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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

12,140 documents

SuperMind

This Chinese-language post describes a stock selection screen using price movement, trading activity, and a short moving-average trend condition. It selects shares whose daily high-low amplitude exceeds a threshold, whose prior turnover adjusted by the ratio…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a screen for stocks with codes beginning with 60, a daily high-low range exceeding one percent of the open, and five moving averages that are each rising versus the prior period. The averages use five, ten, twenty,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post presents a stock screen combining at least five overlapping moving averages, a 2021 date condition, and a shortening MACD histogram on a 15-minute chart. It interprets converging averages as a sign of price stability and the…

EquitiesTechnical indicatorsMomentumMachine learning
SuperMind

This post presents a stock selection screen combining three technical conditions: a daily high-to-low range above a stated threshold, a reversal pattern, and a rising short-term moving average. Its final description specifies that the five-day moving average…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post presents a Chinese equity screen for robot-concept stocks with turnover between 3% and 12%, circulating market value below 10 billion yuan, and MACD above its zero line. The zero-line condition is intended to favor stocks with positive trend…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening idea ranks shares by a fund-strength measure, then filters for a dividend ratio above the stated threshold for 2019 and a 20-day moving average above the 120-day average. The page describes fund strength as potentially drawing on…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This stock selection rule combines three conditions: recent position increases above 5%, a weekly five-period moving average crossing above the ten-period average, and the 20-day moving average above the 120-day average. The article interprets these as signs…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a technical stock screen using an RSI threshold, three consecutive down sessions, and shortening green MACD histogram bars on a 15-minute interval. It presents the combination as a way to filter for price movement and momentum changes, and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes an A-share stock screen using three conditions: RSI below 65, an external-to-internal volume ratio above 1.3, and previous-day auction turnover above 0.26. It provides an indicator formula and Python example, which also adds a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a stock screen using daily price movement, convertible-bond information, and a reported increase in holdings. Its stated conditions are an absolute price change of at least one percent, a nonempty outstanding convertible-bond name, and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post describes an A-share screening rule that combines daily price movement, a morning-star candlestick condition, and relative trading volume. The stated rule selects stocks with amplitude above one, a volume ratio above 1.5 and below…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This expert advisor trades when two lines of a custom moving-average-on-momentum indicator cross. It filters entries by the indicator’s 100 level: buy signals qualify below it, while sell signals qualify above it. Positions can exit at a point-based…

MomentumTechnical indicatorsPosition sizingRisk management
SuperMind

This Chinese stock-screening note describes combining three signals: stocks appearing on the prior day’s trading leaderboard, stronger measured capital flows, and a shrinking MACD histogram below zero on a 15-minute chart. The author interprets a contracting…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock screening proposal targets companies classified in the metaverse sector. It selects stocks with a volume ratio above 1.5 and below 6, and with more than n days since listing. The post frames the volume ratio as a way to find stocks with…

EquitiesChina marketsMomentum
SuperMind

This Chinese stock-selection note combines three filters: at least two limit-up sessions during the previous 500 days, a newly formed upward KDJ crossover with J below zero, and a ranking by a measure called fund strength. The note describes that measure as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection note describes a technical screen combining turnover, KDJ, and MACD signals. It looks for stocks with turnover between 3% and 12%, a rising K line, and a shortening green MACD histogram on a 15-minute interval. The referenced…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language strategy note describes a screen for mainland Chinese equities in the metaverse sector. It selects stocks whose prior-day turnover exceeds 8% and whose MACD is above zero, with the DIF line also above the signal line. The stated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a Chinese equity screening rule that selects stocks with an intraday high-low range greater than 1%, a newly formed KDJ crossover, and trading value above 60 million yuan. It explains these filters as a way to seek active, volatile stocks…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This BigQuant workflow builds a Chinese stock portfolio from a broad exchange and sector universe. Its factor query computes lagged price measures, ranks stocks using longer- and shorter-window returns, filters out special-treatment stocks, and removes rows…

China marketsEquitiesMomentumBacktesting
SuperMind

This Chinese-language post proposes a stock-selection screen combining three conditions: rank candidates by capital-flow strength, require the weekly five-period moving average to cross above the ten-period average, and require the 30-day average line to be…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document describes a stock selection rule combining three conditions: daily amplitude above 1, circulating shares no greater than 5.5 billion, and current closing price above the prior day's low. It presents the first condition as a way to find more…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This note proposes screening Chinese A-shares for turnover between 3% and 12%, market capitalization below 10 billion yuan, positive profitability, and non-ST status. It further describes selecting stocks with five daily limit-up events, though the wording…

EquitiesChina marketsBreakoutMomentum
SuperMind

This note outlines a stock screen using daily price activity and trading volume. Its stated conditions are an intraday amplitude above 1, current volume above 10,000 lots, a higher open, and previous-day turnover above 60 million. The accompanying discussion…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes an A-share screening rule for companies in the metaverse industry. It looks for a newly formed bullish KDJ crossover alongside a record of strong return on equity over five years, and says to run the screen before 10 a.m. on each trading…

EquitiesChina marketsTechnical indicatorsMomentum