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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
WonderTrader
14 documents
Alphalens
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

The document outlines a Chinese equities screening rule that selects stocks with amplitude above a threshold, ranks them by the day’s auction trading value, and keeps the top five that meet a reversal or engulfing-style condition. It interprets larger…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The document describes a Chinese-market stock selection screen for mainboard shares. It first filters for a turnover rate between 3% and 12% and a circulating market value between 5 billion and 10 billion yuan, then ranks qualifying stocks by a heat or…

EquitiesChina marketsSentimentFactor investing
SuperMind

This stock selection approach combines three filters: price amplitude above a threshold, positive large-order net volume for at least three consecutive days, and upward divergence among moving averages. It frames the order-flow condition as a possible signal…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screen combines RSI below 65, greater displayed buying than selling volume, and a prior-day 9:15 matching price described as limit-down. The article interprets the order-book imbalance as relatively strong current demand despite a severe price…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This A-share screening idea combines a 14-period RSI below 65 with a buy-side to sell-side volume ratio above 1.3 and a profitability filter based on return on equity. The discussion frames RSI as a way to avoid the most overbought conditions, the volume…

EquitiesChina marketsTechnical indicatorsFactor investing
BigQuant

The report summary describes a study of Chinese equities covered by broker buy-rating reports. Cross-sectional regressions reportedly find a significant return premium for covered stocks after controlling for common stock-selection factors. The premium is…

EquitiesEvent-drivenSentimentStatistics
SuperMind

This post describes a simple Chinese equity screen that selects stocks with turnover between 3% and 12%, an initial listing year of 2021, and lower lows across the previous seven trading sessions. The rationale combines a minimum level of market activity…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This post describes a Chinese equity screen built around MACD being above zero, a company-type condition, and a claim that the stock had three consecutive limit-up sessions on the previous day. It presents the positive MACD reading as a possible sign of an…

EquitiesTechnical indicatorsMomentumSentiment
Kraken Learn

This survey article examines how U.S. cryptocurrency holders view and use memecoins. It reports that 85% of respondents invest in them and that 76% consider the potential reward worth the risk. The article describes price volatility and the prospect of…

CryptoSentimentVolatilityStatistics
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme, requires first-level bid volume to exceed first-level ask volume, and looks for a rising 30-day moving average. The order-book condition is intended as a rough sign of stronger…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese equity screening idea combines daily price range, weekly MACD, and a recent run of limit-up sessions. It seeks stocks with a daily high-low range above 1%, weekly MACD above zero, and three consecutive limit-up closes through the prior day. The…

EquitiesChina marketsTechnical indicatorsMomentum
Amberdata research

This article presents forecasts for wider cryptocurrency use and argues that institutional participation could expand alongside retail adoption. It cites research projecting that crypto users could reach one billion by 2030, alongside a separate estimate…

CryptoStatisticsSentimentPortfolio construction
Amberdata research

This market snapshot links crypto weakness to recession concerns, higher Treasury yields, a cautious Federal Reserve, and reported liquidations. It reviews Bitcoin and Ethereum ETF flows, exchange trading volumes, and open interest as indicators of investor…

CryptoSentimentStatisticsSpot markets
SuperMind

This stock-selection proposal combines three filters: membership in the metaverse theme, a closing price above the prior day's low, and a high ranking by net large-order volume. The price comparison is intended as a short-term price condition, while the…

EquitiesChina marketsSentimentTechnical indicators
Amberdata research

This dated market recap summarizes observations about Bitcoin and Ether options markets for the week of November 30, 2022. It reports that realized volatility continued to decline, the term structure was moving back toward contango, and short-dated skew fell…

CryptoOptionsVolatilitySentiment
MQL5 code base

The sentiment zone oscillator (SZO) is presented as a leading contrarian indicator intended to identify extreme bullish or bearish emotion in a market or security. Such extremes may precede a shift in sentiment and a change in the trend being studied. The…

SentimentTechnical indicatorsMean reversion
SuperMind

This A-share stock screen combines three conditions: a 14-period RSI below 65, first-level bid volume greater than ask volume, and the weekly close crossing above its 30-week moving average. The article interprets the RSI as a measure of price conditions,…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This post describes a China equity screen that combines a metaverse industry classification, a positive institutional-flow measure, and a prior-day 9:15 matching price near the daily limit-down level. The proposed interpretation is that institutional…

EquitiesChina marketsMean reversionSentiment
SuperMind

This Chinese stock screen selects companies in the metaverse concept group with circulating market capitalization above 10 billion yuan and positive afternoon net inflow from large orders. The document describes these as three conjunctive filters and…

EquitiesChina marketsMarket microstructureSentiment
Amberdata research

This market commentary reviews early 2025 conditions across Bitcoin, Ethereum, and Solana. It links macro events and labor data to volatility expectations, and describes Bitcoin positioning around the $100,000 strike, including dealer short gamma and demand…

CryptoOptionsFuturesCarry
BigQuant

The document gives a brief overview of artificial intelligence, from the field’s origins to its wider adoption as data, computing hardware, and algorithms advanced. It describes AI as systems that model aspects of human reasoning and notes its use in…

Machine learningSentimentPortfolio construction
BigQuant

This literature note summarizes research on whether individual investors favor mutual funds that have recently produced unusually large positive returns. The study defines a fund-level MAX measure of extreme gains and reports that funds with higher MAX…

SentimentStatistics
Kraken Learn

This survey report describes crypto holders’ experiences with fraud, theft, and common account or transaction mistakes. It says many respondents worry more about errors they might make themselves than attacks by others, and that security concerns have kept…

CryptoDeFiRisk managementSentiment