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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

12,140 documents

SuperMind

This Chinese A-share screening note combines three filters: membership in the beverage and alcohol import-export industry, a 14-period RSI below 65, and closing prices above the prior close for three consecutive sessions. It presents the screen as a way to…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a semaphore-style indicator built around the Commodity Channel Index oscillator. Colored arrows on a chart mark potential entries, while blue diamonds or opposing arrows mark potential exits. It identifies the indicator as an earlier…

Technical indicatorsMomentum
ProRealCode

The document describes a technical indicator that tracks three RSI-style readings based on the current high, close, and low relative to the previous close. It presents the high-based reading as a view of upward price movement, the close-based reading as a…

Technical indicatorsMomentum
SuperMind

This stock-selection screen combines a technical condition with an earnings-growth filter. It selects Chinese A-shares whose 14-period RSI is below 65 and whose year-over-year growth in net profit attributable to parent shareholders is above 20% and no more…

China marketsEquitiesTechnical indicatorsMomentum
Stratmill research code

This data-preparation workflow builds model inputs for a momentum strategy from asset closing prices. It clips prices using bounds based on an exponentially weighted mean and standard deviation, derives daily returns and volatility, and creates a next-period…

Machine learningMomentumVolatilityTechnical indicators
SuperMind

This document outlines a Chinese main-board stock screen focused on the metaverse theme. Its stated conditions combine a positive return, an intraday rise above 1%, and main-board listing; the final selection logic adds net profit growth above 20%. Formula…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese A-share screening rule that selects stocks with intraday amplitude above 1%, at least one limit-up day in the prior 25 days, and a positive return on the current day. It presents the conditions as a way to find active stocks…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese-language post outlines a short-term stock screen combining three conditions: daily amplitude above one, a top-five rank by the day's auction amount, and a subjective “main rise starting” setup. It frames the screen as a way to look for active…

EquitiesMomentumTechnical indicators
MQL5 code base

This indicator presents signals from an ADXCrossing calculation on a chart, using a selected financial instrument and timeframe. It distinguishes a continuing trend from a trend change: continuation appears as a horizontal arrow, while a change uses a…

Technical indicatorsTrend followingMomentum
SuperMind

This Chinese-language post describes a stock selection screen combining daily price range, a morning-star-related candlestick condition, and a close above the five-day moving average. Its stated rationale is to find shares with price movement, a possible…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

UltraMFI builds a trend display from multiple smoothed Money Flow Index readings. It creates a range of smoothing periods using an arithmetic progression: a starting length, a step size, and a count of period changes. For each period, it assesses the…

Technical indicatorsMomentumStatistics
SuperMind

This stock screen selects shares with a large trading range and at least one daily gain of ten percent or more within the prior twenty-five trading days, while excluding codes associated with the STAR Market. The post provides example screening logic in…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed stock screen targets companies classified in the metaverse sector that appeared on the previous day’s trading leaderboard and have weekly MACD above zero. The article presents this as a combination of a recent attention or activity signal and a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity selection approach combines a technical filter with a fundamental growth condition. It looks for stocks with MACD above zero and a rising DEA line, then requires revenue in 2021 to exceed its 2018 level by more than ten percent. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a Chinese equity screen combining a recent increase in fund holdings, a minimum scale threshold, and revenue growth from 2018 to 2021. It presents the revenue ratio threshold as evidence of business growth and treats rising fund…

EquitiesChina marketsMomentumFactor investing
SuperMind

This document outlines a daily A-share selection rule that filters for a positive MACD reading, then ranks stocks by individual-stock attention and today’s auction amount, retaining the top five. It describes MACD as a short-term trend measure, attention as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The post describes a stock screen that combines three technical conditions: daily high-to-low amplitude above one percent, a newly formed KDJ bullish crossover, and a MACD value below zero two sessions earlier. The author frames the combination as a way to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language strategy note screens stocks in the beverage and alcohol import-export industry using RSI below 65 and more than two limit-up sessions in a ten-day window. It frames RSI as a technical condition and recent limit-ups as a sign of market…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language note proposes screening Shenzhen main-board stocks using three filters: price amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and price-to-earnings and price-to-book ranges of 0–29.01 and 0–3.11. The stated…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post presents a Chinese stock selection screen using three stated filters: today’s increase in position share above 5%, external volume divided by internal volume above 1.3, and at least two limit-up days within the past 500 days. The author interprets…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document presents a Chinese A-share stock screen combining three conditions: today’s increase in holdings exceeds five percent, institutions are described as buying during a price decline, and the 20-day moving average is above the 120-day moving…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines daily amplitude above 1, simultaneous moving-average crossovers, and a 10-day return greater than zero but below 35%. It presents the crossover condition as a possible sign that a short- or medium-term uptrend is beginning, while…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator presents the direction of the ColorZerolagTriXOSMA oscillator across ten timeframes. It marks falling movement with pink squares, rising movement with light blue squares, and other conditions with gray squares, giving a compact multi-timeframe…

Technical indicatorsMomentum
SuperMind

This Chinese equity screening idea combines three signals: at least five moving averages converging, appearance on the prior day's trading leaderboard, and a positive return below 35% over ten days. The stated interpretation is that converging averages may…

EquitiesChina marketsMomentumTechnical indicators