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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

12,140 documents

SuperMind

This A-share screening idea combines three signals: prices above several moving averages, net buying by large orders in the afternoon, and shrinking green bars on a 15-minute MACD. The text interprets moving-average alignment as a stable trend, large-order…

EquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese-market stock screen that targets companies associated with the metaverse concept. It combines a rising 30-day moving average with a close above the previous session’s low. The article supplies indicator logic and a Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The strategy screens Chinese equities associated with the metaverse theme. It requires the previous day’s actual turnover to be between 3% and 28%, and at least one limit-up event during the prior 25 days. The rationale is that the industry theme may offer…

EquitiesMomentumChina marketsTechnical indicators
MQL5 code base

This brief strategy description uses 15-minute bars and combines Parabolic SAR, MACD, and a simple moving average. SAR provides the initial directional cue, while MACD is used as an early indication of direction. For a buy setup, the description looks for a…

Technical indicatorsMomentumForexFutures
SuperMind

This article proposes screening Chinese stocks using three conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and a signal derived from beverage and alcohol import-export data. It describes the crossover as a possible sign of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screen combining three conditions: daily high-low amplitude above one, at least one daily gain of 10% or more in the prior 25 trading days, and parent-company net profit growth above 20% and no more than 100%. It…

EquitiesChina marketsVolatilityMomentum
SuperMind

This equity screen combines three signals: rank stocks among the top 100 by volume ratio, require a newly formed KDJ bullish crossover, and require the 30-day moving average to slope upward. The document presents these filters as checks on trading activity,…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This stock selection method combines a turnover range of 3%–12%, greater first-level bid volume than ask volume, and a rising KDJ K line. The accompanying indicator example also checks for consecutive K increases, price above a short moving average, positive…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese-language stock screen combines a 3% to 12% turnover range with robot-industry membership, float market value below 10 billion yuan, trading volume above 10,000 lots, and a positive opening gap. The article describes ranking qualifying names by…

EquitiesChina marketsMomentumExecution
SuperMind

This stock-selection rule combines a turnover band of 3% to 12%, appearance on the prior day’s top-trader or unusual-trading list, and declines across the latest three sessions. The stated idea is to focus on moderately active shares that attracted market…

EquitiesMean reversionMomentumStatistics
MQL5 code base

The document describes an indicator that projects the conventional RSI reference levels of 30, 50, and 70 onto the price chart. Rather than displaying RSI only in a separate oscillator panel, it aims to express the corresponding oversold, midpoint, and…

Technical indicatorsMomentumEquities
SuperMind

This stock screening approach combines daily price movement, recent performance, and momentum with valuation and revenue growth filters. It selects shares whose daily high-low range exceeds one percent, whose ten-day return is positive but below 35%, and…

EquitiesTechnical indicatorsMomentumFactor investing
MQL5 code base

This short description presents a trading zone indicator attributed to Bill Williams. It classifies the current zone by comparing the direction of the Accelerator Oscillator (AC) and Awesome Oscillator (AO) bars: when both are moving upward, the zone is…

Technical indicatorsMomentumTrend following
BigQuant

This proposed Chinese equity screen combines three conditions: price amplitude above a stated threshold, a shortening negative MACD histogram on a 15-minute chart, and evidence interpreted as institutional buying. The rationale is that elevated amplitude…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a Chinese stock screen combining price range, a recent three-session limit-up sequence, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to find volatile, actively watched stocks where short-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a Chinese stock screen that looks for price amplitude above a threshold, at least one large daily gain during the previous 25 trading days, and a ratio involving the prior day's turnover and the current auction volume relative to prior…

EquitiesChina marketsMomentumVolatility
SuperMind

The document describes a stock-selection screen that combines three conditions: daily high-low amplitude above one percent, a reversal or engulfing-style price pattern, and a positive measure labeled institutional trend. It sketches implementations in…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note describes a Chinese equity screen that adds a stock to a candidate pool when its daily high-to-low range exceeds 1%, the KDJ indicator has just crossed upward, and its tradable share count is at most 5.5 billion. It explains the range as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a Chinese stock screen focused on the metaverse industry. It looks for relative volume between 1.5 and 6 and an opening price between the prior session's 10-day moving average and the current 10-day moving average. The article presents…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening proposal combines three daily conditions: price amplitude above 1%, absolute large-order net volume above 0.05 for at least three consecutive sessions, and a six-period RSI below 65. The author presents the combination as a way…

EquitiesChina marketsTechnical indicatorsVolatility
MQL5 code base

This document describes a MetaTrader expert advisor that combines a moving average with a Momentum indicator. It evaluates signals when a new bar forms, uses the previous bar's close and the current bar's open when opening positions, and refers to prior…

ForexMomentumTechnical indicatorsBacktesting
SuperMind

This document describes a Chinese equity screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and price position relative to Bollinger Bands. It selects stocks with turnover from 3% to 12%, profit growth…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The document outlines a China equity industry-rotation strategy using the Shenwan Level 1 industry classification. It ranks industries with a composite momentum measure formed from recent 5-day, 20-day, and 60-day returns, weighted 0.4, 0.3, and 0.3. Each…

China marketsEquitiesMomentumFactor investing