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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
Quantopian lectures
45 documents
Binance API docs
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

22,592 documents

SuperMind

This A-share stock screen selects companies in the metaverse theme with prior-day turnover above 8% and a signal interpreted as institutional buying. The proposed refinement also requires either a market-cap ranking in the top 30% or a 30-day return ranking…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This note describes an A-share screening rule combining a daily high-low range threshold, return on equity above 15% in each of the prior five years, and a positive change from the previous close. It presents the criteria as a way to find consistently…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection example combines a technical filter with a basic revenue-growth condition. It selects shares with RSI below 65, a latest high matching the highest level of the last two days, and 2021 revenue more than 1.1 times 2018 revenue. The…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post presents a short-term screen for stocks whose codes begin with 60, whose daily high-low range exceeds 1% of the previous close, and whose session low is between 4% and 5% below that close. It frames the range condition as a way to find volatile…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This post describes a Chinese equity screening rule that ranks stocks by capital inflow strength and limits candidates to a turnover rate between 2% and 9%. It suggests that strong inflows may indicate investor attention and buying interest, while the…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese equity selection recipe combines three filters: return on equity above 6% in each of the prior two years, high dividend yield, and net inflows attributed to major market participants. It also excludes stocks that closed at the daily price limit…

EquitiesFactor investingMomentumChina markets
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and at least one daily gain of 10% or more during the past 25 trading days. The stated rationale is to constrain the…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This proposed Chinese stock screen ranks candidates by volume ratio, requires a limit-up event within the previous 25 days, and filters for an opening gain below 6% at 9:25. The document describes the volume ratio as the measure for ranking capital intensity…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a positive product of price change and net very-large-order flow, and a five-day price deviation labeled DIF below 20. The accompanying explanation frames the flow condition as a…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock-selection proposal filters for shares with amplitude above 1, an indicator described as prior-day major-player control, and a price of 18.5 yuan. The explanation interprets amplitude as a sign of greater volatility and the control…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This document outlines a stock-selection idea combining three filters: rank by trading-volume-based fund strength, select prices above the Bollinger middle band but below the upper band, and focus on companies below a stated market-cap ceiling with no…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese stock screen for main board companies in the beverage and alcohol import-export sector. It selects shares with turnover between 3% and 12% and a daily gain above 1%, excluding specially treated stocks. It includes…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document proposes a Chinese equity screen combining amplitude above 1, rising lows, and return on equity above 15% for five consecutive years. The technical conditions aim to capture price movement and a strengthening price floor, while the ROE…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This document presents a Chinese stock selection rule combining a 14-period RSI below 65, bid-side first-level volume greater than ask-side volume, and prior-day actual turnover within a specified band. The article's initial description gives turnover above…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This document describes a Chinese equity screening strategy that looks for stocks with amplitude above 1, rising lows, and high auction trading value, initially selecting the top five by that value. Its expanded rules also require the 20-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection heuristic combines three chart-based conditions: amplitude greater than 1, a rounded price pattern, and a positive daily MACD reading. The accompanying formula operationalizes the rounded-pattern condition using the prior close’s…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equities screening rule selects stocks with turnover between 3% and 12% and year-over-year growth in net profit attributable to shareholders of the parent company above 20% and no more than 100%. It then ranks qualifying stocks by…

EquitiesChina marketsSentimentFactor investing
SuperMind

This screen looks for stocks with an intraday range above 1%, at least one limit-up event in the prior 25 days, and a current decline from the session high of 4% to 5%. The article frames the range as a volatility signal, the recent limit-up as evidence of…

EquitiesVolatilityBreakoutRisk management
SuperMind

This stock screen selects shares with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and total shares of at least 200 million. Its stated aim is to combine a technical condition with company size and liquidity-related…

EquitiesTechnical indicatorsStatisticsRisk management
SuperMind

This stock-selection method filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a positive 10-day return below 35%. The article describes the added 10-day return band as a way to focus on recent upward movement while…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock screen combines an intraday amplitude threshold, a high ranking for net large-order volume, and an RSI below 65. The accompanying explanation presents the range as a volatility filter, large-order flow as a proxy for capital movement, and RSI as a…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks assigned to a metaverse sector, applies a condition described as a 9:25 rise below 6%, and requires seven consecutive sessions of falling closes. The post gives a formula for the sector membership and price…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share selection rule looks for stocks with an RSI below 65, seven consecutive sessions in which the close is below the prior close, and float market value above 10 billion yuan. It combines a momentum-style oscillator and recent price weakness with a…

EquitiesChina marketsTechnical indicatorsMean reversion