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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

22,592 documents

SuperMind

This stock-selection idea combines three conditions: an amplitude measure above a stated threshold, a rising price bottom, and shortening green bars in the 15-minute MACD histogram. The article frames amplitude and rising lows as ways to identify active…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening idea selects stocks whose daily high-to-low range exceeds 1% of the opening price, whose codes begin with 60, and which appeared on the prior day’s top-trader list. The example code further filters for stocks near the upper end of…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese A-share screening proposal combines a metaverse industry filter and a custom arc-shaped price pattern with positive auction-period price change and large plus extra-large buy orders above 70 million yuan. Its refined version adds average…

EquitiesChina marketsTechnical indicatorsMarket microstructure
ProRealCode

This indicator calculates a central pivot from the previous day’s high, low, and close, then derives support and resistance levels using 38.2%, 61.8%, and 100% of that day’s trading range. It displays the resulting levels for the current day, offering…

Technical indicatorsEquities
SuperMind

The document presents a stock-selection screen based on three conditions: daily amplitude greater than 1%, a K-line-related value below 20, and a 9:25 a.m. gain below 6%. Its examples define amplitude using the high-low range relative to price and estimate…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This document describes an equity screen that combines an engulfing-style reversal pattern with turnover constraints. The stated conditions require turnover between 3% and 12% while also requiring it to be above 2% and below 9%; taken together, the effective…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

The document outlines a Chinese equity screening idea that ranks stocks by a measure of fund strength, such as turnover rate or volume ratio, and filters for positive ten-day returns below 35% and a 2019 dividend payout ratio above 25%. It presents these as…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This brief summary of a research presentation describes changes in China’s public equity fund industry over a ten-year period. It highlights shrinking scale among smaller fund companies, managers, and products, alongside turnover among leading firms and…

China marketsEquitiesPortfolio construction
SuperMind

The document describes a Chinese equity screen combining a positive MACD condition with daily price change and large-order net flow, restricted to 2021. Its accompanying example computes MACD from closing prices and derives price change and net flow before…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen that combines daily price amplitude above a threshold, afternoon large-order net inflows, and a positive ten-day return capped below another threshold. It explains the filters as a way to identify volatile…

EquitiesChina marketsMomentumVolatility
SuperMind

This document outlines a stock screen for companies in the metaverse sector, requiring the opening price relative to the prior close to be below a stated gap threshold and looking for a rising-bottom pattern. It describes the latter as a potentially…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen combining price amplitude above a threshold, a morning star candlestick pattern, and a weekly five-period moving average crossing above a ten-period average. It explains amplitude as a measure of price…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

This screening method combines a metaverse concept classification with two price conditions. A stock qualifies when its close is above the previous session’s low and both its current low and high exceed their previous values. The latter condition describes a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen focuses on companies classified in the metaverse concept group. It selects stocks whose average price is above the five-day moving average and whose five-, ten-, twenty-, thirty-, and sixty-day moving averages coincide. The document…

EquitiesTechnical indicatorsChina markets
SuperMind

This post proposes screening Chinese stocks for a daily high-low range above one percent during 2021, combined with prior-day auction turnover greater than 0.26. Qualifying stocks enter a candidate pool; the provided Python example then sorts them by closing…

China marketsEquitiesVolatilityTechnical indicators
Cryptohopper blog

This post describes a Chinese stock screen that selects shares with MACD above zero and ranks candidates by reported market attention, while also requiring the prior session’s 9:15 auction matching price to be at the lower price limit. Screening is intended…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This stock-screening post describes ranking candidates by capital strength, using measures such as net inflows and turnover, while requiring the 20-day moving average to exceed the 120-day average. It also discusses a share-price ceiling, stated in the body…

EquitiesChina marketsTechnical indicatorsTrend following
MQL5 code base

The proposed A-share screen combines turnover between 3% and 12%, market capitalization below 10 billion yuan, nonnegative earnings, and a newly formed KDJ golden cross. The crossover condition is presented as a way to find potential opportunities among…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines an A-share stock screen using daily amplitude above 1, a 9:25 price gain below 6%, and turnover between 3% and 12%. Its final version also requires sustained net inflows, combining a volatility filter, an opening-price condition,…

EquitiesChina marketsTechnical indicatorsExecution
SuperMind

The document outlines a Chinese stock screen restricted to the metaverse theme. It selects shares whose 9:25 gain is below 6% and whose stock price or average price is above its five-day moving average. The post interprets the sector filter as an industry…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screening rule that combines daily amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and an upward-sloping 30-day moving average. It presents the conditions as a way to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document outlines a Chinese equity screening rule that combines daily price amplitude, a minimum circulating market capitalization, and ranking by large-order net volume. Its stated rationale is to focus on stocks with meaningful price movement,…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This document describes a stock screen using a daily high-low range of at least 1%, relative volume between 1.5 and 6 times a five-day average, a share price below 12, and a price-to-book ratio below 3. The stated intent is to find shares with noticeable…

EquitiesTechnical indicatorsVolatilityBacktesting
FMZ forum

The article presents a stock grid method that divides a chosen price interval into a finite number of levels. As price falls, the trader divides remaining cash among lower grid levels; as price rises, remaining shares are divided among upper levels. It…

EquitiesGrid tradingPosition sizingRisk management