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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

31,205 documents

SuperMind

This post presents a stock-selection idea combining three filters: RSI below 65, a favorable company-type classification, and more than two limit-up sessions within a ten-day window. The author frames repeated limit-ups as a way to identify stocks attracting…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This post describes a Chinese stock screening rule that combines a daily high-low price range of at least one unit, return on equity above 15% in each of the past five years, and membership in the beverage and alcohol import-export industry. It outlines the…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This post proposes screening stocks whose codes begin with 60, whose turnover rate falls within a stated range, and whose relationship between the prior day’s turnover and current auction volume relative to prior volume falls within a specified band. The…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

The post describes a screen for Chinese stocks associated with the metaverse theme, with circulating market value above a stated threshold and a cap on the gain early in the trading session. It provides formula and Python examples for identifying theme…

EquitiesChina marketsTechnical indicators
SuperMind

This post proposes a stock-selection screen that combines MACD above its zero line, upward separation of short moving averages, and a signal described as the start of a major advance. It illustrates calculations for MACD, moving averages, and KDJ, then…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese equity screening idea combines intraday range, a morning-star style candlestick condition, and positive afternoon net buying by large orders. The article frames the range as a volatility measure, the candle pattern as technical evidence, and…

China marketsEquitiesTechnical indicatorsMarket microstructure
MQL5 code base

The document introduces a ZigZag indicator that displays its values as fractal labels. It notes that these labels repaint in a manner similar to the turning-point extremes of the original ZigZag. The material is a brief feature description rather than a…

Technical indicatorsStatistics
ProRealCode

Trinity Impulse is a directional indicator built from the Commodity Channel Index and a weighted average of the Force Index, both calculated using a price that gives the close extra weight. It returns a positive reading when the two measures are sufficiently…

Technical indicatorsMomentumTrend following
SuperMind

The article proposes a Chinese equity screening rule using three conditions: a prior-day price range above a threshold, a positive reading for a “main force control” measure, and prior-day auction turnover above a stated cutoff. It presents the combination…

EquitiesTechnical indicatorsChina markets
MQL5 code base

The document describes an indicator that combines a smoothed line chart with tick volume to represent market direction. Its stated purpose is to reduce the visual impact of short, noisy price movements compared with a basic line chart. The smoothing amount…

Technical indicatorsTrend followingMarket microstructure
MQL5 code base

The document presents the Repulse oscillator as an indicator for identifying possible price rebounds or pullbacks near strong levels. It has a Repulse period and a signal period, which control the oscillator calculation and its signal line. The calculation…

Technical indicatorsMean reversionStatistics
SuperMind

The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

The document explains the Guppy multiple moving average indicator as two groups of exponential moving averages. One group uses periods 3, 5, 8, 10, 12, and 15 to represent short-term trading activity; the other uses periods 30, 35, 40, 45, 50, and 60 to…

Technical indicatorsTrend followingEquities
ProRealCode

The document describes a long-only stock strategy that trades when the closing price is above a rising 200-period moving average. It uses a faster and a slower moving average as a crossover trigger: a bullish cross opens a position, and a bearish cross…

EquitiesTrend followingTechnical indicatorsPosition sizing
SuperMind

The document proposes a Chinese stock-screening rule combining three conditions: today’s increase in shareholding proportion exceeds a threshold, large-order net inflow is positive during the afternoon, and the 30-day moving average is rising. The stated…

EquitiesMomentumTechnical indicatorsStatistics
MQL5 code base

The document describes an indicator that constructs a sliding line using fourth-degree polynomial interpolation, then extrapolates it with a sine wave. It refers to alternative shapes for the extrapolated line, including nearly constant behavior and a…

Technical indicatorsStatistics
SuperMind

The document describes a short-term equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, a K indicator below 20, and a daily gain above 1%. The post also gives a reference expression and a sample Python workflow that…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note presents a Chinese-equity screening approach that ranks stocks by relative volume and selects prices between the middle and upper Bollinger Bands, while also considering an early-session gain threshold. Its initial description uses a gain below 6%,…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This proposed stock screen combines a technical condition with a dividend measure. It calls for RSI below 65, a positive product of percentage price change and a large-order net-flow measure, and a 2019 dividend ratio above 25%. The article describes the…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This A-share stock screen selects shares with a 14-period RSI below 65, a circulating market capitalization between 5 billion and 10 billion yuan, and no limit-up close on the previous day. The stated rationale is to use RSI as a short-term weakness filter,…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This A-share stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open, plus a stated control-ratio threshold. The article frames the conditions as a way to find technically weak stocks that may…

EquitiesTechnical indicatorsMean reversionChina markets
BigQuant

This indicator description covers a chart tool that plots multiple Hull Moving Average periods together, with each line colored according to whether it is rising, falling, or flat. Users can configure it to show two, three, or four Hull lines, allowing…

Technical indicatorsTrend following