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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 document describes a screen for A-share stocks in the metaverse sector that appeared on the prior day’s top-trader activity list and had a daily price change between -5% and 2.6%. It gives example indicator conditions and a Python outline that combines…

China marketsEquitiesEvent-drivenMomentum
SuperMind

This Chinese equity screening proposal combines three price-action conditions: at least five moving averages converge, the stock has recorded at least two limit-up sessions within the previous 500 days, and it has more than two limit-up sessions within the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen selects shares with MACD above zero, a positive price-to-earnings ratio, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%. The document presents MACD as a trend filter,…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator overlays MACD and RSI values on a price chart to show price, momentum, and trend together. It includes trader-adjustable RSI overbought and oversold levels, and a trend feature intended to help filter trades in the direction of the broader…

Technical indicatorsMomentumTrend following
BigQuant

This research summary examines why Chinese A-share returns show short-term reversal even though medium- and long-term raw returns do not show the momentum commonly reported in overseas markets. It decomposes stock returns into overnight returns and intraday…

China marketsEquitiesMomentumMean reversion
SuperMind

This Chinese stock selection post describes a screen for metaverse-related shares in mainland China. It selects stocks whose turnover on the prior day falls between 3% and 28%, then looks for an early upward move using either a sequence of rising volume and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screening rule selects stocks with turnover between 3% and 12%, a K value below 20, and a shortening green MACD histogram on a 15-minute timeframe. The article presents the combination as a buy signal and includes example screening logic…

China marketsEquitiesTechnical indicatorsMomentum
BigQuant

The article reviews research comparing factor momentum with industry and stock momentum using historical U.S. equity data and a broad set of return factors. The central finding is that industry-neutral factor momentum contains the predictive information…

EquitiesMomentumFactor investingStatistics
SuperMind

This Chinese stock-screening recipe selects shares with daily amplitude above 1%, a newly formed KDJ crossover, and a ratio between 0.5 and 2 based on the prior day’s turnover rate and current auction activity relative to prior volume. The post includes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening example combines a metaverse industry filter with a volume ratio between 1.5 and 6 and a positive weekly red-bar signal. Its final version adds a circulating market capitalization cap of 20 billion yuan. The article supplies…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed China A-share screen combines three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and classification in the metaverse industry. The rationale is to avoid unusually inactive or excessively active shares, use the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document starts with an A-share selection idea based on metaverse-sector membership, a rounded price pattern, and a current low below the prior day's low. It then proposes a different, expanded screen: a rounded pattern, price above the 20-day moving…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document introduces Phoenix5, a forex indicator that displays blue and pink points as buy and sell signals. It says the indicator derives its values from a group of technical indicators and supports individually selected input settings for common…

ForexTechnical indicatorsMomentumRisk management
SuperMind

This document describes a Chinese A-share screening rule that combines turnover, a recent limit-up event, and relative trading volume. Its stated criteria are turnover between 3% and 12%, at least one limit-up in the prior 25 days, and a volume ratio above…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection method combines a positive MACD reading, upward expansion or alignment of short moving averages, and year-over-year growth in net profit attributable to parent-company shareholders between 20% and 100%. The intended logic mixes trend…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The screen selects stocks with turnover rates between 3% and 12%, a rising KDJ K value below 100, and a listing date earlier than a chosen cutoff. The KDJ condition is implemented by checking whether the current K value exceeds the prior value, while the…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This A-share screening rule selects stocks classified in the metaverse theme that appeared on the previous day’s trading leaderboard and whose previous-day closing price was above the 250-day moving average. The document outlines the conditions and gives…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed screen selects Chinese stocks associated with the metaverse theme, requires circulating market capitalization above the stated threshold, and looks for large-order net volume above 0.05 for at least three consecutive days. The article interprets…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a Chinese equity screening rule that selects stocks with a six-period RSI below a threshold, a share price below a stated ceiling, and a positive return over the recent ten-day interval that remains below an upper bound. It gives an…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese A-share screening strategy that combines daily turnover, the opening price relative to the 10-day moving average, robot-sector membership, and a circulating-market-value ceiling. Its stated criteria select stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screening idea combines two signals: rank stocks by capital flow strength, then identify those whose five week moving average crosses above the ten week moving average. The document frames the crossover as a sign of improving short term direction…

EquitiesTechnical indicatorsMomentumChina markets