Skip to content

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

The screen targets Shenzhen Main Board stocks with positive price-to-earnings ratios below 29.01 and price-to-book ratios below 3.11. It adds two technical conditions: the 20-day moving average must exceed the 120-day moving average, and the relative…

China marketsEquitiesTechnical indicatorsTrend following
MQL5 code base

This description explains a EUR/USD expert advisor that compares opening prices from two bars at configurable shifts. When the difference exceeds a direction-specific threshold, it opens a long or short position. It includes configurable take-profit and…

ForexTechnical indicatorsPosition sizingRisk management
SuperMind

This note proposes screening Chinese shares for daily price amplitude above 1%, a share price of 18.5 yuan, market value under 10 billion yuan, and non-loss-making businesses. It describes sorting selected shares by trading amount. The stated rationale is to…

EquitiesChina marketsRisk managementFactor investing
SuperMind

This Chinese equity screen looks for stocks with turnover between 3% and 12%, circulating shares no greater than 5.5 billion, and previous-day trading value above 60 million. The article says selection is intended before 10 a.m. It frames the turnover,…

China marketsEquitiesFactor investingRisk management
SuperMind

This A-share screening idea combines at least five overlapping moving averages, a circulating share count no greater than 5.5 billion, and a dividend payout ratio above 25% for 2019. The post interprets clustered averages as alignment across price horizons,…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a mainland Chinese equity screen combining three conditions: reported net position increases above 5%, a daily gain above 1% among main-board stocks, and an upward-sloping 30-day moving average. The intended signal is a stock with recent…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This short-term stock screen selects shares with turnover between 3% and 12%, an appearance on the previous day's exchange top-trader list, and first-level bid volume greater than first-level ask volume. The note treats turnover as a measure of trading…

EquitiesChina marketsMarket microstructureExecution
SuperMind

This A-share stock screen combines intraday amplitude above 1, a 20-day moving average above the 120-day average, and a 9:25 gain below 6%. The moving-average relationship is presented as a trend filter, while the amplitude condition seeks stocks with room…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock selection approach ranks candidates by capital-flow strength, requires more than two limit-up sessions within ten days, and looks for a shortening MACD histogram below zero on a 15-minute chart. The article interprets the histogram change…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection idea looks for shares with a position-increase ratio above 5%, a maximum daily decline between 4% and 5% in magnitude, and a 9:25 a.m. gain below 6%. The explanation treats increased positions as a sign of capital inflow and the bounded…

EquitiesChina marketsMean reversionMomentum
SuperMind

The document presents a Chinese stock screen using three initial signals: a rising 30-day moving average, an opening auction change between -2% and 5%, and a reported increase in position share above 5%. The article interprets the last condition as evidence…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening concept combines three signals: rank stocks by money-flow strength, require weekly MACD to be above zero, and select stocks with more than two limit-up days within the past ten days. The document interprets money-flow strength…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea selects stocks with turnover between 3% and 12%, a previous-day appearance on the securities leaderboard, and circulating market capitalization above 100 billion yuan. The rationale is to focus on actively traded, widely…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

The document describes an Expert Advisor built around a quantity called GO. It combines moving-average values calculated from close, open, high, and low prices with the signal bar’s volume. A positive GO reading triggers a buy, while a negative reading…

Technical indicatorsFuturesRisk management
SuperMind

This Chinese stock screen requires a reported position increase above 5%, a weekly close crossing above the 30-week moving average, and at least two limit-up sessions within 500 days. The article frames these conditions as signs of capital interest, a rising…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening proposal selects stocks with a reported position increase above 5%, a favorable or neutral company classification, and a positive return over the previous ten days that remains below 35%. The article presents the position…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese equity screening idea combines three filters: high relative trading volume, a prior-day price decline greater than 5% without a limit-down close, and a dividend payout ratio above 25% in 2019. The article interprets high volume as a sign of…

EquitiesChina marketsTechnical indicatorsRisk management
Kraken Learn

The document presents a checklist for futures entries and exits. It calls for a specific technical trigger, position sizing that limits the loss at the stop to 1%–2% of account value, and a check of whether funding costs support or oppose the trade. Funding…

FuturesRisk managementPosition sizingExecution
SuperMind

This proposed stock screen ranks shares by volume ratio, keeps the top 100, filters for prices below 12.9 yuan, and selects stocks whose 9:25 opening gain is under 6%. The author characterizes the volume filter as a way to find stocks attracting attention,…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This article proposes reading sector level price and volume behavior to identify possible distribution in established leaders and accumulation in potential new leaders during a bull market. It flags a break below an important trend line or a large,…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This stock screen combines a minimum daily price range with a bounded relative-volume condition and rising lows. The stated rationale is to find shares with enough movement to offer trading opportunities, active but not extreme turnover, and a price…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

This daily CAC 40 strategy takes the opposite side of a signal from a three-line-break reversal indicator: it buys when the indicator signals a sell and sells short when it signals a buy. It only enters when the prior daily candle has a small body relative…

FuturesMean reversionTechnical indicatorsBacktesting