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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

12,140 documents

SuperMind

This Chinese-language post proposes screening equities with three conditions: market capitalization below 10 billion yuan, no losses, at least two limit-up sessions in the past 500 days, and at least five moving averages clustered together. It presents…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The document explains a hybrid technical indicator that uses mean absolute deviation (MAD) to scale price bands and a loop-based score to compare the current volatility-adjusted price with a range of earlier observations. The score adds or subtracts points…

Technical indicatorsTrend followingMomentumVolatility
SuperMind

This document presents a Chinese equity screen that looks for stocks with MACD above its zero axis, stronger money-flow readings, and a positive ten-day price change capped below 35%. Its accompanying implementation also ranks candidates by a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity screening rule combining three conditions: daily amplitude above 1, prior-day trading value above 60 million, and a 14-period RSI below 65. It explains that amplitude and turnover provide measures of price movement…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen selects companies in the metaverse sector classified as technology firms when the KDJ indicator has just formed a bullish crossover. The proposed selection is run before 10:00 on each trading day and is limited to stocks currently available…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal screens companies in the metaverse sector for a limit-up event in a prior 25-day window and at least one daily gain of 10% or more during the latest 25 trading days. It presents the conditions as a way to identify stocks…

China marketsEquitiesMomentumBreakout
SuperMind

The post proposes screening Chinese stocks using a rising DEA component of MACD and an RSI below 65, with a stated focus on 2021. It references RSI with a 14-period setting and MACD with 12, 26, and 9 periods, then provides sample Python code that loops…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines relative trading volume with a short-term trend filter. It ranks stocks by the volume ratio, treating higher readings as signs of stronger recent trading activity, and selects the top-ranked names. A second condition…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

Rocket RSI is presented as a variation on the classic relative strength index. It builds an RSI-like measure from accumulated up and down closes rather than averaged gains and losses, smooths momentum with a two-pole super smoother, and can apply a Fisher…

Technical indicatorsMomentumMean reversionStatistics
SuperMind

This note presents a Chinese A-share screen for stocks associated with the metaverse theme. Its initial description combines turnover above 8% on the previous day with a positive, capped 10-day return. The final proposed screen adds a market-cap ranking…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese A-share screen combining daily price movement with order-flow data near the market open. It selects stocks with an amplitude above 1%, a positive but bounded 10-day return, and aggregate large and extra-large buy volume during…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The document starts with a Chinese equity screen that excludes Beijing-listed shares, requires amplitude above 1%, and selects stocks whose weekly MACD is above zero. It then proposes a more restrictive variant: amplitude above 3%, a rising MACD below zero…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a daily Chinese equity screen requiring price amplitude of at least 1%, turnover above 2% and no more than 9%, and the 20-day moving average above the 120-day average. The combination seeks stocks with some price movement and trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed stock screen focuses on the metaverse industry and combines a price condition with short-term momentum. It selects shares whose closing price is above the five-day moving average and whose KDJ K value has risen compared with its value two…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening rule selects stocks with daily amplitude above 1%, at least two limit-up events in the prior 500 days, and a positive institutional-flow indicator. It combines a volatility filter, a historical price-momentum signal, and a…

EquitiesChina marketsVolatilityMomentum
MQL5 code base

The document describes TRIX, a momentum oscillator based on the percentage rate of change of a triple-smoothed moving average. Repeated smoothing is intended to filter out smaller price fluctuations. It attributes the indicator’s development to Jack Hutson…

Technical indicatorsMomentumEquities
MQL5 code base

The document explains how a MetaTrader library can collect price history for several currency symbols and provide rates or closing prices by symbol and bar position. A user creates a symbol collection, adds the markets to analyze, and updates it before…

ForexMomentumTechnical indicators
SuperMind

This document presents an A-share stock screen based on a turnover ratio between stated bounds, a newly formed KDJ bullish cross, and a ranking by individual-stock heat. It interprets these filters as proxies for liquidity, price momentum, and investor…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document outlines a technical stock screen combining three conditions: price amplitude above a threshold, a KDJ-related value below a threshold, and a recent bullish KDJ crossover. It characterizes the resulting picks as volatile, short-term…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document proposes screening Chinese stocks for daily amplitude above 1%, an opening price near the ten-day moving average, and a weekly five-period moving average crossing above the ten-period average. It interprets larger amplitude as evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese stock screen that selects shares with turnover between 3% and 12% and a positive ten-day gain below 35%, then ranks qualifying names by circulating market capitalization divided by total market capitalization. It presents the…

EquitiesChina marketsMomentumFactor investing
SuperMind

This stock screen targets companies in the metaverse industry when the KDJ indicator has just produced a bullish crossover and the reported holdings of the top ten shareholders have increased over five days. It combines a price-based signal with a measure…

EquitiesTechnical indicatorsMomentum
SuperMind

The document describes a short-term Chinese equity screen combining three conditions: daily price amplitude above one, circulating market capitalization above 10 billion yuan, and a prior session described as a third consecutive limit-up. Its stated…

EquitiesChina marketsMomentumVolatility