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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 note describes a stock screen that combines an intraday range threshold, at least one limit-up session in a recent lookback period, and current trading volume equal to at least 5% of circulating shares. The stated rationale is that larger ranges may…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese stock-selection post starts with three signals: daily amplitude above 1, a positive weekly MACD histogram, and afternoon large-order net inflow. Its final proposed rule adds valuation and profitability filters: price-to-earnings below 20,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a Chinese equity screening rule combining daily amplitude above a threshold, a positive weekly MACD histogram, and exclusion of stocks that hit their daily price limit on the previous day. It presents versions of the rule for a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document outlines a daily stock screen for Chinese A-shares. It selects stocks whose MACD is above zero, ranks qualifying names by market attention from highest to lowest, and requires positive net buying by major participants during the opening…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection idea filters for RSI below 65 and a circulating market value between 5 billion and 10 billion yuan, then ranks qualifying stocks by that day’s auction amount and selects the top five. The article frames RSI as a short-term overbought or…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed Chinese equity screen selects stocks with turnover between 3% and 12%, a newly formed KDJ bullish crossover, and at least one limit-up move during the preceding month. The article frames these conditions as a combination of trading activity, a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a China A-share screening idea focused on main-board stocks in the metaverse sector. It selects candidates whose volume ratio is above 1.5 and below 6, and whose daily price gain exceeds 1%. The stated rationale is to find stocks with…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

Anchored Momentum is a technical indicator attributed to Rudy Stefenel and introduced in 1998. It measures the percentage difference between two moving averages, with the result scaled by 100. The two averages can use different periods and calculation…

Technical indicatorsMomentum
SuperMind

This stock-selection method combines price range, recent large gains, and a trading-activity proxy. It looks for stocks with amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and an external-to-internal trading volume…

EquitiesChina marketsMomentumVolatility
SuperMind

This short-term A-share screen combines metaverse sector membership with an early-session price condition and a fundamental filter. It selects stocks whose 9:25 gain is below 6% and whose year-over-year growth in net profit attributable to parent-company…

EquitiesChina marketsMomentumRisk management
SuperMind

This stock-screening idea combines three filters: companies without losses, a market capitalization below a stated ceiling, and a newly formed KDJ golden cross. It also ranks candidates by a measure of capital strength derived from turnover and trading…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screen targets Chinese stocks in the metaverse category whose closing price is above the five-day moving average and whose large-order net activity exceeds 0.05 for three consecutive days. The article interprets the price condition as short-term…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share selection recipe targets companies with market capitalization below 10 billion yuan, turnover between 3% and 12%, and no losses, then applies a price condition intended to identify the start of a strong upward move. The example formula compares…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed A-share screen combines RSI below 65, at least two limit-up sessions within the prior 500 days, and shortening negative MACD histogram bars on a 15-minute chart. The author frames the conditions as a way to narrow the universe for possible…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines daily price amplitude above 1, a positive weekly MACD signal, and year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%. The author presents it as a way to pair a technical…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening approach combines a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and positive price-to-earnings ratio. The article frames these filters as checks for trading activity, a possible upward price move, and positive…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This document explains a trend-detection oscillator adapted for the DAX 40 futures market. It locates the high and low over a lookback period, expresses the close’s position within that range as a basic trend measure, then smooths that measure with an…

FuturesTrend followingTechnical indicatorsMomentum
SuperMind

This Chinese A-share screen combines three daily conditions: RSI below 65, seven consecutive sessions with bearish candles, and MACD above zero. The article describes the combination as a short- to medium-term selection rule: the run of bearish candles…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor uses the Awesome Oscillator (AO) to time entries and exits. It evaluates its conditions only when a new bar appears and requires there to be no open positions. The current AO value must also be at least a specified minimum distance from…

Technical indicatorsMomentumRisk management
SuperMind

This Chinese stock-selection rule combines amplitude above one, successively rising bottom levels, and a MACD reading below zero from two sessions earlier. The intended setup uses rising lows as a sign of improving price structure while retaining a lagged…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes a stop indicator that uses smoother momentum both to determine stop direction and to set stop distance from an average. Momentum therefore serves two roles: it signals the prevailing direction, and its value controls how widely the…

MomentumVolatilityTechnical indicatorsRisk management
SuperMind

This stock screen combines three conditions: a limit-up event within the prior 25 days, ranking by capital strength, and shortening green bars on a 15-minute MACD display. The article describes capital strength using measures such as turnover or volume ratio…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening method combines a daily price-range threshold with newly formed bullish crossovers in KDJ, MACD, DMI, and RSI. In the stated logic, the KDJ signal compares J with D; MACD and DMI use their respective component lines; RSI requires…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen targets companies in the metaverse industry that recorded at least one limit-up move in the prior 25 days. It ranks candidates by capital strength and is intended to run before 10 a.m. for that day’s trading. The article provides a…

EquitiesChina marketsBreakoutMomentum