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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
WonderTrader
14 documents
Alphalens
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

4,510 documents

SuperMind

The document proposes a screen for Chinese stocks associated with the metaverse theme. It selects names that appeared on the prior day’s trading leaderboard and have a positive measure of institutional activity. The rationale is to combine a popular market…

EquitiesMomentumSentimentTechnical indicators
SuperMind

This Chinese-market stock screen combines three criteria: membership in the metaverse theme, positive net buying by major participants during the opening auction, and a high ranking by large-order net flow. The stated intent is to favor themed shares showing…

China marketsEquitiesSentimentMarket microstructure
BigQuant

The article outlines a short-term stock selection approach for Chinese A-shares based on market attention and capital flows. It recommends tracking sectors with many limit-up stocks and sustained participation, then waiting for signs that the theme persists…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese stock-selection note proposes screening companies in the metaverse sector that had a limit-up event within the prior 25 days and appeared on the market’s trading activity ranking the previous day. It frames these conditions as signs of recent…

EquitiesChina marketsMomentumBreakout
BigQuant

This research summary describes a method for studying whether public information-seeking behavior can reveal topics associated with subsequent stock market moves. The cited 2014 study analyzes historical data from 2004 through 2012, drawing on Google and…

EquitiesSentimentStatisticsMachine learning
SuperMind

This Chinese stock screen selects shares with turnover between 3% and 12%, a prior-day appearance on the market’s top-trader list, and a price below 12 yuan. Its final description adds a requirement that a company has been listed for more than a year.…

EquitiesChina marketsSentimentTechnical indicators
SuperMind

The document describes a Chinese equity selection rule combining three conditions: turnover between 3% and 12%, seven consecutive sessions of falling closing prices, and positive net buying by major participants in the opening auction. It includes example…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese community post outlines a stock screen combining an upward-trending 30-day moving average, company characteristics, and fund strength ranked from high to low. It presents these as signals of short-term price stability, company or industry…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese stock screen combines a 14-period RSI below 65, a ranking by individual-stock heat, and a limit on the 9:25 a.m. price gain of less than 6%. The article describes the heat ranking as a way to prioritize relatively active stocks and presents the…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This note outlines a Chinese equity screen for stocks classified in the metaverse sector, using a condition that the opening price at 9:25 be less than six percent above the previous close during 2021. It includes a sector-category rule and provides example…

EquitiesChina marketsTechnical indicatorsSentiment
BigQuant

This summary of a Chinese securities research presentation describes several equity research approaches. It outlines an event-driven system intended to assess whether market events have an effective price impact, alongside a multi-factor risk framework and…

EquitiesChina marketsEvent-drivenFactor investing
SuperMind

The proposed stock screen ranks companies by capital strength, using measures such as trading volume and turnover to represent market attention. It also considers enterprise characteristics, including profitability and industry prospects, and excludes stocks…

EquitiesMomentumSentimentRisk management
SuperMind

This Chinese-market stock screen combines four conditions: RSI below 65, a gain above 1% on the current day, main-board listing, and three consecutive limit-up sessions on the previous day. The article frames the RSI and recent price strength as technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines three conditions: a positive recent net-inflow measure above 50%, a positive product of price change and net large-order volume, and an opening move below 6%. The post interprets these as filters for capital inflow,…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This Chinese stock-screening post combines price activity, a positive weekly MACD reading, and a measure relating the prior day’s turnover to current auction volume relative to prior volume. Its final proposed screen adds valuation and growth filters: a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: turnover within a stated range, appearance on the prior day’s market leaderboard, and positive net buying by major participants during the opening auction. The article interprets these filters as a way to find…

EquitiesSentimentEvent-drivenRisk management
SuperMind

This stock-screening approach ranks securities using trading activity reported in China’s Dragon-Tiger List, ordering names by buy and sell amounts to identify stocks attracting substantial market attention. The post presents a simple data-processing example…

EquitiesChina marketsSentimentMarket microstructure
SuperMind

This proposed China A-share screen combines three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and at least one limit-up event within the past month. The rationale is to focus…

EquitiesChina marketsMomentumBreakout
SuperMind

This post describes a stock selection rule that combines daily turnover, a low KDJ K value, and prior-day opening-auction turnover. It treats the conditions as a buy signal: turnover must fall within a stated band, K must be below a threshold, and auction…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post presents a Chinese stock-selection screen using daily amplitude, a measure described as current control above 21%, and a morning-star signal attributed to Kute Intelligent. Its discussion characterizes the setup as a short-term technical approach…

EquitiesTechnical indicatorsSentimentChina markets
BigQuant

The document summarizes research on whether investor sentiment genuinely helps explain cross-sectional stock return anomalies or appears predictive because it is persistent. Persistent predictors can spuriously forecast returns when expected returns also…

EquitiesSentimentStatisticsFactor investing
SuperMind

This note describes a short-term Chinese equity screen combining daily price range, large-order net flow ranking, and a limit-up event within the prior 25 days. It presents these conditions as proxies for trading activity, capital interest, and market…

China marketsEquitiesSentimentTechnical indicators
Amberdata research

This market snapshot surveys digital-asset developments around geopolitical attacks, U.S. stablecoin legislation, macroeconomic pressure, an Ethereum chart pattern, and a DeFi exploit. Its market analysis interprets Bitcoin ETF creations and redemptions as…

CryptoFuturesSentimentMarket microstructure