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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 short term stock screen selects shares in the metaverse theme when the indicated morning price change is below 6% and the preceding three sessions closed lower in sequence. The document describes the declining closes as a sign of sustained pressure and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document proposes a daily Chinese equity screen focused on stocks classified in the metaverse industry. It selects names with a volume ratio above 1.5 and below 6, excludes stocks marked ST, and applies a so-called five-step limit-up condition. The…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This note proposes screening Chinese stocks associated with robotics for a daily price range above 1%, circulating market value below 10 billion yuan, and upward movement in moving-average measures. It presents the combination as a way to find smaller…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines a volatility condition, a recent large daily gain, and the presence of an outstanding convertible bond. It aims to identify stocks with notable recent price movement and a particular financing characteristic. The document also…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This post describes a daily screen for stocks in the metaverse industry. Candidates must have had a limit-up event within the prior 25 days and have a current daily return between -5% and 2.6%; the post says selection is performed before 10 a.m. It frames…

EquitiesMomentumBreakoutChina markets
SuperMind

The document proposes screening Chinese equities for stocks with daily amplitude above 1%, a robotics theme, circulating market capitalization below 10 billion, and at least five overlapping moving averages. It then adds a rising MACD condition and an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection rule combines a daily range filter, a weekly moving average crossover, and a positive price-to-earnings ratio. It seeks stocks with recent price movement and a bullish trend signal, then excludes firms with negative earnings-based…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection method screens for shares with an amplitude above 1, a closing price above the five-day moving average, and a daily return between -5% and 2.6%. The document presents the range as a way to find stocks with price movement and the…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This Chinese A-share selection method looks within the metaverse sector for stocks where KDJ has just formed a bullish crossover and that appeared on the previous day’s trading leaderboard. It further restricts selection to before 10 a.m. and to stocks…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection concept combines three filters: an indicated gain below 6% at 9:25, afternoon net inflow from large orders, and at least five moving averages converging on a stock. The article describes the intended logic at a high level, mentioning…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection note combines three conditions: MACD above its zero line, three consecutive declining sessions, and a positive return over the prior ten days capped below 35%. The proposed interpretation is that the MACD condition retains stocks with…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection note describes a screen for metaverse-related equities. It combines membership in the theme with a prior-day price above the 250-day moving average and positive afternoon net inflow from large orders. The intended rationale is to…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document proposes selecting stocks when their price range exceeds a threshold, MACD is above zero, and the weekly price series crosses above its 30-week moving average. It presents the range as a measure of movement, MACD as a trend indicator, and the…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This stock-selection rule screens Chinese main-board equities for three characteristics: a 14-period RSI below 65, a daily gain greater than 1%, and an upward-sloping 30-day moving average. The accompanying discussion interprets the RSI as a measure of…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese stock selection rule combining three conditions: MACD must be above its zero line, displayed best bid volume must exceed best ask volume, and the 20-day moving average must be above the 120-day moving average. It presents…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This brief note introduces LinearMomentum, a variant of the standard momentum indicator that incorporates volume and time into its calculations. It identifies the indicator’s author and points to a supporting library used by its implementation, but does not…

MomentumTechnical indicators
SuperMind

This short strategy description combines five-day MACD signals calculated from stock prices and trading volume to determine whether to hold, adjust, or exit equities. When both indicators are positive and cash is available, the rule buys stocks. When price…

EquitiesTechnical indicatorsMomentum
SuperMind

This document describes a stock screen requiring daily amplitude above one percent, a newly formed KDJ crossover, and a rising 5-day moving average. The rationale is that a wide daily range may indicate active trading, a fresh crossover may signal improving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening approach combines a daily price-range threshold, ranking by net large-order volume, and a positive 10-day return capped below 35%. The stated goal is to find short- to medium-term opportunities among stocks already rising, using range…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document proposes screening stocks for daily price amplitude above 1%, MACD above its zero line, and turnover between 3% and 12%. It interprets the amplitude condition as selecting volatile shares, positive MACD as indicating upward price momentum, and…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

The document proposes screening Chinese stocks in the metaverse industry for a newly formed KDJ bullish crossover and a prior-day opening auction match price at the daily lower price limit. It combines a technical indicator with an unusually weak prior-day…

EquitiesTechnical indicatorsMomentumChina markets