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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 describes a Chinese equities screening rule using three conditions: daily high-to-low amplitude above one percent of the open, a positive but less than 35% gain over ten days, and three consecutive sessions in which the close is below the open.…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

This stock selection proposal combines daily price amplitude, a measure of controlling-shareholder activity, and net buying by major participants during the opening auction. Its expanded version also requires the share price to be above its 30-day moving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity-screening idea selects stocks with amplitude above 1, a rounded price pattern, a robotics-sector classification, and circulating market value below 10 billion. The text interprets the amplitude condition as targeting active shares, the…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document describes a Chinese equity screen combining an amplitude threshold above 1, a MACD condition above the zero axis, and a short-term MACD histogram change. Its analysis emphasizes volatility alongside a bullish momentum backdrop, with the…

EquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening concept combines a daily price-range threshold, circulating market capitalization above 10 billion yuan, and simultaneous upward threshold crossings in RSI, ROC, and CCI. The examples define the crossings as RSI moving above 30, ROC…

EquitiesChina marketsTechnical indicators
SuperMind

This A-share screening rule selects stocks with turnover between 3% and 12%, an IPO year condition, and a ratio of outside-market to inside-market trading above 1.3. The article describes the listing-year condition as 2021, while its Python example appears…

EquitiesChina marketsMarket microstructure
SuperMind

This Chinese A-share stock screen combines a daily range condition, a specified closing price, and a check that the previous session was not a limit-up day. The article’s prose describes the closing-price threshold as 18.5 yuan and the range as greater than…

EquitiesChina marketsTechnical indicators
SuperMind

This note describes a short-term screen for metaverse-themed Chinese stocks that appeared on the prior day’s Dragon-Tiger list and whose daily price change multiplied by the net volume of very large orders is positive. The intended signal combines a public…

China marketsEquitiesMarket microstructureSentiment
SuperMind

This note proposes screening metaverse-themed Chinese stocks for a curved price pattern and more than two limit-up sessions within a 10-day window. It frames repeated limit-ups as a sign of strong recent price action and includes example formulas for…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screening rule for stocks classified in the metaverse theme. It selects stocks with turnover above 8% on the prior day and a 14-period RSI below 65, aiming to find actively traded shares that are not extremely…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese equity screen that selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires a measure described as today’s control concentration to exceed 21%. It argues that concentrated ownership may be…

China marketsEquitiesRisk managementStatistics
SuperMind

This note describes a Chinese equity screen using three conditions: amplitude above 1, a KDJ value below 20, and at least one daily gain of 10% or more during the previous 25 trading days. It sketches implementations in a charting formula and Python, using…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks with RSI below 65, turnover between 3% and 12%, and a rising 30-day moving average. It combines a momentum or price-condition filter with a liquidity range and a trend condition, with the stated aim of favoring…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screening rule combines a daily turnover range of 3% to 12%, appearance on the prior day’s trading leaderboard, and buy volume from large and extra-large orders during the opening auction above 7 million. The stated rationale is to use…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This document proposes selecting Chinese stocks with a minimum amplitude, more than a year of listing history, and signs of institutional buying. The indicator example combines a recent price-change measure, a five-period money-flow sum, a ranked…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document presents a short-term stock-selection screen combining intraday amplitude, a price-position condition described as a rounded arc, and increasing volume totals over progressively longer recent windows. Its example formula compares recent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a mainland Chinese stock selection rule combining an RSI reading below 65, a daily gain greater than one percent, main-board membership, and a newly formed KDJ bullish crossover. It frames the filters as a way to find stocks with a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post outlines a Chinese equity screen for companies below a stated market-cap ceiling that report no losses. It also filters for daily price range above a threshold and excludes stocks that closed at the daily limit on the previous day. The suggested…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese-language post proposes a technical screen for mainland Chinese stocks. It selects shares with daily high-to-low amplitude above one percent, at least one limit-up event during the prior 25 trading days, and at least two limit-up events within…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post describes a Chinese equity screen for metaverse-related stocks. It combines a positive institutional-flow measure with positive net buying attributed to major participants during the opening auction. The proposed selection rule is intended to…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

The document outlines a stock-selection screen for metaverse-related companies. It combines a positive institutional-flow condition with a weekly moving-average crossover, where the five-week average rises above the ten-week average. It gives example…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

The document describes a short-term stock screen for China’s metaverse-related equities. It selects stocks whose reported 9:25 price change is below 6% and whose external-to-internal trading volume ratio exceeds 1.3. It provides example indicator formulas…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese equity-screening note selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an appearance on the previous day’s “Dragon and Tiger List,” a Chinese market list highlighting notable…

EquitiesChina marketsMarket microstructureStatistics