accompanying Python example calculates a 14-period RSI and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen selects names whose prior trading range exceeds a stated threshold, whose opening price is within five percent of the ten-day moving average, and whose registered province is not Beijing. The document provides example formulas and…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This proposed Chinese equity screen uses turnover, recent price movement, and prior-day actual turnover to identify candidates. Its headline criteria specify a turnover rate between 3% and 12%, a 10-day gain above zero but below 35%, and prior-day actual…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This chapter overview introduces common built-in MQL5 functions used when developing MetaTrader 5 programs for data handling and automated trading. It outlines array operations, string processing, file access, data conversion, user interaction, mathematical…

Execution
SuperMind

This note describes a Chinese equity screen combining metaverse and robotics themes with circulating market capitalization filters. Its stated criteria conflict: the opening logic requires capitalization above 10 billion yuan and below 10 billion yuan at the…

EquitiesChina markets
SuperMind

This stock-selection idea combines three conditions: membership in the metaverse theme, a rising 30-day moving average, and a signal of institutional buying. The post also suggests considering valuation measures such as price-to-earnings and price-to-book…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed screen selects stocks in the metaverse sector when price is above the Bollinger upper and middle bands and the KDJ indicator has just formed a bullish crossover. It proposes running the selection before 10 a.m. and trading the chosen shares…

EquitiesChina marketsTechnical indicatorsMomentum