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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
WonderTrader
14 documents
Alphalens
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 proposed stock screen combines three conditions: at least five moving averages overlap, the company meets a chosen ownership-type criterion, and the stock has hit its daily price limit more than twice within ten days. The post interprets moving-average…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This stock selection rule ranks candidates by capital strength, retains the five stocks with the greatest auction turnover for the day, and requires the price gain at 9:25 to remain below the stated ceiling. The accompanying explanation treats capital…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This Chinese-language stock screener combines three signals: a shortening green MACD histogram on a 15-minute chart, net buying by large orders during the afternoon, and a daily increase in holdings above the stated threshold. The explanation interprets…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock screening proposal combines three signals: an opening price gain below 6% at 9:25, a high volume ratio, and a high ranking for prior-day net inflows attributed to large market participants. The article describes ranking stocks by volume…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The article outlines a stock-selection screen requiring a reported daily position increase above 5% and weekly MACD above its zero line. It also includes a 2021-related condition in its initial description, but the later proposed final rules omit that…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This equity screen combines a range-based volatility condition with a Bollinger Band position: the close must fall between the middle and upper bands. It also applies a historical return requirement, described as favoring stocks with positive past…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This A-share selection idea combines a circulating market capitalization above 10 billion yuan, more than two limit-up sessions within ten days, and at least five overlapping moving averages. The post describes the limit-up count as a sign of attention and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening method looks for stocks with a positive but bounded 10-day return, weekly MACD above its zero line, and at least five overlapping moving averages. The post treats the moving-average cluster as a sign of price consolidation or stability…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines a reported daily increase in position holdings with a moderate daily price move and shortening green bars on the 15-minute MACD. The document interprets the holding increase as a sign of capital inflow and the shrinking…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-screening idea combines three conditions: at least two limit-up events during the previous 500 days, an intraday amplitude above 1%, and a current low below the prior day's low. The historical limit-up count is treated as a sign of past…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This screening proposal selects Chinese shares with turnover between 3% and 12%, a Dragon-Tiger List appearance on the prior day, and weekly MACD above zero. The list appearance is used as a proxy for market or institutional attention, turnover bounds impose…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This short-term Chinese equity screen selects stocks with turnover between 3% and 12%, an appearance on the market’s notable-trading list yesterday, and a price signal described as the start of a major upward move. Its stated rationale is to combine trading…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed screen first limits its universe to Shenzhen main-board stocks, then applies price-to-earnings and price-to-book ranges, followed by a ten-day gain greater than zero and below 35%. The post also mentions ordering candidates by capital strength,…

EquitiesChina marketsFactor investingMomentum
SuperMind

This stock-selection method looks for a positive return over ten days that remains below 35%, a weekly MACD above its zero line, and an RSI below 65. The post frames the return filter as an additional screen alongside a longer-horizon trend condition and a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening note selects shares with turnover from 3% to 12%, a pattern described as a reversal or bullish engulfing move, and a daily control measure above 21%. The accompanying indicator example also requires the stochastic K line to…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

ColorStochastic presents a standard stochastic indicator as a histogram, using the midpoint level of 50 to distinguish upper and lower regions. Bar colors encode whether the histogram is rising or falling: rising bars above 50 are green, falling bars above…

Technical indicatorsMomentum
SuperMind

This Chinese stock screen selects companies associated with robotics, with a turnover rate between 3% and 12%, circulating market value below 10 billion yuan, and a positive daily MACD reading. It also describes sorting qualifying stocks by closing price.…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection method filters for shares with turnover between 3% and 12%, a reversal-style candlestick condition, and a weekly five-period moving average crossing above the ten-period average. The article presents the combination as a way to pair…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection screen combines recent trading activity, short-term price momentum, market capitalization, and profitability. It ranks stocks by trading volume over the past ten days, selects those with positive gains below 35% over the same period, and…

EquitiesChina marketsMomentumStatistics
SuperMind

This Chinese equities screen combines a market capitalization ceiling of 10 billion yuan, positive profitability, beverage manufacturing industry membership, and a MACD reading above zero. Its detailed screening examples add conditions involving return on…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equities screen looks for robotics related companies with float market value below 10 billion yuan, turnover between 3% and 12%, and a recent high among the highest prices of the past two days. It combines a theme and size filter with a short…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed stock screen looks for turnover within a specified band, an appearance on the previous day’s market leaderboard, and three moving-average crossovers involving 15-, 30-, 60-, and 120-period averages. The article presents the combination as a way…

EquitiesChina marketsTechnical indicatorsMomentum