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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 document describes a China A-share screening rule that combines a turnover range of 3% to 12%, appearance on the previous day’s 龙虎榜 (a public list highlighting unusual trading activity), and an increase in the KDJ indicator’s K value. It also gives…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This article presents six proposed bullish chart setups: a pullback that holds above a limit-up level and a moving average, rising volume after a contraction, a two-stage expansion from a price low, a large down day on reduced volume, a sequence of pullbacks…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This stock-selection rule filters for turnover rates between 3% and 12%, a rising K line from the KDJ oscillator, and a rising DEA line. The post’s sample formula also excludes stocks in industry type 1, which it identifies as the STAR Market. Its Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a stock screen using three conditions: daily amplitude above 1, a positive weekly MACD histogram, and a rising-bottom pattern. It offers example formulas and Python code that scan listed stocks, evaluate daily amplitude and weekly MACD,…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post combines three filters: RSI below 65, an industry concentration ratio above 70% or below 20%, and a shortening MACD histogram on a 15-minute chart. It presents the approach as a way to find stocks with improving momentum…

EquitiesTechnical indicatorsMomentum
SuperMind

This article argues that divergence and MACD crosses are best interpreted as signs of changing momentum, rather than as automatic buy or sell commands. It describes divergence as evidence of countertrend activity, with the strength of that activity helping…

Technical indicatorsMomentumTrend followingRisk management
SuperMind

The post outlines a Chinese-equity screening rule that combines daily price range, a stock-code prefix beginning with 60, and a recent large upward move. It also suggests sorting qualifying stocks by market capitalization and provides example implementations…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This community post outlines a China A-share stock screen that excludes Beijing-listed companies and selects stocks with turnover between 3% and 12% and a positive but limited recent price gain. It then proposes refining the candidates using net profit…

EquitiesChina marketsMomentumFactor investing
SuperMind

This Chinese-language post describes an A-share screening idea that combines daily turnover between 3% and 12%, a newly formed KDJ bullish crossover, and a company-type filter. It frames turnover as a liquidity condition and the KDJ signal as a short-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity selection rule screens for stocks with turnover between 3% and 12%, then requires the product of the day’s percentage price change and net buying flow attributed to very large orders to be positive. Eligible stocks are ranked by…

EquitiesChina marketsMomentumSentiment
SuperMind

This stock-selection screen filters for turnover between 3% and 12%, circulating market capitalization between 1 and 55 in the stated units, and at least one daily gain of 10% or more during the previous 25 trading days. The post gives both a formula-style…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This indicator combines Stochastic RSI with Heikin Ashi style candles calculated from smoothed oscillator values. It first computes RSI, scales it against its recent high and low, smooths the resulting %K and %D series, then centers them around zero.…

Technical indicatorsMomentum
SuperMind

The document presents a Chinese stock selection rule combining daily amplitude above 1, a morning-star pattern, and weekly MACD above zero. Its indicator examples add moving-average ordering and other price, volume, and size conditions. The intended…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen requiring a position increase above 5%, evidence of large-investor control on the prior day, and a gain below 6% at 9:25. Its rationale is that rising holdings may indicate inflows, institutional ownership may…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea filters for companies in the metaverse industry, then looks for a rising five-day moving average and a potential start of a strong advance. The proposed rules combine an industry classification with price and volume conditions,…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese equity screening idea combines three signals: today’s position increase share above 5%, the product of daily return and net large-order volume above 0.5, and a shortening MACD histogram green bar on a 15-minute chart. The document interprets the…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This A-share stock-selection approach combines an earnings-surprise proxy with the price response to earnings news. Instead of comparing reported profit with a numerical consensus estimate, it analyzes analyst research-report titles for wording that signals…

EquitiesChina marketsEvent-drivenMomentum
FMZ live strategies

This live-robot page shows a screening and observation workflow for newly active tokens across several chains. The displayed table ranks candidates by one-hour volume expansion and reports liquidity, fully diluted valuation relative to liquidity, token age,…

CryptoMomentumOn-chain dataRisk management
SuperMind

This A-share screening strategy combines daily price and trading activity conditions with a weekly trend signal. It selects stocks whose amplitude exceeds the stated threshold, whose prior-day turnover rate multiplied by the ratio of today’s opening-auction…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese shares for turnover between 3% and 12%, a positive but less than 35% return over ten days, current volume above 10,000 lots, and a higher open. The sample code also applies exclusions for certain listing boards and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screen requiring turnover between 3% and 12%, circulating share count no greater than 5.5 billion, and no limit-up close on the prior day. Its accompanying Python example uses turnover, circulating market capitalization,…

EquitiesChina marketsMomentum
SuperMind

This post outlines a simple daily stock screen for Chinese equities. It selects stocks whose MACD indicator is above zero and whose prior-day opening-auction turnover rate exceeds a stated threshold, then ranks candidates by stock popularity. The screen is…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

The article describes a long-only Chinese equity strategy that uses a ResNet101 image classifier to identify strong stocks during pullbacks in an established uptrend. Its rationale combines buying a retracement in a strong trend, favoring stocks that…

EquitiesMachine learningTrend followingMomentum