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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 describes a mainland China main-board stock screen combining an RSI reading below 65, a daily gain above 1%, and a rising-bottom condition. The stated rationale is to seek shares with recent upward momentum while the RSI remains…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal combines membership in the metaverse industry, a newly formed KDJ bullish crossover, and a dividend-related threshold above 25% based on 2019 data. It also specifies selecting before 10 a.m. for same-day trading. The…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese equity screening idea combines daily price amplitude above 1%, RSI below 65, exclusion of ST-designated stocks, and a “five-part limit-up” condition. The accompanying indicator references describe counting at least five limit-up events and at…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document presents a daily equity screen for China’s main board. It selects stocks using three conditions: price range during the session above a stated threshold, an afternoon large-order net inflow condition, and a daily gain above a stated threshold.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language article describes an A-share stock screen combining turnover, a rising DEA measure, and a run of declining closes. It selects stocks with turnover between 3% and 12%, an increasing DEA, and lower closing prices on each of the most…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

This strategy accumulates long positions in the NASDAQ Composite when price crosses above prior highs measured over several lookback windows. Entries use five horizons, from short to longer, and require a rising weighted-average price filter. Each signal…

EquitiesUS marketsBreakoutMomentum
SuperMind

This document outlines a technical stock screen combining a daily price-range threshold, a morning-star candlestick condition, and a current low below the prior day’s low. Its formula reference expresses these conditions as a single filter. The accompanying…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This short note shows how to flag two three-candle formations: three white soldiers and three black crows. The detection rules check that each candle in the sequence closes above or below its open, respectively, and that the closes move progressively upward…

ForexTechnical indicatorsMomentumStatistics
SuperMind

This document describes a daily screen for stocks in the metaverse industry. It looks for a newly formed KDJ bullish crossover and requires a minimum period since listing; the proposed routine selects candidates before 10 a.m. The screen also includes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a stock selection screen requiring turnover between 3% and 12%, membership in a beverage and alcohol import-export category, and a positive return measure. It describes sorting qualifying stocks by return and includes example formulas…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator description presents TRiX, a momentum measure based on the percentage change in a triple exponentially smoothed moving average. Because the indicator responds quickly to price changes, the author argues that conventional divergence analysis…

Technical indicatorsMomentum
SuperMind

The document describes a pre-market screen for Chinese main-board stocks. Candidates must have MACD above zero, a share price below 12 yuan, and a daily gain greater than 1%. Its rationale is to combine a positive MACD reading with a low nominal price and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post presents a simple Chinese equity screen requiring daily high-low amplitude above 1%, a stock code beginning with 60, and a positive return. The examples calculate amplitude relative to the opening price, filter for the specified code prefix, and…

EquitiesChina marketsMomentumVolatility
SuperMind

This post describes an equity screening recipe that ranks stocks by volume ratio, uses MACD to identify a purported rounded-bottom pattern, and limits the 10-day price gain to a stated range above zero and below 35. The intended logic is to find stocks with…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock screen looks for amplitude of at least 1, a closing price above its 5-day moving average, and a positive one-period change in the KDJ indicator’s K line. The post interprets amplitude as a sign of price movement, the moving-average condition as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection method combines three conditions: price amplitude above 1, a weekly 5-period moving average crossing above the 10-period average, and prior-day actual turnover between 3% and 28%. The document frames amplitude and moving averages as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article proposes screening stocks for a daily price range above 1%, a weekly MACD condition above zero, and ranking by individual-stock “heat.” It includes a formula reference for the range and MACD conditions, plus a Python sketch that attempts to…

EquitiesTechnical indicatorsMomentumVolatility
Jesse

This report gives simulated results for the IFR2 strategy on Binance UNI-USDT candles at a one-hour interval, covering October 1, 2020 through April 1, 2021. It records 83 closed trades, all long, with a reported net profit of 16,466.17 from a starting…

CryptoBacktestingMomentumRisk management
SuperMind

This proposed stock screen combines three short-term conditions: price amplitude above one, a top-five ranking by the day’s auction amount, and positive afternoon net inflow from large orders. The accompanying explanation treats amplitude and auction…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screen combines RSI below 65, daily amplitude above 1%, and more than two limit-up days within ten days. The article frames the combination as a way to find stocks with strong recent price action. It describes RSI, amplitude, and limit-up…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document outlines a screen for stocks in a metaverse-related category. It selects stocks with previous-day turnover above 8% and a price range over roughly the past month that the article uses as a proxy for having experienced a limit-up move. It…

EquitiesMomentumSentimentChina markets
SuperMind

The proposed screen selects Chinese stocks using three filters: daily price amplitude above one percent, positive afternoon large-order net inflow as represented by a price and volume condition, and a turnover-adjusted ratio of the current auction volume to…

China marketsEquitiesTechnical indicatorsMomentum