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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

12,140 documents

SuperMind

This Chinese equity screen combines three technical conditions: daily amplitude above 1%, a rounded price pattern, and an increase in the KDJ indicator’s K value. The post interprets the range condition as a way to find active shares, the rounded pattern as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document introduces tactical asset allocation (TAA) as a systematic, relatively low-frequency approach to adjusting a diversified portfolio. It contrasts TAA with both buy-and-hold investing and short-term trading, and describes potential benefits such…

Multi-assetMomentumTrend followingPortfolio construction
SuperMind

This Chinese-language post describes an equity selection rule combining three conditions: RSI below a threshold, current volume above the prior day’s volume, and a positive ten-day return capped at a stated upper bound. The discussion frames the RSI…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post combines four filters: strong capital-flow readings, exclusion of ST-designated stocks, a “five-limit-up” method, and a 20-day moving average above the 120-day average. It frames these conditions as a way to find stocks with…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This Chinese equity screen requires turnover between 3% and 12%, a prior-day appearance on the securities exchange’s top-trader list, and a weekly 5-period moving average crossing above the 10-period average. The proposed rationale combines trading activity…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed Chinese stock screen selects companies with an added-holdings ratio above 5%, previous-day trading value above 60 million yuan, and a listing year of 2021. The text interprets the holdings measure as a signal of recent capital inflow and the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen combines three filters: rank stocks among the top 100 by volume ratio, require a circulating market value above 10 billion yuan, and select stocks whose 30-day closing-price trend is rising. The text explains volume ratio as…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen combines three ideas: rank stocks by a measure called fund strength, select stocks whose KDJ lines have just formed a bullish crossover, and keep stocks with a positive but capped gain over the past ten days. The article describes fund…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection approach combines three filters: daily price amplitude above 1, a current-day low below the previous day’s low, and shortening MACD histogram bars on a 15-minute chart. The article interprets the amplitude filter as a way to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening idea combines a weekly MACD above the zero line, a shortening 15-minute MACD histogram below zero, and a daily increase-in-holdings measure above 5%. The weekly indicator is used as a longer-term trend filter, while the intraday…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection proposal combines recent price appreciation, the opening price’s position relative to the 10-day moving average, and a ranking by capital strength. The stated final screen also includes a top-100 capital-strength rank, a 10-day gain…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese equity screen pairs a positive but capped ten-day return with a measure of trading activity: yesterday’s turnover rate multiplied by the ratio of today’s auction volume to yesterday’s volume. The post describes sorting by this activity measure…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese equity screening idea combines three signals: more than two daily limit-up events in the past ten days, a reported increase in holdings above five percent, and consideration of the company’s nature or characteristics. The post frames recent…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese equity screen looks for stocks with price amplitude above 1, current volume above 10,000 lots, a higher opening price, and a gain below 6% at 9:25. The article frames amplitude and volume as signs of trading activity and treats the capped early…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening rule combines a short-term trend filter with an opening-auction activity measure. It selects stocks whose 20-day moving average is above the 120-day average, then ranks funding strength using yesterday’s turnover rate relative…

EquitiesChina marketsTrend followingMomentum
SuperMind

This screen combines three conditions: daily amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It sorts selected stocks by trading value in descending order. The stated rationale is to identify shares with…

China marketsEquitiesVolatilityMomentum
SuperMind

This stock screen ranks candidates by turnover ratio, selecting the top 100, then filters for positive returns over ten days below 35%. The document also describes a listing-date condition, though its stated threshold of a listing date on or after the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This note describes a Chinese stock screen requiring at least five moving averages to cluster near one another, a tradable market capitalization above 10 billion yuan, and a positive 10-day return below 35%. It names the 5-, 10-, 20-, 30-, and 60-day…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note outlines an A-share screening rule requiring the 20-day moving average to be above the 120-day average, MACD to be above zero, and RSI to be below 65. The moving-average relationship is intended to represent an established price trend, the MACD…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity selection concept combines three elements: ranking stocks by capital or trading strength, considering company characteristics, and looking for a shortening MACD histogram below zero on a 15-minute chart. The note associates higher volume…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks priced below 12 yuan, with a positive return over the previous 10 days that remains below 35%, and a measure of price movement above 1%. The note presents the conditions as a way to combine recent upward movement, a…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock screen combines a price ceiling, a 20-day moving average above the 120-day average, and a capital-strength ranking based on the volume ratio. The post describes selecting from the top 100 stocks by that measure. It interprets the moving-average…

EquitiesTechnical indicatorsMomentumRisk management