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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 Chinese equity screen combines three short-term technical conditions: daily price amplitude above 1, prior-day actual turnover between 3% and 28%, and a positive Morning Star candlestick signal. It presents amplitude and turnover as measures of price…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines trading activity with a recent price event. It selects stocks with turnover between 3% and 12%, requires at least one limit-up event during the preceding 25 days, and excludes stocks that hit the limit-up level yesterday.…

China marketsEquitiesMomentumBreakout
SuperMind

This note describes a Chinese equity screen for stocks classified in the metaverse industry, with circulating share capital capped at 5.5 billion shares and a daily gain greater than 1%. It presents the move as a way to focus on a popular theme and stocks…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This short description explains a custom chart indicator that plots the Awesome Oscillator in a separate pane and marks detected divergences both there and on the price chart. Divergence signals are intended to show disagreement between oscillator movement…

Technical indicatorsMomentumEquities
MQL5 code base

XDPO_Histogram is described as a simple oscillator built from the difference between closing price and its moving average. That difference is averaged again over a smoothing period, and the resulting oscillator is shown as a color histogram. The calculation…

Technical indicatorsStatisticsMomentum
SuperMind

The document outlines a Chinese equities screen combining turnover, recent price performance, and company classification. It selects stocks with turnover between 3% and 12% and a positive ten-day gain below 35%, while also applying a company-type condition.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a stock screen combining several technical and trading conditions: at least five overlapping moving averages, current volume above 10,000 lots, a higher opening price, and an upward-sloping 30-day average. Its proposed final version…

EquitiesTechnical indicatorsMomentum
SuperMind

This proposed Chinese stock screen combines a positive MACD reading with a share price below 12 yuan and three consecutive limit-up sessions. The post frames MACD as a trend-strength filter and the limit-up sequence as a sign of market attention and buying…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

This stock screen combines three conditions: daily high-low amplitude above 1% relative to the prior close, a trading date in 2021, and at least one limit-up-like close during the preceding 19 sessions. The document gives example implementations in a Chinese…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This weekly Chinese equity screen focuses on metaverse-related stocks. It selects companies that had a limit-up event within the preceding 25 days and have a positive institutional-activity reading, with selection described as taking place on Mondays for the…

EquitiesChina marketsEvent-drivenMomentum
SuperMind

This proposed Chinese equity screen combines three signals: RSI below 65, the ratio of outside-market to inside-market trading above 1.3, and weekly MACD above zero. The article describes the combination as a way to filter for stocks with favorable technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese stock screen first looks for daily amplitude above 1% and a price above a rising, diverging moving-average condition. It then ranks qualifying stocks by a measure described as individual-stock attention. The article frames price range…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection note combines three filters: rank candidates by a capital-strength measure such as turnover or volume ratio, select shares whose daily loss is between 4% and 5%, and require the 20-day moving average to be above the 120-day average. The…

EquitiesTechnical indicatorsMean reversionMomentum
MQL5 code base

The document describes an indicator that plots a fan of moving averages and calculates acceleration or deceleration for each average. The combined display is intended to help users observe when a trend is losing strength and when it may be changing…

Technical indicatorsTrend followingMomentum
SuperMind

The proposed screen selects stocks associated with the metaverse industry when three bullish indicator crossovers occur together: MACD crosses its signal line, the five-period moving average crosses the ten-period average, and the five-period average crosses…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines a market capitalization ceiling, a turnover range, a positive earnings condition, and an upward moving-average ordering. The stated formula uses the five-day average above the ten-day average and the ten-day average above the…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document describes a short-term stock screen combining a beverage and alcohol industry filter with MACD conditions. It seeks stocks with MACD above zero and a shortening 15-minute histogram, then gives a sample implementation using historical bar data…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This screening example selects stocks with turnover between 3% and 12% and positive gains over a stated recent period, capped below 35%. It also refers to stocks that performed well in 2021. The accompanying pseudocode adds implementation filters, including…

EquitiesChina marketsMomentumStatistics
SuperMind

This stock-screening example pairs a 15-minute MACD histogram whose negative bars are getting shorter with a prior-day trading-value threshold above 60 million. The stated ranking criterion orders candidates by descending capital intensity, although the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example ranks shares by capital strength and initially selects stocks with more than two limit-up sessions in the previous ten days and a gain below six percent at 9:25. The accompanying explanation treats stronger capital inflow…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note proposes a short-term Chinese equity screen with three conditions: amplitude above 1, the current high equal to the highest high over two days, and the opening price near the ten-day moving average. It gives formula and Python examples, including a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese equity screening rule that combines price movement, trading activity, opening behavior, and recent limit-up frequency. It selects stocks with amplitude above 1, current volume above 10,000 lots, a higher open, and more than two…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain greater than 1%, and an increase-in-position share above 5%. The note interprets the position increase as a possible sign of near-term capital inflow and pairs…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This note describes a Chinese equity screen combining a positive MACD reading with a favorable company classification and a circulating market value between 5 billion and 10 billion yuan. It frames the approach as a blend of technical momentum and company or…

EquitiesTechnical indicatorsMomentumChina markets