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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 note describes a Chinese equity screen for stocks in the metaverse theme. It selects names whose prior-day actual turnover is between 3% and 28% and whose current-day return is positive, with the return calculated from the close relative to the previous…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines three conditions: rank stocks by volume ratio and retain the top 25, require limit-up events over the stated 25-day period, and select stocks whose 30-day moving average is rising while the close remains above it. The article…

EquitiesMomentumTechnical indicatorsRisk management
ProRealCode

This indicator description presents the Zex as a lower-timeframe tool intended for scalping. It begins with a Stochastic Momentum Index calculated from closing prices, smooths that series with a triangular average, and defines a histogram from the difference…

Technical indicatorsMomentumExecution
SuperMind

This stock-selection approach combines a turnover filter of 3%–12% with a positive but capped 10-day price gain and a condition that the stock’s average price stands above its five-day moving average. The stated rationale is to focus on actively traded…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post outlines a Chinese stock-selection screen combining a positive MACD reading, a signal described as prior-day institutional control, and alignment among several moving averages. It presents the original screen as requiring at least five averages to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note describes a timing strategy based on the rotation between large-cap and small-cap stocks in China’s A-share market. It compares the recent performance of the CSI 300 and CSI 500 indexes, representing the two size groups, and selects the stronger…

China marketsEquitiesMomentumTrend following
MQL5 code base

The document explains the directional components of Wilder’s Directional Movement Index: the positive indicator (+DI) and negative indicator (-DI). It distinguishes these from the Average Directional Index, which describes the strength of movement without…

Technical indicatorsTrend followingMomentum
SuperMind

This Chinese-language post outlines a daily stock screen focused on companies classified in the metaverse industry. It combines a newly formed KDJ bullish crossover with positive net buying attributed to large orders, and also specifies turnover, volume,…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document presents a bounce-strength indicator for assessing buying or selling pressure while price trades inside a range. The proposed measure relates the close’s position within the bar’s high-low spread to its distance from the range boundary: upward…

Technical indicatorsBreakoutMomentumStatistics
SuperMind

The document describes a stock-selection screen using daily price range above one percent, weekly MACD above its signal line and above zero, and a top-ten ranking for large-order net flow. It gives formula-style conditions and a Python outline that estimates…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language article outlines a daily pre-market stock screen combining three conditions: MACD above its zero line, a share price below 12 yuan, and a chart pattern described as the start of a strong advance. Its suggested trigger uses a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes screening Chinese stocks for three technical conditions: at least five overlapping moving averages, a rounded price pattern near a bottom, and more than two limit-up sessions within ten days. It interprets the moving-average cluster as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post describes a screen requiring daily price amplitude above 1%, a positive ten-day return below 35%, and circulating shares no greater than 5.5 billion. Its accompanying indicator formula and Python example show how to express…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese equity screening approach that combines a small-company size constraint, a positive earnings condition, a short-term versus long-term moving-average comparison, and a ranking by capital strength. It describes turnover and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article describes an A-share overnight trade designed around the T+1 settlement rule: buy after 2:30 p.m. and sell at the next session’s opening auction or first moment, regardless of profit or loss. Its six filters seek stocks rising 3% to 5% that day,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects shares with amplitude above 1, an appearance on the previous day’s market top-trading list, and a weekly price crossing above its 30-week moving average. The post treats amplitude as a sign of short-term movement, top-list activity…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection post combines three filters: daily amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and return on equity above 15% for five consecutive years. It presents the combination as a way to pair…

China marketsEquitiesMomentumFactor investing
SuperMind

This screen looks for metaverse-sector stocks whose prior-day closing price is above the 250-day moving average and whose weekly bars indicate positive momentum. It combines a thematic sector filter, a long-term trend condition, and weekly price strength.…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects A-share companies in the metaverse theme with a circulating share count at or below 5.5 billion and three consecutive limit-up sessions through the prior day. The rationale is that a popular sector and a short run of strong price…

China marketsEquitiesMomentumBreakout
SuperMind

This Chinese equity selection note outlines a screen for stocks in a designated metaverse industry group. Its initial description calls for simultaneous bullish crosses in three technical indicators and a previous-day auction turnover threshold. The more…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator combines a Double Weighted Moving Average with a Jurik Moving Average and expresses their relationship as an oscillator. The stated motivation is to combine two relatively smooth averages into a system that produces a manageable number of…

Technical indicatorsTrend followingMomentum
SuperMind

This Chinese equity screen selects main board stocks with a daily amplitude above 1, an opening gain greater than 1% relative to the prior close, and a top-five rank by auction trading value. The proposed combination targets active stocks showing both price…

EquitiesChina marketsMomentumVolatility
SuperMind

This Chinese equity screening idea combines a daily range filter, a fresh KDJ crossover, and positive prior-day auction turnover. The post’s stated final rule uses a range above 1% and auction turnover above 0.26, with the KDJ condition intended to capture a…

EquitiesChina marketsTechnical indicatorsMomentum