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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 document outlines a stock screen for companies in the metaverse sector, requiring the opening price relative to the prior close to be below a stated gap threshold and looking for a rising-bottom pattern. It describes the latter as a potentially…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen combining price amplitude above a threshold, a morning star candlestick pattern, and a weekly five-period moving average crossing above a ten-period average. It explains amplitude as a measure of price…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This strategy description combines a Perfect Trend Line signal for entries and exits with a Trend Impulse indicator for direction. It is presented for five-minute Dow Jones trading. A long position is opened when the trend line changes to bullish while the…

FuturesTrend followingTechnical indicatorsExecution
SuperMind

This stock screen focuses on companies classified in the metaverse concept group. It selects stocks whose average price is above the five-day moving average and whose five-, ten-, twenty-, thirty-, and sixty-day moving averages coincide. The document…

EquitiesTechnical indicatorsChina markets
SuperMind

This post proposes screening Chinese stocks for a daily high-low range above one percent during 2021, combined with prior-day auction turnover greater than 0.26. Qualifying stocks enter a candidate pool; the provided Python example then sorts them by closing…

China marketsEquitiesVolatilityTechnical indicators
SuperMind

This overview compares four crypto trading styles by holding period, activity, and typical analytical focus. Scalping seeks frequent small moves within a day and demands close monitoring; day trading holds positions for hours but generally closes them before…

CryptoTechnical indicatorsRisk managementPosition sizing
SuperMind

This stock-screening post describes ranking candidates by capital strength, using measures such as net inflows and turnover, while requiring the 20-day moving average to exceed the 120-day average. It also discusses a share-price ceiling, stated in the body…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

Firebird v0.60 is described as an expert advisor that trades using a moving average and a configurable percentage distance between the price and the average. Before opening a position, it checks the time since the previous position was opened and skips a new…

Technical indicatorsExecutionPosition sizingRisk management
SuperMind

This document outlines an A-share stock screen using daily amplitude above 1, a 9:25 price gain below 6%, and turnover between 3% and 12%. Its final version also requires sustained net inflows, combining a volatility filter, an opening-price condition,…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

The document outlines a Chinese stock screen restricted to the metaverse theme. It selects shares whose 9:25 gain is below 6% and whose stock price or average price is above its five-day moving average. The post interprets the sector filter as an industry…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screening rule that combines daily amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and an upward-sloping 30-day moving average. It presents the conditions as a way to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document outlines a Chinese equity screening rule that combines daily price amplitude, a minimum circulating market capitalization, and ranking by large-order net volume. Its stated rationale is to focus on stocks with meaningful price movement,…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This document describes a stock screen using a daily high-low range of at least 1%, relative volume between 1.5 and 6 times a five-day average, a share price below 12, and a price-to-book ratio below 3. The stated intent is to find shares with noticeable…

EquitiesTechnical indicatorsVolatilityBacktesting
SuperMind

This document outlines a stock screen combining a daily price range above 1%, a closing price below 20, and afternoon large-order net inflows. It presents these as filters for volatility, lower-priced shares, and recent buying interest. The proposed…

EquitiesTechnical indicatorsVolatility
SuperMind

This post presents a stock-selection idea combining three filters: RSI below 65, a favorable company-type classification, and more than two limit-up sessions within a ten-day window. The author frames repeated limit-ups as a way to identify stocks attracting…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This post describes a Chinese stock screening rule that combines a daily high-low price range of at least one unit, return on equity above 15% in each of the past five years, and membership in the beverage and alcohol import-export industry. It outlines the…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This post proposes screening stocks whose codes begin with 60, whose turnover rate falls within a stated range, and whose relationship between the prior day’s turnover and current auction volume relative to prior volume falls within a specified band. The…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

The post describes a screen for Chinese stocks associated with the metaverse theme, with circulating market value above a stated threshold and a cap on the gain early in the trading session. It provides formula and Python examples for identifying theme…

EquitiesChina marketsTechnical indicators
SuperMind

This post proposes a stock-selection screen that combines MACD above its zero line, upward separation of short moving averages, and a signal described as the start of a major advance. It illustrates calculations for MACD, moving averages, and KDJ, then…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese equity screening idea combines intraday range, a morning-star style candlestick condition, and positive afternoon net buying by large orders. The article frames the range as a volatility measure, the candle pattern as technical evidence, and…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

The document describes a Chinese equity screen for stocks with turnover between 3% and 12%, listing year 2021, and recent institutional buying. It presents these filters as a way to combine trading activity and listing vintage with signals inferred from…

China marketsEquitiesMarket microstructure
SuperMind

The article proposes a Chinese equity screening rule using three conditions: a prior-day price range above a threshold, a positive reading for a “main force control” measure, and prior-day auction turnover above a stated cutoff. It presents the combination…

EquitiesTechnical indicatorsChina markets
SuperMind

This document describes a Chinese A-share stock screen using turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a control ratio above 21%. It frames the control ratio as a measure for narrowing the pool after…

EquitiesChina marketsFactor investing
SuperMind

The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…

EquitiesTechnical indicatorsMomentumStatistics