Skip to content

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 article presents a Chinese stock screen based on turnover, recent price change, and relative trading volume. Its stated rule looks for turnover between 3% and 12%, a positive ten-day gain below 35%, and a volume ratio above 1.5 but below 6. The article…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article describes a Chinese equity screening rule that combines recent limit-up activity with market capitalization and the 14-period RSI. It selects stocks above a stated size threshold, with RSI below a stated ceiling, and more than two limit-up days…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post outlines a stock screen that ranks by capital-strength measure, applies an opening-gain ceiling at the 9:25 quote, and references securities beginning with 60 in its headline. The description then discusses a 60-day moving-average…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This document explains a momentum oscillator built from a second-order high-pass filter, a second-order Super Smoother, and rolling root-mean-square normalization. The high-pass stage removes slower price movement, smoothing reduces noise, and normalization…

Technical indicatorsMomentumMean reversionTrend following
SuperMind

This Chinese-language post outlines an equity selection rule that screens for stocks with turnover between 3% and 12%, inclusion on the previous day’s trading leaderboard, and then ranks qualifying names by capital-flow strength from highest to lowest. It…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language note proposes selecting stocks with RSI below 65, first-level bid volume greater than first-level ask volume, and a recent KDJ golden cross. It frames the combination as a search for stocks with potential rebound conditions, positive…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese-language note proposes screening stocks whose amplitude exceeds 1, whose MACD is above the zero line, and whose opening price is near the 10-day moving average. It interprets the amplitude condition as a volatility filter, MACD above zero as a…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening note combines three conditions: amplitude above 1, a shortening negative MACD histogram on a 15-minute chart, and a high equal to the highest level of the prior two days. It includes example indicator formulas and a Python…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The proposed A-share screen combines a reported increase in position share above five percent, a daily maximum decline between four and five percent, and an upward 30-day moving average. The accompanying explanation interprets position growth as possible…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

This note outlines a short-term Chinese stock screen using daily price range, a closing price of 18.5 yuan, and more than two limit-up sessions within ten days. It interprets repeated limit-ups as a sign of recent speculative attention and positions the…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This brief indicator description explains that AnchoredMomentum_HTF adds a timeframe input to an AnchoredMomentum indicator. The example default is a four-hour chart period, while the user can select another timeframe through the indicator’s parameters. This…

Technical indicatorsMomentum
SuperMind

This Chinese-language note describes an equity screen combining turnover rate, the KDJ oscillator’s K value, and price-to-earnings ratio. It selects stocks with turnover between 3% and 12%, a rising K value, and positive P/E. The article provides equivalent…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a stock selection screen for companies in the metaverse theme. It requires that a stock’s price be at or above its 250-day moving average and that the current close exceed the prior day’s low. The moving-average condition…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines a daily range threshold with simultaneous bullish technical crosses. It excludes Beijing-listed shares, requires the high-to-low range to exceed one percent, and describes selecting stocks when three indicators cross upward. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post presents a short-term stock selection screen combining price movement and a MACD condition. It describes selecting equities with a daily range threshold, a positive but capped ten-day return, and a negative MACD reading from two days earlier. The…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This screening rule looks for stocks with a positive but limited ten-day gain, a daily amplitude greater than 1, and an RSI below 65. The intended interpretation is that candidates have shown recent upward movement without appearing overbought according to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines a technical signal with an earnings filter. It first limits the universe to companies classified in the metaverse industry, then selects stocks where the KDJ indicator has just formed a bullish crossover. It further requires…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Average Directional Index is presented as a way to assess the strength or momentum of an existing trend, rather than its direction by itself. The explanation pairs ADX with the positive and negative directional indicators: +DI reflects upward directional…

Technical indicatorsTrend followingMomentum
SuperMind

The document outlines a Chinese A-share stock-selection screen that retains stocks with turnover rates between 3% and 12%, requires the product of the day's price change and net large-order flow to be positive, then ranks candidates by capital strength and…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

The Volume Accelerated Directional Energy Ratio combines normalized price direction with volume to estimate the strength of buying and selling pressure. Price change is scaled by a recent high-low range and bounded, then multiplied by volume in one of three…

Technical indicatorsMomentumSentimentStatistics
SuperMind

The document proposes a short-term stock screen combining daily price range, a large-order net quantity ranking, and a threshold for the day’s increase in holdings. It frames wider price swings and stronger buying activity as signs of active trading…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document describes a daily pre-open screen for Chinese A-shares. It selects stocks whose MACD value is above zero and whose trailing P/E is positive, while excluding Beijing-listed shares. The stated rationale treats positive MACD as a sign of upward…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening idea combines three conditions: buying activity above a stated threshold, three consecutive down sessions, and at least two limit-up moves within the prior 500 days. The post interprets the combination as seeking heavily…

China marketsEquitiesMomentumRisk management
SuperMind

This post describes a simple short-term stock screen based on three conditions: intraday range greater than 1%, a closing price of 18.5 yuan, and an opening gain below 6% at 9:25. It proposes sorting qualifying stocks by turnover value. The author frames the…

EquitiesTechnical indicatorsMomentumChina markets