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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

The article presents a Chinese equity screening idea that combines a six-period RSI below 65, association with the metaverse theme, and at least two limit-up moves within a 500-day window. It frames the conditions as a way to combine a measure of market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The article describes a Chinese stock screen combining three ideas: several moving averages clustered together, turnover within a specified band, and a 20-day moving average above the 120-day average. It interprets clustered averages as alignment across time…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document presents an oil strategy on 10-minute bars built around a two-candle hammer-negation pattern. A first candle has its body near one end of its range; the following candle’s body must move into or beyond the prior candle’s shadow, with its body…

CommoditiesTechnical indicatorsMomentumTrend following
SuperMind

This proposed stock screen selects Chinese equities with a daily price range above a threshold, no limit-up close on the prior day, and a positive institutional-flow measure. The explanation presents the range condition as a way to find active stocks and the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen combines three conditions: at least five moving averages converging, a rounded-bottom price shape, and at least two limit-up sessions within the past 500 days. The accompanying explanation interprets converging averages as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection rule filters for a circulating market capitalization above 10 billion yuan, a recent amplitude above 1, and a ten-day price change greater than zero but below 35%. Its stated aim is to find relatively large stocks with notable price…

EquitiesChina marketsMomentumVolatility
SuperMind

This post proposes a Chinese A-share stock screen combining price movement, a measure of daily control, and buying activity in large and very large orders during the auction. It also suggests adding a dividend yield or PEG condition. The rationale is to…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This stock screen combines daily price amplitude above 1, a positive weekly MACD histogram, and an outside-to-inside trade ratio above 1.3. It is intended to find shares with active price movement, a positive weekly technical signal, and buying-side…

EquitiesTechnical indicatorsMomentum
SuperMind

This note proposes a Chinese equity screen that combines a 14-period RSI below a stated ceiling, membership in the beverage and alcohol import-export industry, and a share price below a stated limit. It frames the conditions as a mix of technical, industry,…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This note describes a technical screen for Chinese equities using three conditions: daily price range above a threshold, weekly MACD above zero, and daily moving averages ordered from shortest to longest. The intended effect is to find stocks with positive…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screening approach selects Chinese stocks associated with the metaverse theme, requires turnover above 8% on the previous day, and looks for at least one daily gain of 10% or more during the prior 25 trading days. The document describes the rules in…

EquitiesMomentumChina markets
SuperMind

This Chinese-language post describes an equity screen using RSI below a specified ceiling, a product of price change and a large-order net-flow measure above a threshold, and a prior-day opening-auction matched price at the limit-down price. The stated…

EquitiesChina marketsTechnical indicatorsMarket microstructure
MQL5 code base

This indicator description explains how to recolor price candles according to the Relative Strength Index. It offers comparison modes based on whether RSI is above or below 50, whether it crosses overbought or oversold thresholds, or whether the current RSI…

Technical indicatorsMomentum
SuperMind

This selection method looks for Chinese stocks with daily amplitude above 1%, a weekly five-period moving average crossing above the ten-period average, and more than 7 million shares of combined large and very large buy orders during the auction. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a Chinese equity selection approach that first limits candidates to companies with market capitalization below 10 billion yuan and no losses, then ranks them by capital strength and selects the top five by the day’s auction amount. The…

EquitiesChina marketsMomentumFactor investing
SuperMind

This note presents a Chinese stock screen for the metaverse sector. Its final criteria combine prior-day turnover above 8%, more than two limit-up sessions over the preceding 10 days, market capitalization within the top 30% of the market, and a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-screening note describes a technical setup for Chinese metaverse shares. It seeks stocks that had a limit-up day within the previous 25 days and then recorded three consecutive sessions in which each close was lower than the prior close. The…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

The article presents a discretionary short-term stock selection approach for Chinese A-shares. It recommends tracking themes with broad limit-up participation and persistence, then considering entries after follow-through is confirmed. Within a strong theme,…

China marketsEquitiesMomentumBreakout
ProRealCode

The TMMS oscillator combines one RSI series with two stochastic series. It centers each reading around its midpoint and classifies the histogram as bullish when all three are above that level, bearish when all three are below, and neutral when they disagree.…

Technical indicatorsMomentumTrend following
SuperMind

This A-share stock screen combines a technical condition with reported earnings growth. It selects stocks with RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a rising K value…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines three conditions: today’s position-increase ratio must exceed 5%, the product of price change and net large-order flow must be positive, and the stock’s 10-day gain must be above zero but below 35%. The intended signal is a…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This note describes a Chinese stock screening rule combining daily amplitude above 1, trading volume above 10,000 lots, an opening price above the prior close, and a rising MACD DEA line. It presents the screen as a way to find actively traded, volatile…

EquitiesChina marketsMomentumTechnical indicators