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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 A-share screening idea combines a recent surge in limit-up activity with relative trading volume and Bollinger Band position. It selects stocks that ranked among the top 100 by volume ratio, had more than two limit-up days in the prior ten days, and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock selection approach that combines an RSI reading below 65, a condition labeled as the start of a major advance, and favorable performance during 2021. The stated indicator rules include a 14-period RSI threshold and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note begins with a screen requiring today’s position-increase ratio to exceed 5%, circulating market value between 50 and 100 billion yuan, and the 20-day moving average above the 120-day moving average. It interprets these filters as signs of recent…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen ranks stocks by capital strength, prioritizes the five largest by the day’s auction amount, and requires more than two limit-up sessions within the previous ten days. The rationale is that strong capital activity and repeated…

EquitiesChina marketsMomentumBreakout
SuperMind

This A-share screening proposal combines RSI below 65, prior-day auction turnover above 0.26, and an upward trend filter based on the 30-day average being above the 60-day average. The final stated rules also add price-to-earnings below 50 and price-to-book…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Supermind screening concept selects stocks with turnover between 3% and 12%, an opening price near the 10-day moving average, and three technical indicators signaling a bullish crossover. The article gives a formula-style example that places the open…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening approach combines a relative strength index below 65, MACD above its zero line, and 2021 revenue more than 1.1 times 2018 revenue. The technical filters are presented as a way to avoid an overextended reading while selecting for…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes a short-term Chinese stock screen based on three signals: more than two limit-up sessions within ten days, a daily increase in position share above five percent, and a positive threshold for the product of price change and net large-order…

EquitiesMomentumBreakoutMarket microstructure
SuperMind

This stock-screening proposal combines three conditions: today’s reported increase in holdings exceeds 5%, the day’s maximum decline falls between 4% and 5%, and the stock recorded at least two limit-up sessions during the prior 500 days. The document…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This note describes an A-share screening idea combining a ranking by capital-flow strength, a 2021 performance filter, and a 15-minute MACD condition in which the negative histogram bars are shortening. The proposed interpretation is that stronger inflows…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a stock screen combining three conditions: at least five overlapping moving averages, a named morning-star reversal pattern, and a positive but capped ten-day price gain. The pattern description calls for a bullish candle…

EquitiesTechnical indicatorsMean reversionMomentum
SuperMind

The document describes an A-share selection idea combining three filters: stocks among the top 100 by volume ratio, stocks among the top 10 for institutional-seat purchases in exchange trading data, and a shortening MACD histogram on a 15-minute chart. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document outlines a Chinese A-share stock screen combining three conditions: the 20-day moving average is above the 120-day average, afternoon large-order net flow is positive, and the reported increase in holdings for the day exceeds 5%. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This short-term Chinese equity screen combines trading activity, circulating share supply, and opening-auction buying pressure. It sets turnover within a stated 3% to 12% range, limits circulating market capitalization to the stated 1–55 hundred-million-yuan…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This proposed A-share screen combines a ranking by capital-flow strength, exclusion of specially treated stocks, a so-called five-limit-up pattern, and a requirement that the 9:25 price gain be below 6%. The article frames the capital-flow ranking as a way…

EquitiesMomentumChina markets
SuperMind

This note proposes screening equities using a reported position-growth share above 5%, a closing price above the previous day’s low, and a 2021 listing year. The first two conditions are presented as signs of buying interest and near-term price strength,…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This note outlines an equity screen intended to identify stocks with aligned moving averages and positive trend conditions. It combines at least five overlapping moving averages with a weekly MACD above zero and a rising 30-day average. The overlap is…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This proposed Chinese stock screen combines a reported daily increase in buying activity above 5%, year-over-year net profit growth between 20% and 100%, and an upward-sloping 30-day moving average. The article presents these as signs of capital inflow,…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese equity screen combines a turnover range of 3% to 12% with robot-sector membership, float market capitalization below 10 billion yuan, and RSI below 65. The stated rationale is to find actively traded stocks in the theme while using RSI as a…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This stock screen combines a daily trend filter with shorter-interval momentum signals. It selects shares whose 20-day moving average is above the 120-day average, whose 15-minute MACD histogram is shrinking while negative, and whose RSI is below 65. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three signals: the 20-day moving average is above the 120-day average, net buying by major participants during the opening auction is positive, and the day’s position increase ratio exceeds 5%. The article frames these as a…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This brief indicator description presents StepSto_v1 as a trend-following tool. It suggests using the indicator's level at 50 as a reference for identifying trend direction, and treating crossings of the indicator lines as potential trade signals. The…

Technical indicatorsTrend followingMomentum
SuperMind

The document proposes a China stock screen that ranks companies by capital strength, using measures such as turnover or trading value, and looks for a weekly MA5 crossover above MA10. Its initial concept also calls for market capitalization below 10 billion…

EquitiesChina marketsTechnical indicatorsMomentum