Skip to content

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 note describes an A-share stock screen combining MACD above zero, upward divergence among moving averages, and prior-day trading value above a stated threshold. It presents these conditions as signs of an upward market state, a rising trend, and…

EquitiesTechnical indicatorsMomentum
SuperMind

The article proposes screening Chinese stocks using three technical conditions: daily high-low amplitude above 1%, at least two limit-up events over a 500-day window, and a 14-period RSI below 65. It supplies indicator formulas and a Python-style example…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening idea targets main-board Chinese equities associated with robotics. It combines turnover between 3% and 12%, a circulating market value below 10 billion yuan, and a rising 30-day moving average relative to the 60-day average. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article presents a stock-selection screen for Chinese equities whose codes begin with 60. It further requires turnover to fall within a stated 3% to 12% band and MACD to be above zero. The post provides example query and Python-based references for…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator description assigns candle colors to four states: green for bullish momentum, red for bearish momentum, gray for weak or absent momentum, and silver for news impact associated with candle expansion. It is intended to make directional price…

MomentumVolatilityTechnical indicatorsSentiment
SuperMind

This Chinese stock-screening example combines three filters for an investment watchlist: daily high-low amplitude above 1%, at least one limit-up session in the previous 25 trading days, and a return rank in the top fifth of stocks from 2021 onward. It…

EquitiesChina marketsMomentumVolatility
BigQuant

The report summary examines whether stock momentum spreads among companies linked by industry, geography, supply chains, or similar technologies. For A-shares, it reports that portfolios formed on industry momentum had higher average monthly returns at the…

China marketsEquitiesMomentumFactor investing
SuperMind

This post describes a Chinese stock screen combining a minimum intraday price range, a named morning-star candlestick condition, and a prior-day turnover-related filter bounded between 3% and 28%. It presents the combination as a way to find stocks with…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post describes selecting shares with turnover between 3% and 12%, a 2021 listing year, and a KDJ bullish crossover on the current day. It presents the crossover as a signal that a stock may be entering an upward phase, while…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document outlines a Chinese stock selection rule based on three conditions: the 30-day average is rising, yesterday’s price is above the 250-day average, and today’s position increase ratio exceeds 5%. The post interprets these as short- and long-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document presents a Chinese stock screen combining price amplitude above 1, a current control ratio above 21, and appearance on the previous day’s market leaderboard. Its rationale is to select volatile stocks with substantial market influence and…

China marketsEquitiesTechnical indicatorsMomentum
ProRealCode

The Derivative Oscillator applies the MACD histogram idea to a twice-smoothed RSI. RSI is calculated first, then smoothed with two exponential averages; a simple moving average of that result becomes the signal line. The oscillator is the difference between…

Technical indicatorsMomentum
SuperMind

This stock screen combines three technical conditions: amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and RSI below 65. The document presents these as a way to find volatile shares with a possible upward trend…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock-selection idea combines three conditions: current trading volume above 10,000 lots, an opening price above the previous close, and a shortening negative MACD histogram on a 15-minute chart. The article interprets volume as a sign of trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equities screen looks for stocks with a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and at least one limit-up event within the prior 25 days. The post frames the range as a volatility filter, the reversal…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This Chinese equities screen combines three conditions: MACD above zero, a share price below 12 yuan, and substantial large-order and block-order buying during the auction period. The article presents the combination as a way to find low-priced stocks with…

EquitiesTechnical indicatorsMomentumMarket microstructure
ProRealCode

This document describes an indicator intended to identify trend-following engulfing patterns and mark order blocks using the range of the engulfing pattern’s first candle. Its accompanying calculation estimates the slope and curvature of a 21-period moving…

Technical indicatorsTrend followingMomentum
SuperMind

This Chinese stock-screening proposal combines daily price movement with weekly trend confirmation. It selects stocks whose amplitude exceeds 1%, whose weekly MACD is above zero, and whose 5, 10, 20, and 30 period moving averages produce three simultaneous…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock selection approach looks for non-special-treatment stocks in the metaverse theme that recorded a price-limit rise within the preceding 25 days. It is intended for use before 10 a.m. The proposed staged method increases the holding as the stock…

EquitiesChina marketsBreakoutMomentum
SuperMind

The document describes a short-term stock selection rule for Chinese main-board shares. It combines a threshold for the day’s reported increase in holdings with a positive daily move and a limit on the percentage gain at 9:25. The accompanying discussion…

EquitiesChina marketsMomentum
SuperMind

The document presents a Chinese equity screening rule that selects main-board stocks with MACD above zero, a daily gain greater than one percent, and a rising 30-day moving average. It frames the conditions as a momentum-oriented filter and includes…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed Chinese-equity screen looks for daily amplitude above 1, a positive weekly MACD histogram, and at least one limit-up event within roughly the past month. Its example implementation also adds a positive trailing-twelve-month return on equity…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection example combines three filters: daily price amplitude above 1, circulating market capitalization above 10 billion yuan, and an upward MACD-related signal. The accompanying code loops through listed stocks, obtains real-time quotes and…

EquitiesTechnical indicatorsMomentumChina markets