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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 stock-selection idea combines three filters: daily amplitude above 1, a positive weekly MACD histogram, and at least one daily gain of 10% or more during the preceding 25 trading days. The article presents versions of the screen in Chinese…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article introduces the price rate of change (ROC), which compares the latest closing price with the close a chosen number of days earlier. It describes ROC as a way to gauge the speed of price advances or declines: a rising positive reading suggests…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

This Chinese stock-selection strategy screens for shares priced below 12 yuan, with MACD above zero and progressively higher rolling lows. The low-price condition is presented as a way to limit risk, while positive MACD is used to identify strength. The…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

This indicator applies a Donchian Channel to the Relative Strength Index rather than directly to price. It marks an upward state when the RSI reaches or exceeds the prior upper channel boundary, and a downward state when it reaches or falls below the prior…

Technical indicatorsMomentumTrend following
SuperMind

This Chinese stock-selection note combines a rising 30-day moving average with a condition that recent large-investor net additions exceed 5%. It interprets the moving average as evidence of an upward price trend and the flow measure as a sign of buying…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document outlines a technical stock screen requiring daily price amplitude above a threshold, weekly MACD above zero and above its signal line, and RSI below a ceiling. It describes amplitude as a short-term movement measure, weekly MACD as a trend…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

The document describes a Chinese stock screening rule combining daily price amplitude above a threshold, a positive weekly candle, and circulating market capitalization above a stated floor. It interprets the amplitude as a volatility filter, the weekly…

EquitiesVolatilityTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes a main-board stock screen using RSI below 65, a daily gain above 1%, and a closing price of 18.5 yuan. It frames RSI as a way to find stocks with potential for a rebound and the positive daily move as a sign of near-term…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This screen looks for stocks with a circulating market value above 10 billion yuan, current volume above 10,000 lots, an intraday amplitude above 1, and an opening price above the prior close. The proposed combination uses market size, trading activity,…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This stock screen combines turnover between 3% and 12%, a positive ten-day gain below 35%, and a 15-minute MACD histogram whose negative bars are shortening. It uses the improving histogram as a timing signal within stocks that have already shown some recent…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock screen looks for companies associated with the metaverse whose 30-day moving average is rising and whose shares recorded three consecutive limit-up sessions through the previous day. The document frames the combination as a way to identify stocks…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This stock-screening idea combines three conditions: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and MACD above zero. The author presents the crossover as a possible trend shift and positive MACD as…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

This indicator transforms ProRealTime's short-term PRT Bands value into a bounded oscillator by locating it between the platform's upper and lower bands. The normalized reading ranges from 0 at the lower band to 100 at the upper band, with 50 marking the…

Technical indicatorsMomentumMean reversionTrend following
SuperMind

The article proposes a short-term Chinese equity screen requiring a 14-period RSI below 65, displayed best-bid volume greater than best-ask volume, and at least one limit-up event during roughly the prior month. It frames the combination as a way to find…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes an equity screen requiring turnover between 3% and 12%, circulating market capitalization between 1 and 55 hundred million yuan, and a three-limit-up sequence on the previous day. The stated intent is to identify recently strong…

EquitiesBreakoutMomentumTechnical indicators
MQL5 code base

This indicator represents MACD as candles rather than displaying price bars and a separate signal line. It calculates four MACD values from the open, close, high, and low price series, then combines those values into a candle format. Candle color, which…

Technical indicatorsMomentum
SuperMind

This document presents a Chinese stock selection idea combining three signals: today’s increase in holdings above 5%, the prior day’s price above its 250-day moving average, and a 2019 dividend payout ratio above 25%. It frames these as indicators of capital…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock watchlist screen using three technical conditions: daily amplitude above 1%, at least one limit-up event in the prior 25 days, and the current average price above its five-day moving average. It interprets amplitude as…

China marketsEquitiesVolatilityMomentum
SuperMind

This post proposes a Chinese A-share stock screen combining three conditions: MACD above zero, positive price-to-earnings ratio, and ranking by capital strength from high to low. It interprets positive MACD as a sign of an upward trend, positive P/E as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection approach combines three filters: daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and an increase in institutional holdings relative to float shares. The document presents the crossover…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note describes a Chinese equity screen for metaverse stocks. It selects the five highest-ranked stocks by the day’s auction amount, then requires the DEA line to be rising compared with its previous value. The note gives an equivalent screening…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen targets the metaverse theme and combines elevated prior-day turnover with a rising intermediate trend: the 20-day moving average must exceed the 120-day average. Its final proposed rule adds annual net-profit growth above 20% and a…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This stock-selection idea combines three conditions: MACD is above zero on the current day, a prior-day condition described as main-force control is met, and MACD was below zero two days earlier. The proposed interpretation is that the positive current…

EquitiesTechnical indicatorsMomentumRisk management