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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 note shows how to use TA-Lib’s MACD function to identify a bullish crossover. It explains preparing closing-price data for the function: retrieve prices in a panel format, access the underlying values, and use NumPy’s squeeze operation to produce a…

EquitiesTechnical indicatorsMomentum
SuperMind

The document describes an equity screen for stocks in the metaverse industry that had at least one limit-up day during the prior 25 days and turnover above 8% on the previous day. The proposed rationale is to find names with recent market attention and…

EquitiesMomentumBreakoutChina markets
MQL5 code base

The Detrended Price Oscillator (DPO) compares price with a simple moving average shifted back by roughly half its period plus one bar. It is intended to make shorter price waves within a longer trend easier to see, and is plotted in a separate chart window.…

Technical indicatorsTrend followingMomentum
SuperMind

This document describes a short-term Chinese equity screen using three conditions: turnover within a specified band, appearance on the prior day’s Dragon-Tiger list, and a positive but capped return over the preceding ten days. It presents the screen as a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document explains industry rotation as a strategy that shifts equity exposure toward sectors showing stronger performance and may reduce equity holdings when conditions look unfavorable. It discusses possible drivers, including economic cycles, policy,…

China marketsEquitiesMomentumTrend following
SuperMind

The document proposes a stock screen combining a 14-period RSI below 65, three consecutive declining sessions, and positive afternoon large-order net inflow. It frames the filters as a blend of technical conditions and money-flow information, intended to…

EquitiesTechnical indicatorsMomentumSentiment
ProRealCode

The document describes a color-coded momentum indicator for intraday charts. It calculates momentum on 15-minute, hourly, and four-hour timeframes, then displays colors according to whether the readings are positive or negative. Stronger green or red states…

MomentumTechnical indicatorsRisk management
SuperMind

This example describes a screen for Chinese stocks associated with the metaverse theme. Its stated conditions include a relative-volume range, a low K-line measure, and, in the final version, a market-capitalization ceiling. The article frames the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening example combines a positive MACD reading with an upward-moving-average condition and a limit on the stock’s price change around the market open. It describes the intended interpretation as selecting stocks with upward momentum…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share stock screen combines three conditions: RSI below 65, an external-to-internal trade-volume ratio above 1.3, and a positive daily MACD measure. The text interprets the RSI threshold as avoiding an overbought reading, the trade ratio as a sign of…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The strategy screens Chinese stocks using three conditions: price amplitude above 1, tradable share float no greater than 5.5 billion shares, and a positive return over the prior seven trading sessions. It describes the amplitude and positive return filters…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening proposal selects companies associated with the metaverse theme, showing a custom arc-shaped price pattern, and with MACD below zero two sessions earlier. Its final stated rules add a price-to-book ratio no greater than 3. The…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a daily stock screen that combines three conditions: a price range threshold, prior-day turnover within a specified band, and a positive daily MACD value. The stated rationale is to combine price movement and trading activity with a trend…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post proposes placing A-shares in a candidate pool when their daily high-low range exceeds 1%, the observation falls in 2021, and MACD is above zero. It interprets the range condition as a sign of greater price movement and positive MACD as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This China-market stock screen selects shares with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a positive price-to-earnings ratio. The stated rationale is to combine liquidity, recent market attention, and a basic…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

The author describes a stock-selection approach intended for people who cannot monitor prices throughout the trading day. Signals are checked at 2:50 p.m.; the proposed routine is to buy a leading candidate scoring above 6 before the close, and to skip…

EquitiesChina marketsMomentumBacktesting
MQL5 code base

This indicator identifies potential entry points by combining two moving averages with an RSI calculation. Users set separate fast and slow averaging periods, along with the RSI period; the document does not specify the exact crossover or threshold rules…

Technical indicatorsMomentumBacktesting
SuperMind

This note proposes screening stocks associated with China’s metaverse sector for three simultaneous bullish technical crossovers: MACD over its signal line, the five-day average over the ten-day average, and the five-day average over the twenty-day average.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a daily stock screen for main-board shares using three conditions: RSI below 65, a gain greater than 1% for the day, and daily MACD above zero. It frames the filters as a way to find stocks with positive recent movement while avoiding…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This post outlines an equity screen using three conditions: daily price amplitude above 1%, tradable share float no greater than 5.5 billion shares, and a positive change in the K component of the KDJ indicator. It frames the filters as a way to find more…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post proposes screening A-shares for turnover between 3% and 12%, a newly formed KDJ bullish crossover, and a positive 10-day price change below 35%. It provides indicator formula references and a Python example that loops over…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-screening idea combines three filters: at least five moving averages converging, high individual-stock popularity, and a market capitalization below 10 billion yuan with no reported losses. The post interprets moving-average convergence as a…

EquitiesChina marketsTechnical indicatorsMomentum