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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

22,592 documents

BigQuant

This opinion piece presents stock trading as a possible independent career, emphasizing schedule autonomy, reduced dependence on an employer, access to shares in public companies, and the ability to shift attention among sectors. It argues that market…

EquitiesChina marketsRisk management
SuperMind

This A-share stock selection approach looks for MACD above zero, a rising DEA line, and at least two limit-up events during the previous 500 days. It treats positive MACD and an improving signal line as evidence of strength, while repeated limit-ups identify…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea combines three conditions: MACD is above zero, parent-company net profit growth is above 20% and no more than 100%, and the stock has reached the daily limit-up at least twice in the prior 500 days. The intended rationale…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post proposes a Chinese stock watchlist screen for companies associated with beverage or alcohol imports and exports. It combines daily price amplitude above 1% with at least one limit-up event in a recent window. The accompanying indicator and Python…

EquitiesBreakoutTechnical indicatorsRisk management
SuperMind

The post describes a Chinese equity screen requiring daily amplitude above 1%, a positive 10-day return below 35%, and at least one daily gain of 10% or more during the preceding 25 trading days. It frames these conditions as a way to find volatile stocks…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock-selection idea screens for shares with turnover between 3% and 12%, three consecutive declining sessions, and positive net institutional money flow. It frames the pattern as a way to find stocks that have pulled back while attracting institutional…

EquitiesMean reversionTechnical indicatorsSentiment
SuperMind

The document outlines a Chinese stock-selection idea that combines membership in the metaverse industry with a rounded price pattern and a measure built from price change and net volume attributed to very large orders. Its example implementation further…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea focuses on the metaverse sector and filters for an opening price less than six percent above the prior close, along with a current-day low below the previous day’s low. The article supplies formula and Python examples for applying…

EquitiesTechnical indicatorsChina markets
SuperMind

This note describes a Chinese stock screen combining three conditions: at least five moving averages converge, the 30-day average is rising, and free float is no more than 5.5 billion shares. The intended rationale is to find stocks with aligned or…

EquitiesTechnical indicatorsTrend following
SuperMind

This Chinese equity screen selects shares priced below 12 yuan whose MACD is above zero, while excluding shares that hit a limit-up on the previous day. The note frames positive MACD as a technical entry condition and the prior-day exclusion as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection note combines a metaverse-industry filter with two price-trend conditions: the 30-day moving average must be rising, and the share price must be above its five-day moving average. Its sample implementation also ranks qualifying shares by…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock-selection note describes a screen for shares with amplitude above one, excluding special-treatment stocks, and requiring that the prior session was not a limit-up day. It also invokes a named “five-step limit-up” method, but does not…

EquitiesChina marketsBreakoutTechnical indicators
SuperMind

The article proposes a Chinese equity screening rule that ranks stocks by trading heat, then filters for an RSI below 65 and at least one limit-up session during 2021. Its code example retrieves daily data, computes a 14-period RSI, checks for a qualifying…

EquitiesTechnical indicatorsMomentumBacktesting
FMZ guides

This guide collects exchange-specific implementation details for brokerage and cryptocurrency connections. For Futu, it explains market-specific stock symbol formats, account market identification, and the effect of disabling cached account and position data…

ExecutionMarket microstructureEquitiesCrypto
SuperMind

This note describes a stock screen requiring daily price amplitude above 1, MACD above its zero line, and a positive price-to-earnings ratio. The conditions aim to combine elevated price movement, a bullish technical signal, and a company reporting positive…

EquitiesTechnical indicatorsVolatilityStatistics
SuperMind

This note presents a China A-share selection screen focused on metaverse-related stocks. Its final criteria combine a volume ratio between 1.5 and 6, turnover above 3%, a prior close above the 10-day moving average, an opening price below the prior close, a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection note describes a screen for beverage and alcohol import-export companies. It combines turnover between 3% and 12% with prior-day trading activity above the stated 60 million threshold. The article also gives formula and Python examples…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-screening method combines a 14-period RSI below 65, three consecutive bearish daily candles, and a positive daily MACD condition. The document presents the combination as a way to find shares with recent short-term weakness while retaining a…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document proposes screening Chinese equities for three conditions: price amplitude above a threshold, the close above its five-day moving average, and a positive Morning Star candlestick signal. It presents the combination as a way to find stocks with…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document describes a Chinese equities screening rule combining price amplitude above 1, a nonempty name for outstanding convertible bonds, and a 2019 dividend ratio above 25%. It presents the screen as a way to find volatile stocks with stronger company…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This stock screen combines three technical conditions: daily amplitude above a stated threshold, a positive weekly MACD histogram, and at least five moving averages meeting a convergence condition. The post describes these as a way to find volatile stocks…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document proposes a Chinese stock screen combining market capitalization below 10 billion yuan, no reported losses, a convertible-bond-related name field, and at least five moving averages that converge. It suggests using 5-, 10-, 20-, 50-, and 200-day…

China marketsEquitiesTechnical indicatorsTrend following
BigQuant

The document addresses a screening condition that combines a stock closing above a rolling maximum with a recent limit-up requirement. The questioner reports that the combined filters return no candidates even though individual conditions seem to identify…

China marketsEquitiesBreakoutTechnical indicators