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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

29,558 documents

SuperMind

This proposed A-share screen combines three filters: at least five moving averages converging, a positive but bounded return over ten days, and a dividend ratio above the stated level for 2019. The article presents convergence as a way to find stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note proposes screening stocks by three characteristics: a dividend payout ratio above 25% in 2019, a share price below 12 yuan, and capital strength ranked from highest to lowest. It defines capital strength broadly through measures such as turnover or…

EquitiesChina marketsFactor investingRisk management
SuperMind

This note outlines a screen for main-board Chinese stocks that belong to a robotics concept group, have float market capitalization below 10 billion yuan, and show turnover between 3% and 12%. It also requires a weekly MACD condition: the note describes the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screening idea that selects stocks with a daily price range above 1%, at least one limit-up event in the past month, and more than two limit-up days in the past ten days. It presents this as a way to find recent market…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen selects stocks with circulating market capitalization above 10 billion yuan, price amplitude greater than 1, and a 9:25 a.m. gain below 6%. The post frames the size filter as focusing on larger companies, the amplitude condition as…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The document outlines a Chinese stock screen combining daily price range and turnover with a multi-year revenue comparison. Its initial conditions require an amplitude above 1%, turnover between 2% and 9%, and revenue in 2021 exceeding 2018 revenue by a…

EquitiesChina marketsFactor investingVolatility
SuperMind

The document describes a Chinese A-share screening approach that combines daily turnover, robot-sector membership, free-float market value, and an enterprise classification described as “quality growth.” It also mentions ranking qualifying stocks by…

EquitiesChina marketsFactor investingRisk management
MQL5 code base

This Expert Advisor uses signals from an OsHMA histogram to generate trades at bar close. Depending on a selected mode, a signal occurs when the histogram crosses its zero level or changes direction. The method therefore turns changes in a momentum-style…

ForexMomentumTechnical indicatorsBacktesting
SuperMind

This article describes a Chinese stock selection screen using a daily high-low range threshold, a closing price of 18.5 yuan, and a positive return below 35% over ten days. The stated intent is to find stocks with some recent gains, moderate price, and…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This document describes an Expert Advisor that generates trades from the ColorNonLagDotMACD histogram. It forms a signal at bar close when the RMACD histogram crosses zero, its direction or signal line changes, and the histogram crosses its signal line.…

ForexTechnical indicatorsBacktestingRisk management
SuperMind

This post describes a Chinese equity screen requiring turnover between 3% and 12%, a listing on the previous day’s Dragon-Tiger trading disclosure, and a positive product of price change and a large-order activity measure. The conditions are presented as a…

EquitiesChina marketsMarket microstructureTechnical indicators
SuperMind

This post outlines a screen for mainland Chinese main-board stocks associated with robotics. It retains names with turnover between 3% and 12%, free-float market capitalization below 10 billion yuan, and a positive price-to-earnings ratio. The stated…

EquitiesChina marketsFactor investingRisk management
SuperMind

This post describes a stock screen combining three conditions: a positive return over the prior ten days that remains below 35%, three consecutive declining closes, and a daily net-buy ratio above 5%. It presents these filters as proxies for buying interest,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The stated screen selects stocks with a position-increase ratio above 5% for the day and an enterprise attribute described as 2021. The article frames the first condition as a sign of recent capital inflow, but the meaning of the company-year condition is…

EquitiesChina marketsMomentumRisk management
SuperMind

This document presents a Chinese stock screen based on turnover between 3% and 12%, circulating shares capped at 5.5 billion, and a rounded price pattern. Its final version also calls for circulating market value above 10 billion yuan. Example formula and…

EquitiesChina marketsTechnical indicatorsRisk management
MQL5 code base

This brief note explains a trend indicator attributed to Yuriy Tokman. It describes brightly colored bars as marking periods of maximum trend strength and warns that a pullback is then considered likely. The idea is therefore to read the strongest visual…

Technical indicatorsTrend followingRisk management
SuperMind

This stock screen combines a current-day holdings increase above 5%, positive institutional activity, and a 10-day price gain greater than zero but below 35%. The note presents these as measures of capital inflow, institutional positioning, and positive but…

EquitiesMomentumChina marketsRisk management
SuperMind

This proposed stock screen combines a market capitalization below 10 billion yuan, no losses during the prior three years, at least five overlapping moving averages, and a 9:25 a.m. price gain below 6%. It describes the filters as a way to find smaller…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock-selection note combines a historical dividend payout ratio above 25%, a closing price above the previous day’s low, and a reported current-day increase in holdings greater than 5%. It frames the dividend measure as a possible attraction for…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This proposed A-share screen combines turnover from 3% to 12%, an opening price within 5% of the 10-day moving average, and a daily low representing a decline between 4% and 5% from the previous close. The document describes the conditions as a technical…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

The proposed A-share screen combines a reported increase in institutional position share above 5%, seven consecutive declining sessions, and more than two limit-up days within the past ten trading days. The author frames the long decline as a possible…

EquitiesChina marketsMean reversionMomentum
SuperMind

This stock-screening proposal combines a daily price-range condition, positive price-to-earnings ratio, and a high dividend payout ratio in a specified historical year. It presents the range filter as a way to find active stocks, positive PE as an indication…

EquitiesVolatilityFactor investingRisk management
SuperMind

This proposed stock screen selects shares with today’s position increase above 5% and at least two limit-up sessions over the past 500 days. The post interprets a rise in position holdings as possible institutional buying interest and the historical…

EquitiesMomentumChina marketsRisk management
SuperMind

This Shenzhen main-board stock screen requires an RSI below 65, a price-to-earnings ratio between zero and 29.01, a price-to-book ratio between zero and 3.11, and more than two limit-up sessions within ten days. The post treats repeated limit-ups as a sign…

EquitiesMomentumTechnical indicatorsChina markets