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 stock screen ranks candidates by capital-flow strength, excludes Beijing-listed A-shares, and requires more than two limit-up sessions within the prior ten days. The stated rationale is that repeated limit-ups may identify stocks attracting active…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screening rule built around reported increases in holdings, share price, and an early intraday gain limit. The stated criteria require today’s increase in holdings to exceed 5%, a price below 12.9 yuan, and a gain…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a daily turnover range of 3% to 12%, membership in the robot concept group, a circulating market value below 10 billion yuan, and a condition intended to identify an emerging primary uptrend. The suggested trend condition compares…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This screen selects Chinese equities with a market capitalization below 10 billion yuan, positive net profits over the prior three years, at least two limit-up sessions within 500 days, and a 14-period RSI below 65. The combination is presented as a way to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three conditions: MACD above its zero line, three consecutive declining sessions, and a rising 30-day moving average. The intended interpretation is to find pullbacks occurring while the broader price trend remains positive. The…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This A-share screening approach combines three signals: rank stocks by money-flow strength, require the closing price to be above its five-day moving average, and look for a shortening MACD histogram below zero on a 15-minute chart. The post interprets the…

EquitiesTechnical indicatorsMomentumExecution
SuperMind

This A-share screening idea selects stocks with daily price amplitude above 1, more than two limit-up days in the past ten days, and a favorable enterprise profile. The post interprets repeated limit-ups and high amplitude as signs of market attention and…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This A-share stock screen combines a dividend payout ratio above 25% in 2019, strong capital flows ranked from high to low, and simultaneous upward crossovers in three technical indicators. The article gives Bollinger Bands, moving averages, and MACD as…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This A-share screening concept combines a market-cap ceiling of 10 billion yuan with high capital strength, ranked from stronger to weaker, and a 15-minute MACD histogram that is shrinking while below zero. The article interprets the contracting negative…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share screening idea combines daily amplitude greater than one with a limit-up event in the past month and a limit-up event during 2021. The article describes these conditions as a way to find stocks with recent price strength and a record of sharp…

China marketsEquitiesMomentumBreakout
SuperMind

This intraday stock-selection approach combines price range, relative trading activity, and a short-term MACD signal. It seeks stocks with an amplitude above 1, a product of the prior day’s turnover and the ratio of current auction volume to prior volume…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines trading activity, order flow, and price performance. It selects shares with turnover between 3% and 12%, a positive product of the day’s price change and the net amount attributed to very large orders, and positive recent returns.…

EquitiesMomentumMarket microstructureChina markets
SuperMind

This daily pre-open screen combines three conditions: MACD above zero, positive trailing P/E, and at least two limit-up sessions in the prior 500 days. The article interprets these as an upward trend, a conventional positive earnings valuation, and evidence…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Shenzhen main-board stock screen combines five clustered moving averages—5, 10, 20, 60, and 120 days—with price-to-earnings between 0 and 29.01, price-to-book between 0 and 3.11, and more than two limit-up days in the previous 10 days. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock screen combines three signals: MACD above zero, first-level bid volume greater than first-level ask volume, and at least two limit-up sessions during the prior 500 days. The combination is intended to capture positive technical momentum,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock selection rule combines a positive MACD reading, a rising 30-day average, and year-over-year net profit growth above 20% and no more than 100%. The accompanying discussion presents MACD as a shorter-term trend filter, the average as a broader…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese stock screen combines a positive MACD reading, a ratio of outside to inside trading volume above 1.3, and a 9:25 gain below 6%. Qualifying stocks are ranked by their individual price gains. The article discusses the early-session cap as a way to…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes a short-term Chinese equity screen with three conditions: more than two limit-up sessions in the past 10 days, upward-diverging moving averages, and a daily increase-in-holdings share above 5%. It interprets these filters as signs of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection note screens for shares with turnover from 3% to 12%, a reversal-style candle pattern, and at least two limit-up days within the prior 500 days. It presents the conditions as a combination of trading activity, price behavior, and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening note selects main-board shares with turnover between 3% and 12%, a robotics theme, circulating market value below 10 billion yuan, and an average price above its five-day moving average. The moving-average condition is presented as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed equity screen ranks stocks by capital-flow strength, keeps stocks whose ten-day price change is positive but below 35%, and excludes stocks whose quoted 9:25 a.m. gain is 6% or higher. The price-change band seeks stocks that have risen recently…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The proposed equity screen orders stocks by capital-flow strength and requires a dividend payout ratio above 25% in 2019, along with at least two limit-up sessions during a 500-day lookback. The article presents these conditions as signs of market attention,…

EquitiesMomentumEvent-drivenFactor investing
SuperMind

This stock screen combines a turnover-rate band of 3% to 12%, a reversal-style candle condition, and a close above the previous day’s low. It applies the filters to main-board stocks. The article describes the reversal condition through a measure based on…

EquitiesTechnical indicatorsMomentum