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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

12,140 documents

SuperMind

This stock screen selects shares with daily range above one percent, a positive ten-day return below thirty-five percent, and ranks candidates by the product of daily price change and net volume from very large orders. The document frames the range filter as…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This stock-selection idea first limits the universe to companies classified in the metaverse industry. It then looks for an opening price near the ten-day moving average and uses a 15-minute MACD histogram that is still below zero but is contracting as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language article outlines an equity screening strategy for the metaverse sector. It selects stocks with a MACD bullish crossover, ranks candidates by money-flow strength, and excludes a designated board of stocks. The article also gives an…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection post proposes combining a turnover range, an imbalance between aggressive buying and selling, and recent limit-up activity. Its prose specifies turnover between 3% and 12%, an outside-to-inside market volume ratio above 1.3, and…

China marketsEquitiesMomentumMarket microstructure
SuperMind

The document presents a Chinese stock screen for companies associated with the metaverse theme. It selects stocks appearing on the prior day's exchange leaderboard and applies a circulating-share limit; the detailed formula narrows the float to between 3…

EquitiesChina marketsMomentumSentiment
SuperMind

The document describes a Chinese equity screen combining positive MACD, revenue growth, a market-cap ceiling of 10 billion yuan, and positive net profit. Its intended rationale is to pair upward price momentum with business growth and current profitability.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language article describes an equity selection approach that sorts by capital strength, using measures such as turnover and volume ratio, while filtering for companies with market capitalization at or below 10 billion yuan, no losses, and a…

EquitiesMomentumMarket microstructureRisk management
SuperMind

This Chinese-language article outlines an equity screen requiring MACD to be above zero, price-to-earnings ratio to be positive, and the MACD signal line, DEA, to be rising. It interprets these conditions as combining a bullish technical state, a positive…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

The document describes a stock screen restricted to the metaverse industry. It selects shares whose closing price is above the five-day moving average and whose opening price lies within a band around the ten-day moving average. The stated intent is to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese mainland stock screen combining three conditions: turnover between 3% and 12%, a daily gain above 1%, and large plus extra-large buy volume in the auction above the stated threshold. It presents the screen as a way to seek…

EquitiesMomentumMarket microstructureChina markets
MQL5 code base

This document describes a MACD histogram indicator that displays the difference between the MACD line and its signal line using changing colors. The colors are intended to make crossovers, movement across the zero line, and shifts in trend direction or…

Technical indicatorsMomentumTrend following
SuperMind

This screen selects stocks with turnover between 3% and 12%, three consecutive declining closes, current volume above 10,000 lots, and an opening price above the previous close. The article presents these filters as a combination of price action, trading…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This stock-screening idea ranks candidates by capital-flow strength and filters for two price-history conditions: at least one limit-up event during the previous 25 days and at least two during the previous 500 days. The article frames recent and longer-term…

EquitiesMomentumEvent-drivenRisk management
SuperMind

The document describes a stock screen combining recent buying activity, the ratio of actively bought to actively sold volume, and a historical dividend payout measure. Its main text specifies a buying-activity share above 5%, an outside-to-inside volume…

EquitiesMomentumSentimentRisk management
SuperMind

The document presents a Chinese equity screening idea combining daily price range, a recent three-session limit-up streak, and a rising DEA trend indicator. Its stated rationale is that a large range identifies active stocks, a sequence of limit-ups signals…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a short-term screen for main-board Chinese stocks. It selects shares with an intraday high-low range above a threshold, a high large-order net-flow ranking, and a daily gain above a threshold, then ranks candidates by market…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese stock-screening proposal selects shares with a daily high-low range greater than 1 that had three consecutive limit-up sessions as of the previous day, while excluding the STAR Market. The article interprets the range as a sign of volatility and…

EquitiesChina marketsMomentum
MQL5 code base

This short description presents XDPO_Sign, a semaphore indicator that detects changes in the direction of a smoothed Detrended Price Oscillator and displays them as trading signals. It conveys the indicator’s basic signal concept, but does not state how…

Technical indicatorsMomentum
SuperMind

This stock selection approach combines three filters: a 14-period RSI below 65, best bid volume greater than best ask volume, and at least two limit-up sessions in a 500-day lookback. The article frames these conditions as a way to find shares with prior…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This Chinese stock-screening note describes a momentum-oriented rule for the metaverse industry: select stocks that had a limit-up event within the prior 25 days and whose high is at a two-day high. It says to run the screen before 10 a.m. and trade the…

China marketsEquitiesMomentumBreakout
SuperMind

This A-share screening proposal places stocks in a candidate pool when they meet three technical conditions: daily amplitude above a stated threshold, a newly formed KDJ crossover, and at least five coincident moving averages. The post explains these filters…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening proposal combines daily price range, weekly MACD, a non-ST restriction, and a five-pen limit-up pattern. It describes selecting stocks before 10 a.m. and gives formula and Python examples intended to express the conditions. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection proposal combines three filters: RSI below 65, a positive relationship between percentage price change and net buying by very large orders, and a weekly close crossing above its 30-week moving average. The intended effect is to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen first filters for robot-related stocks with circulating market capitalization below 10 billion yuan and turnover between 3% and 12%. It then applies a 15-minute MACD condition intended to identify a shortening negative histogram,…

China marketsEquitiesTechnical indicatorsMomentum