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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
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

4,510 documents

SuperMind

This document describes an A-share stock screen using three conditions: turnover between 3% and 12%, a newly formed KDJ golden cross, and an auction return above -2% but below 5%. It presents the turnover band as a liquidity filter, the KDJ signal as a way…

EquitiesTechnical indicatorsSentiment
SuperMind

This document presents a Chinese-equity screening rule combining three conditions: RSI below 65, displayed best-bid volume greater than best-ask volume, and the gain at 9:25 below 6%. The accompanying explanation interprets the RSI threshold as a price…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This document outlines an equity screen for metaverse-related stocks with positive institutional activity and circulating market value above 10 billion yuan. It argues that the sector may offer growth exposure, institutional flows may provide a useful…

EquitiesChina marketsFactor investingSentiment
SuperMind

This Chinese-language article describes an A-share screening rule that selects stocks with turnover between 3% and 12%, seven consecutive daily declines, and positive large-order net inflow in the afternoon. It provides formula and Python examples intended…

EquitiesChina marketsMean reversionSentiment
SuperMind

This stock-selection proposal combines a positive MACD reading with a company-quality filter and large-order net volume above a threshold for at least three consecutive days. The article frames the inputs as technical, fundamental, and money-flow signals,…

EquitiesChina marketsMomentumTechnical indicators
Amberdata research

This market snapshot reviews Bitcoin’s response to the Federal Reserve’s rate cut and SEC approval of options on a Bitcoin exchange-traded fund. It also discusses mixed political comments on crypto and compares reported fund flows for Bitcoin and Ethereum.…

CryptoOptionsOn-chain dataSentiment
OctoBot

This documentation explains how OctoBot extensions, called tentacles, add or modify analytical and trading functions. Tentacles can provide technical or social evaluators, interpret strategy signals, create and manage orders, support interfaces and…

CryptoTechnical indicatorsSentimentExecution
SuperMind

This stock-selection screen combines a turnover range of 3% to 12%, a rising KDJ K value, and a condition relating the daily price return to net volume attributed to very large orders. The proposed rationale is to favor shares with active trading, improving…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines three filters: RSI below a specified ceiling, external volume divided by internal volume above a stated ratio, and at least one limit-up event within the preceding period. The author presents the recent limit-up condition…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese-language document describes a stock-selection screen combining a 14-period RSI below 65, first-level bid volume greater than first-level ask volume, and an external-to-internal trading-volume ratio above 1.3. The ratio is approximated from…

China marketsEquitiesTechnical indicatorsSentiment
Amberdata research

The podcast recap covers retail options activity, investor overlap with crypto, and possible uses of options on spot crypto exchange-traded funds. It reports survey findings that options activity increased for many respondents after the COVID-19 pandemic,…

OptionsCryptoVolatilitySentiment
BigQuant

This market-monitoring report reviews Chinese equities during the early 2020 pandemic shock. It combines trading activity, valuation, turnover, sentiment, sector relative performance, fund concentration, and style-factor signals. Its readings describe…

China marketsEquitiesFactor investingStatistics
SuperMind

This document describes a daily, after-close stock screen that selects shares with MACD above zero, a metaverse concept classification, and high individual-stock attention. The MACD formula uses the difference between 12-period and 26-period exponential…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This brief strategy description proposes following shareholdings associated with Hong Kong Securities Clearing (Nominees), China’s social security funds, and qualified foreign institutional investors. It identifies these entities as the focus of a…

EquitiesChina marketsSentimentPortfolio construction
BigQuant

This article describes 25 reasons retail investors may lose money in equities. It groups them around information and research gaps, overreliance on one strategy, emotional and herd-driven decisions, limited planning and experience, concentrated portfolios,…

EquitiesRisk managementPortfolio constructionSentiment
BigQuant

This translated research review examines seven U.S. equity sentiment signals built from analyst revisions and surprises, short-selling data, news, options, consumer web content, corporate filings, and insider trades. It describes how the signals are…

EquitiesSentimentFactor investing
SuperMind

This Chinese-language post describes a screen for stocks classified in the metaverse industry. It selects the five highest ranked by current-day auction amount and requires current-day position growth above 5%. The author interprets auction activity as a…

EquitiesMomentumSentimentChina markets
Cryptohopper blog

The article explains bull markets as periods when demand and optimism support rising crypto prices, and bear markets as periods when supply and pessimism dominate. It lists common signs, including trading volume, liquidity, investor confidence, and price…

CryptoSentimentVolatilityRisk management
SuperMind

The proposed stock screen selects Chinese A-shares with turnover between 3% and 12%, excludes Beijing-listed shares, and requires appearance on the previous day’s exchange top-trading list. The document interprets top-list membership as a possible sign of…

China marketsEquitiesMomentumSentiment
SuperMind

This Chinese stock-selection screen combines metaverse concept membership with a price stability condition and a recent run of three consecutive limit-up sessions. It requires the current close to exceed the previous session’s low and uses price-ratio…

EquitiesChina marketsMomentumSentiment
SuperMind

This document presents a simple A-share screening rule based on price movement and reported trading activity. It selects stocks whose high-low range exceeds 1%, whose closing price is exactly 18.5 yuan, and whose daily position-increase ratio is above 5%.…

EquitiesChina marketsVolatilitySentiment
SuperMind

This Chinese-language post describes a stock-selection rule combining three filters: RSI below 65, first-level bid volume greater than ask volume, and a volume ratio based on yesterday’s turnover rate and today’s auction volume relative to yesterday’s volume…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-selection note screens for equities with amplitude above 1, ranks them by current opening auction value, and retains the top five when institutional flow is positive. It presents amplitude and auction activity as measures that may identify active…

EquitiesMarket microstructureSentimentRisk management
SuperMind

This stock-selection note combines RSI below 65 with seven consecutive down sessions, then ranks candidates by the day’s opening auction value and selects the top five. The proposed interpretation is that high auction value reflects market attention and…

EquitiesTechnical indicatorsMean reversionSentiment