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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

29,558 documents

SuperMind

This A-share screen combines three conditions: a reported increase in net positioning above 5%, seven consecutive declining sessions, and a listing year of 2021. The article frames the combination as a way to find recent listings that have fallen for several…

China marketsEquitiesMean reversionRisk management
SuperMind

This A-share stock screen combines daily price range, pre-open trading activity, large-order buying, and a moving-average trend filter. It selects stocks with an amplitude above 1, a specified change in auction-period trading activity, large-order purchases…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This document outlines an A-share stock screen based on three conditions: buying activity above 5%, evidence of institutional buying, and a pre-open gain below 6%. It presents the combination as a way to find stocks attracting capital without already showing…

EquitiesChina marketsSentimentExecution
SuperMind

This Chinese equity screen seeks companies with market capitalization below 10 billion yuan, positive earnings, share prices under 12 yuan, and an amplitude measure above 1%. The article frames the filters as combining small size and profitability with a low…

EquitiesChina marketsFactor investingRisk management
SuperMind

This A-share screening proposal combines RSI below 65, prior-day auction turnover above 0.26, and an upward trend filter based on the 30-day average being above the 60-day average. The final stated rules also add price-to-earnings below 50 and price-to-book…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Supermind screening concept selects stocks with turnover between 3% and 12%, an opening price near the 10-day moving average, and three technical indicators signaling a bullish crossover. The article gives a formula-style example that places the open…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines three conditions: market capitalization below 10 billion yuan, no reported losses, and the weekly price crossing above its 30-week moving average. It also requires the day’s increase in holdings to exceed 5%, which the…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This stock-screening proposal combines three conditions: today’s reported increase in holdings exceeds 5%, the day’s maximum decline falls between 4% and 5%, and the stock recorded at least two limit-up sessions during the prior 500 days. The document…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This short-term Chinese equity screen combines trading activity, circulating share supply, and opening-auction buying pressure. It sets turnover within a stated 3% to 12% range, limits circulating market capitalization to the stated 1–55 hundred-million-yuan…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This stock selection idea combines a technical filter with a historical dividend measure. It selects equities with a 14-period RSI below 65, a “main uptrend start” condition defined by unchanged 30-day high and low extremes versus the prior period, and a…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This Chinese-equity screening rule selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and no limit-up on the previous day. The article’s final formulation describes a circulating market-value range…

EquitiesChina marketsTechnical indicatorsRisk management
ProRealCode

Smart NR2-NR20 identifies a two-candle contraction whose total range is smaller than the ranges of recent 20-candle blocks across a comparison window. It arms a pattern only at the start of a run of qualifying setups and draws a box using the high and low of…

Technical indicatorsBreakoutTrend followingVolatility
SuperMind

This note proposes screening equities using a reported position-growth share above 5%, a closing price above the previous day’s low, and a 2021 listing year. The first two conditions are presented as signs of buying interest and near-term price strength,…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This expert advisor manages an open position by moving its stop loss along a channel defined by the CandleStop indicator. It recalculates the stop from the latest closed bar and only modifies it when the bar changes, avoiding repeated updates within the same…

Technical indicatorsRisk managementExecution
SuperMind

This note proposes screening Chinese equities using three conditions: institutional purchases exceed 5% of trading volume, institutions are buying near a price bottom, and the company listed in 2021. It presents the combination as a way to find newer stocks…

EquitiesChina marketsSentimentRisk management
SuperMind

This Chinese equities screen selects stocks with positive returns over the past ten days, caps those gains at 35%, requires a stated size above 200 million, and ranks candidates by capital-flow strength. The post suggests that size may help address liquidity…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This screening idea combines a historical fundamental condition with two technical filters: a 2019 dividend payout ratio above 25%, RSI below 65, and a shrinking MACD histogram on a 15-minute chart. The post presents the combination as a way to consider both…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This Chinese equities screening example combines three filters: rank stocks by capital-flow strength, require a nonempty name for an outstanding convertible bond, and select companies whose 2019 dividend payout ratio exceeded 25%. The post interprets strong…

China marketsEquitiesFactor investingRisk management
SuperMind

This stock screen combines three selection rules: rank by volume ratio and retain the top 100, require an institutional trading seat to appear in exchange disclosure data, and select stocks whose ten-day gain is positive but below 35%. The stated rationale…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This Expert Advisor checks the direction of the most recent daily bar at a configured time, then opens a position in the opposite direction if no position is already open. The strategy is a simple scheduled contrarian rule: the prior daily move determines…

Mean reversionEquitiesFuturesForex
SuperMind

This stock-selection approach combines three filters: market capitalization below 10 billion yuan, no past loss record, and strong capital activity. It ranks stocks by measures such as turnover rate and volume ratio, then favors those with high institutional…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection proposal combines a market-capitalization ceiling, a positive daily position-change ratio, and a closing price above the previous day’s low. The article interprets a rise in position share as evidence of buying interest and the…

EquitiesChina marketsMomentumRisk management
SuperMind

This proposed Chinese stock screen looks for at least five converging moving averages, turnover above 8% on the prior day, and more than two limit-up sessions within ten days. The article interprets clustered averages as a sign of a clear trend, high…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This expert advisor calculates a central pivot and three support and resistance levels from daily bars, then looks for entries when a closed bar’s price reaches the pivot. It is intended for chart timeframes below the daily interval. Stop loss and take…

ForexTechnical indicatorsRisk managementPosition sizing