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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 idea looks for shares with an amplitude above 1 and more than two limit-up days in the prior ten days, while excluding shares that hit the limit yesterday. It uses recent limit-up frequency as a proxy for market attention and amplitude…

EquitiesChina marketsVolatilityMomentum
SuperMind

This A-share screening rule selects stocks with MACD above its zero line, a price below 12 yuan, and a shortening green MACD histogram on a 15-minute chart. The article says to run the screen before each trading day opens. It provides indicator formulas and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines an RSI reading below 65, a ratio of outside to inside trading volume above 1.3, and a rounded price pattern. The accompanying explanation interprets a rounded shape as a possible period of easing price swings and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post outlines a screen for Chinese convertible bonds associated with the metaverse sector. A candidate must show three bullish crossovers at the same time: MACD over its signal line, the 5-period moving average over the 10-period average, and the…

China marketsTechnical indicatorsMomentumDerivatives pricing
SuperMind

This post describes a rule-based screen for Chinese equities. It selects stocks with turnover between 3% and 12%, circulating market value from 5 billion to 10 billion yuan, and circulating share capital no greater than 5.5 billion shares. The stated…

EquitiesChina marketsStatisticsRisk management
SuperMind

The post proposes screening Chinese A-shares with a rising 30-day average, previous-day actual turnover between 3% and 28%, and a current-day position increase above 5%. It interprets these conditions as a combination of upward trend, trading activity, and…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock-screening post proposes combining a relative strength index (RSI) threshold with company quality, profitability, and a market-cap limit. Its stated selection rules seek stocks with RSI below 65, positive earnings, and market capitalization…

EquitiesTechnical indicatorsChina marketsFactor investing
SuperMind

This stock-screening method selects shares priced below 12 yuan that have MACD above zero and a weekly signal described as a red histogram. The accompanying indicator logic also uses RSI and two smoothed RSI series to identify an aligned bullish condition,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal first limits candidates to the metaverse theme and stocks with a positive daily return. It then combines the previous day's turnover rate with a ratio comparing current opening-auction volume to the prior day's volume, keeping…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening note combines three conditions: daily price amplitude above 1%, afternoon large-order net inflow, and a positive weekly MACD histogram. The author presents the screen as a way to select stocks showing volatility, buying pressure…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening rule selects stocks in the metaverse industry whose circulating share count is no more than 5.5 billion shares and that recorded at least one daily gain of 10% or more during the previous 25 trading days. The rationale is to…

EquitiesChina marketsMomentumBreakout
SuperMind

The proposed screen selects companies with a daily high-to-low range above one percent, market capitalization no greater than ten billion yuan, positive average net profit, and a limit-up event within the past month. The document then outlines refinements:…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a technical stock screen using three conditions: MACD above zero, the current high matching the highest high of the recent two-day window, and the 20-day moving average above the 120-day moving average. It offers a formula and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a daily stock screen for the metaverse industry. It selects shares ranked among the top five by the day’s auction amount, then keeps those whose percentage change falls between -5% and 2.6%. The stated intent is to focus…

EquitiesChina marketsMomentumBacktesting
SuperMind

This stock-screening idea ranks candidates by capital-flow strength and afternoon net inflows from large orders, while also referring to performance during 2021. The post explains that stronger inflow is treated as evidence of greater buying support. Its…

EquitiesChina marketsSentiment
SuperMind

This document describes a Chinese A-share stock screen based on turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and excluding Beijing-listed shares. It frames these filters as a way to find active stocks that have recently…

EquitiesMomentumChina marketsFactor investing
SuperMind

The proposed Chinese equity screen selects stocks with amplitude above 1, a shortening negative MACD histogram on a 15-minute timeframe, and circulating share capital no greater than 5.5 billion shares. The document interprets high amplitude as a sign of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese equity screen combining daily amplitude above 1%, robot-sector membership, circulating market capitalization below 10 billion yuan, and three consecutive down sessions. It gives example indicator logic and Python-style code…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This document describes a Chinese equity screen that selects stocks with at least five overlapping moving averages, an indicated 9:25 a.m. gain below 6%, and observations from 2021. The proposed rationale is that converging averages reflect alignment across…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This document outlines a Chinese equity screen using three signals: daily amplitude above 1%, afternoon net inflow from large orders, and more than two limit-up days within ten days. The rationale is that amplitude reflects trading activity, large-order…

EquitiesChina marketsMomentumVolatility
SuperMind

This document describes a Chinese equity screen combining daily amplitude above 1%, a positive ten-day return below 35%, and a 2019 dividend payout ratio above 25%. It frames amplitude as a measure of price movement, the return band as a way to select stocks…

EquitiesChina marketsMomentumVolatility
SuperMind

This document describes a Chinese equity screen for stocks classified in the metaverse industry. It selects shares whose opening price is near the 10-day moving average and that recorded at least two limit-up sessions within the prior 500 days. The…

EquitiesChina marketsTechnical indicatorsMomentum