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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
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 proposed equity screen focuses on stocks in the metaverse industry and looks for a bullish MACD crossover alongside yesterday's trading value exceeding sixty million. The article presents the combination as a way to pair a technical signal with evidence…

EquitiesMomentumTechnical indicatorsChina markets
BigQuant

This industry-rotation approach identifies turning points in broad or sector indexes to classify market conditions as rising or falling. It then ranks industries by their performance rankings over the prior year within those market states, on the premise…

EquitiesChina marketsMomentumTrend following
SuperMind

This Chinese equity screen combines a minimum daily price range, exclusion of ST-designated stocks, a five-day closing-high condition, and a name-based filter for the metaverse theme. The accompanying example computes a range measure from the day’s high and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen combines a price-amplitude threshold, appearance on the previous day's top-trader list, and simultaneous bullish crossover signals. The examples use moving averages, MACD, and KDJ to represent the technical signals, then intersect…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock selection rule looks for a positive MACD reading, a short-term upward moving-average condition, and more than two limit-up days within a ten-day window. The accompanying explanation interprets positive MACD and rising averages as signs of…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The proposed stock screen combines daily price amplitude, a listing-age requirement, and a condition described as evidence of dominant-player control on the prior day. The accompanying rationale treats larger movement as a sign of activity, a longer listing…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese A-share screening proposal combines a positive MACD reading, upward divergence of short moving averages, positive price change, and super-large-order net flow. It also proposes requiring a stock’s circulating share count to meet or exceed its…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

The indicator combines three readings of Williams %R across short, intermediate, and long horizons. Its reactive pulse blends the short-range reading with a stochastic transformation, while its slower trend line weights the longest horizon most heavily.…

Technical indicatorsTrend followingMomentumVolatility
ProRealCode

The document explains a QQE indicator that uses two smoothed RSI calculations to assess momentum and possible trend changes. The first RSI is wrapped in volatility-adjusted trailing bands; crossing a band marks a potential shift. The second RSI confirms…

Technical indicatorsMomentumTrend followingBreakout
MQL5 code base

The document describes a MetaTrader indicator that can issue alerts when several XFisher signal events occur: a zero-line crossing, a change in histogram direction, a move through overbought or oversold levels, or an exit from those regions. Users can…

Technical indicatorsMomentumVolatility
SuperMind

The document describes a Chinese stock-selection rule for beverage-related industries. It selects stocks with MACD above zero, membership in beverage manufacturing, beer, or liquor categories, and a 10-day price gain from zero up to but excluding 35 percent.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen combining daily price range, a low KDJ reading, and evidence of a limit-up event within the prior 25 days. It presents the conditions as a way to find volatile, potentially oversold stocks that have recently…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This article describes a China A-share screen focused on the metaverse theme. It selects stocks with prior-day turnover above 8%, a weekly five-period moving average crossing above the ten-period average, and a closing price above its five-day average. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection idea screens for shares whose daily high-low range exceeds a threshold, whose RSI is below a ceiling, and whose current high matches the highest high over the latest two days. The accompanying explanation frames the recent high as a way…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document proposes a stock screen combining an amplitude threshold, a maximum circulating share count, and a weekly moving-average crossover. It presents these as ways to select more volatile stocks, limit the universe to smaller-cap names, and identify…

EquitiesTechnical indicatorsBreakoutMomentum
SuperMind

This Chinese-market stock screen selects shares whose daily amplitude exceeds 1%, that recorded at least two limit-up moves within a 500-day lookback, and whose return falls between -5% and 2.6%. The article also proposes sorting candidates using a score…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese A-share stock screen combines a technical filter, an earnings filter, and recent price momentum. It selects shares with a 14-period RSI below 65, positive net profit attributable to parent-company shareholders growing by more than 20% and up to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines a turnover rate from 3% through 12%, a newly formed KDJ golden cross, a 2019 dividend ratio above 25%, and a minimum market value above 1 billion yuan. The article describes turnover as a liquidity filter, the KDJ crossover…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The MultiStochasticTrend_x10 indicator displays the Stochastic oscillator state across ten separate timeframes. Each line represents one timeframe’s oscillator, giving a compact view of whether readings are in oversold, overbought, or intermediate territory.…

Technical indicatorsMomentumMulti-asset
Awesome Systematic Trading

This strategy takes monthly long or short positions across a diversified set of commodity, currency, equity-index, and government-bond futures. For each contract, it compares its excess return over the previous 12 months with zero, going long after a…

FuturesMulti-assetMomentumVolatility
SuperMind

This Chinese stock-screening post proposes combining three signals: RSI below 65, a rising MACD DEA line, and repeated limit-up sessions. The stated rationale is to find shares with favorable technical conditions and strong market interest. The post’s final…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection screen ranks or selects shares by trading volume, requires a positive return, and looks for at least two limit-up sessions within a ten-day window. The article interprets high volume as a sign of investor attention and repeated limit-ups…

EquitiesMomentumBreakoutTechnical indicators
MQL5 code base

This document introduces an alternative MACD indicator and lists configurable inputs: fast and slow exponential moving-average periods, a signal simple moving-average period, an option to plot arrows, and a histogram threshold. These settings describe the…

Technical indicatorsMomentum
Freqtrade docs

This document describes a modified relative strength index that replaces the usual Wilder-style smoothing average with Alan Hull’s moving average. It also applies price filtering before calculating the indicator, making it a broader alteration of RSI than…

Technical indicatorsMomentum