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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 A-share screening idea combines a positive 10-day return below 35%, recent limit-up activity, and a daily range condition. The accompanying discussion frames it as a way to find stocks with recent strength for short- to medium-term observation.…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen requiring RSI below 65, a favorable but undefined enterprise quality characteristic, and a 10-day return above zero but below 35%. It combines a technical indicator with a recent-return band and a qualitative…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese equity selection approach using three signals: RSI below 65, the latest high matching the highest high over the previous two days, and strong performance during 2021. The proposed combination uses RSI as a momentum condition, a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines three conditions: daily price amplitude above 1, turnover between 2% and 9%, and a ten-day price gain greater than zero but below 35%. The stated rationale is to find shares with meaningful price movement and trading…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This Chinese stock screening example selects shares with MACD above zero and a ratio of external to internal trading volume greater than 1.3, with the universe restricted to 2021. Qualifying stocks are ordered by their individual price gains, highest first.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents a Chinese stock screen built around price amplitude above 1, MACD below zero two days earlier, and more than two limit-up sessions within ten days. It frames the combination as a short-term technical and market-sentiment filter. The final…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post describes a short-term selection rule combining three signals: more than two limit-up sessions in the previous ten days, a prior-day 9:15 matched price at the limit-down level, and today’s position increase share above 5%.…

EquitiesChina marketsMomentumRisk management
SuperMind

This article proposes screening stocks for at least five overlapping moving averages and a shortening green MACD histogram on a 15-minute timeframe. Its stated rationale is that moving-average clustering and a changing MACD histogram could help identify…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three technical conditions: price proximity to five moving averages, a newly formed KDJ golden cross, and a shortening green MACD histogram on a 15-minute chart. It proposes ranking stocks by the absolute gaps between price and the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed screen looks for stocks classified in the beverage and alcohol import-export industry with RSI below 65 and a shortening MACD histogram on a 15-minute interval. The article presents the RSI and MACD conditions as short-term technical filters,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: a 14-period RSI below 65, at least two limit-up sessions within the past 500 days, and a change in price by 9:25 a.m. below 6%. The article presents the early quote as a signal of the day’s opening direction and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note proposes screening main-board Chinese stocks using a turnover range of 3% to 12%, a reversal-style pattern, a daily gain above 2%, and a large-order volume condition. The accompanying formula compares recent and longer-term volume averages as a…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This note describes a China A-share screening rule for main-board stocks associated with robotics. It combines a daily turnover range of 3% to 12%, a circulating market value below 10 billion yuan, and a daily gain above 1%. The article presents the rule as…

EquitiesChina marketsMomentumRisk management
SuperMind

This Chinese stock-selection post proposes screening for shares with at least two limit-up moves within the stated recent period, a price below the stated threshold, and a daily increase in holdings above 5%. It interprets the holdings increase as possible…

EquitiesChina marketsMomentumEvent-driven
SuperMind

This proposed A-share screen targets short-term trading by selecting stocks with a stated price condition, daily amplitude above a threshold, and more than two limit-up days within the prior ten days. The document interprets repeated limit-ups as a sign of…

EquitiesChina marketsMomentumBreakout
SuperMind

This post outlines a Chinese stock screen that combines at least five overlapping moving averages, low valuation ratios, and shorter negative MACD histogram bars on a 15-minute chart. It describes a universe of Shenzhen main-board stocks and gives…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: at least five moving averages converge, the previous day’s turnover exceeds 8%, and the 15-minute MACD histogram’s negative bars are getting shorter. The article interprets moving-average convergence as relative…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines three conditions: a 14-period RSI below 65, an indication that major market participants controlled trading the previous day, and a 30-day moving average that is higher than its prior value. The rising average is intended…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post proposes screening A-shares using price amplitude, an opening-auction bid/ask measure, large-order buying, and more than two limit-up sessions over a ten-day window. It frames the combination as a blend of price behavior,…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese-language post describes an A-share screening rule combining MACD above zero, three consecutive declining sessions, and more than two limit-up days within ten days. It presents the rule as a way to find stocks with a positive trend signal despite…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock-screening example combines elevated price amplitude, at least five overlapping moving averages, and multiple limit-up sessions within a recent window. Its stated aim is to identify stocks with strong short-term activity and concentrated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening example combines a turnover band, a maximum circulating share count, and weekly MACD above its zero line. The intended rationale is to focus on relatively active, smaller-float stocks whose trend indicator is positive. The post…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks associated with the robotics theme, with turnover between 3% and 12%, a reversal-style price pattern, and circulating market capitalization below 10 billion yuan. The turnover range is intended to constrain trading…

China marketsEquitiesTechnical indicatorsMomentum