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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

799 documents

SuperMind

This stock-selection proposal combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and a close above the middle Bollinger Band but below its upper band. The article…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post describes a Chinese stock selection screen based on turnover between 3% and 12%, appearance on the previous day’s trading leaderboard, and a current control indicator above 21. It also gives a formula-style expression and a Python example that…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post describes a Chinese equity screen combining recent large-order net buying, a high current-day position increase, and a historical dividend ratio threshold. It presents the flow conditions as signs of investor interest and the dividend filter as a…

EquitiesChina marketsSentimentTechnical indicators
SuperMind

This Chinese A-share screening proposal filters for stocks with an intraday range above 1% during 2021, then keeps observations where price change multiplied by an estimate of very large order flow is positive. The intended interpretation is that volatility…

EquitiesChina marketsMarket microstructureVolatility
SuperMind

This stock-selection idea screens Chinese equities associated with the metaverse theme, requires a positive institutional-flow reading, and selects stocks whose closing prices lie between the middle and upper Bollinger bands. The proposed rationale is to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

These notes summarize ideas from a Chinese trading book through ten named principles and effects. They cover how payment frequency shapes perceived gains and losses, how unknown factors and nonlinear systems complicate market decisions, and how penalty kicks…

Trend followingRisk managementStatisticsSentiment
SuperMind

The article proposes screening Chinese A shares in the metaverse industry for stocks reported on the prior day’s Dragon-Tiger list and with first-level bid volume greater than first-level ask volume. It interprets the quote imbalance as a sign of positive…

EquitiesChina marketsSentimentMarket microstructure
SuperMind

This note proposes selecting stocks in the metaverse theme whose previous closing price is above the 250-day moving average, then applying a filter for company characteristics. It describes the theme as a way to target a popular sector and the long moving…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This proposed Chinese equities screen selects non-special-treatment stocks with daily amplitude above 1 and a product between 0.5 and 2: the previous day's turnover rate multiplied by today's opening-auction volume divided by the previous day's volume. It…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese stock-screening article combines three conditions: a 14-period RSI below 65, best-bid volume greater than best-ask volume, and an opening price within five percent of the ten-day moving average. The approach uses RSI as a price-condition filter,…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This Chinese A-share screening concept selects stocks whose daily high-low range exceeds a stated threshold, excludes stocks that reached the daily price limit the previous day, and ranks the remaining names by individual-stock market heat. The rationale is…

EquitiesChina marketsMomentumSentiment
SuperMind

The document describes a Chinese stock screen using ranked fund-flow strength, a 2019 dividend ratio above 25%, and a 15-minute MACD histogram whose negative bars are shortening. The MACD condition is presented as a possible sign of improving short-term…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

This stock-selection approach combines a daily turnover band of 3% to 12%, a positive product of price change and large-order net flow, and a Morning Star candlestick signal associated with Kute Intelligent. The document describes the pattern as a way to…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

The document outlines a proposed screen for stocks associated with the metaverse theme. Its final stated rule selects companies with market value no higher than 10 billion yuan, circulating shares no greater than 5.5 billion, and a daily increase in holdings…

EquitiesChina marketsSentimentRisk management
SuperMind

This note describes a stock-selection screen for Chinese equities that keeps stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and ranks candidates by a money-flow strength measure. Its formula reference relates the strength measure to…

EquitiesChina marketsSentimentMarket microstructure
SuperMind

This A-share screening concept selects stocks with at least five converging moving averages, ranks them by individual-stock “heat,” and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation interprets the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes a short-term Chinese equity screen using three conditions: a price-range measure above 1, a 9:25 price rise below 6%, and a previous-day 9:15 matched price associated with a limit-down event. It frames the filters as a combination of…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This daily stock screen selects shares with MACD above zero, a K value below 20, and ranks qualifying names by individual stock popularity or heat. The article describes running the screen after the market opens. Its rationale treats positive MACD as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening equities for a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and then sorting selected names by a popularity measure. It frames range as a way to find volatile stocks, the pattern as a…

EquitiesTechnical indicatorsVolatilitySentiment
SuperMind

This Chinese-language post describes a stock screen combining RSI below 65, the product of percentage price change and a large-order net-flow measure above zero, and a share price set at 18.5 yuan. It presents the conditions as a way to combine a technical…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…

China marketsEquitiesMomentumBreakout
SuperMind

This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…

EquitiesMomentumBreakoutTechnical indicators