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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

22,592 documents

SuperMind

This stock-selection idea combines three filters: alignment among the 5-, 10-, 20-, 30-, and 60-day moving averages, net buying by large orders in the afternoon, and more than two limit-up sessions within the previous ten days. The document interprets…

China marketsEquitiesMomentumTechnical indicators
BigQuant

This article describes five technical patterns that it presents as warnings of a possible stock market top: an accelerating large bullish candle, a shooting star, a high-wave candle, a hanging-man candle, and high-volume sideways trading after a rally. It…

EquitiesTechnical indicatorsVolatility
SuperMind

This article presents an equity screen combining three conditions: price range greater than one, return on equity above 15% in each of the prior five years, and turnover between 3% and 12%. It frames the filters as a way to find companies with sustained…

EquitiesFactor investingTechnical indicatorsStatistics
BigQuant

The document describes a Chinese equity screening idea that combines three filters: membership in the metaverse concept group, a positive institutional-flow signal, and an upward or positive DEA reading. It frames the first filter as a sector selection, the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This report summary explains a framework for estimating returns from IPO subscriptions in China, in the context of the first companies listing after the ChiNext registration reform. It identifies three drivers of subscription returns: the amount raised, the…

EquitiesStatisticsEvent-driven
SuperMind

This Chinese-language post describes an A-share screening idea: select stocks associated with the metaverse industry that appeared on the previous day's trading-record list and had at least one limit-up event during the prior month. It frames the combination…

EquitiesChina marketsMomentumEvent-driven
SuperMind

The document proposes a Chinese equity screen for stocks classified in the metaverse industry. It selects names with a volume ratio above 1.5 and below 6, and a price increase under 6% at 9:25. The stated rationale is to combine elevated but bounded trading…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed screen selects stocks associated with the metaverse theme when the prior day’s actual turnover is between 3% and 28%, and the current day’s position increase share exceeds 5%. The article interprets the turnover band as a possible sign of…

China marketsEquitiesTechnical indicatorsRisk management
BigQuant

This Chinese-language article introduces a customizable stock-selection strategy on a quantitative trading platform. It describes combining five selection rules, mainly intended to find stocks that have fallen sharply and begun to stabilize, with some rules…

China marketsEquitiesBacktestingPosition sizing
SuperMind

This Chinese stock-selection post proposes screening for companies in the metaverse sector with a circulating share count at or below 5.5 billion shares, while excluding stocks that reached the daily limit-up on the previous session. Its rationale combines a…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This stock selection rule screens for Shanghai-listed shares whose daily trading range exceeds one percent and that did not close at the daily limit-up on the prior session. The document frames the range condition as a way to find more volatile candidates…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This proposed stock screen combines price volatility, a recent large daily gain, and large-order net inflows. It calls for an amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and big-order net quantity above 0.05 for…

EquitiesMomentumVolatilityChina markets
SuperMind

This stock screen combines daily price movement with technical signals. It seeks shares whose intraday range exceeds 1, whose low is between 4% and 5% below the prior close, and whose three selected indicators form bullish crossovers at the same time. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese stock screen that combines three conditions: MACD above its zero axis, a 20-day moving average above the 120-day average, and revenue growth between 2018 and 2021 exceeding a stated ratio threshold. It frames MACD and the…

China marketsEquitiesMomentumTechnical indicators
BigQuant

This document presents the Ppv technical indicator, which uses closing, high, and low prices over a chosen lookback period to derive a midpoint and six price levels. Three levels are labeled as resistance and three as support in the indicator’s formula…

Technical indicatorsEquities
BigQuant

This forum post raises a data-preparation problem in an LSTM trading strategy. The author reports that filtering rows before rolling sequence windows can remove observations that should remain part of the temporal context, causing later observations to shift…

Machine learningEquitiesStatisticsBacktesting
SuperMind

This document describes a Chinese stock selection rule combining a turnover range of 3% to 12%, first-level bid volume greater than ask volume, and at least one limit-up event during the previous month. It interprets these filters as indicators of liquidity,…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

This brief indicator description explains a chart display that combines two Keltner channels built around one moving average. The channels appear as a colored cloud, with the latest values shown as price labels. This describes a visualization of channel…

Technical indicatorsVolatilityEquities
BigQuant

The article compares two ways to build equity strategies: train a predictive model on chosen factors and a defined stock universe, or specify screening conditions directly. The AI approach can be quicker to assemble, but its behavior may be hard to diagnose…

EquitiesMachine learningFactor investingBacktesting
SuperMind

This Chinese-language post describes a stock screen for companies classified in the metaverse industry. Its core conditions combine the opening price’s relationship to a ten-day moving average with a bounded daily return. The post presents differing…

EquitiesTechnical indicatorsChina markets
ProRealCode

This indicator identifies consecutive bullish White Soldiers or bearish Black Crows candle sequences. Its parameters let the user choose how many candles must appear in a row and optionally require each candle's real body to exceed a chosen share of its full…

Technical indicatorsEquitiesBacktesting
SuperMind

This post presents a daily pre-open screen for Chinese stocks with MACD above zero, positive trailing earnings multiples, and prices below a stated threshold. It frames the MACD condition as a way to identify an upward trend, the positive P/E as a basic…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This community post describes a Chinese equity screen limited to stocks with codes beginning with 60. It combines a daily price-range condition with a previous-session opening-auction match price at the limit-down level, then ranks candidates by popularity.…

China marketsEquitiesTechnical indicatorsRisk management