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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
Quantpedia
86 documents
TqSdk
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

12,140 documents

SuperMind

This Chinese-language article proposes a stock screen combining a turnover-rate band of 3% to 12%, a seven-session decline condition, and positive institutional buying or net flow. Its premise is that institutional demand during a decline may provide support…

EquitiesMomentumMean reversionTechnical indicators
SuperMind

This Chinese-language post describes a stock screen combining three signals: ranking stocks by large-order net volume and capital strength, and looking for a shortening green MACD histogram on a 15-minute chart. The author presents these filters as a way to…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This post proposes a Chinese equity screen based on amplitude above 1%, at least one daily gain of 10% or more during the previous 25 trading days, and a reversal-style condition. It characterizes reversal as an opening price above the prior close, though…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese-language post outlines a short-term screen for Chinese equities in the metaverse sector. Its final proposed rules combine a volume-ratio range, upward movement in short moving averages, positive money-flow information, a price-to-earnings…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The document describes a Double Smoothed Stochastic derived from work on market cycles and presents it as an oscillator for identifying overbought and oversold areas. Its calculation first normalizes the close within a recent high-low range, smooths that…

Technical indicatorsMean reversionMomentumRisk management
SuperMind

This document proposes a Chinese equity screen combining three conditions: a price range threshold, a shrinking negative MACD histogram on a 15-minute chart, and a proprietary daily control measure above a threshold. The stated rationale is to find more…

EquitiesTechnical indicatorsMomentumVolatility
BigQuant

This research note explores whether patent data can reveal links between companies that are missed by industry or supply-chain groupings. It uses shared International Patent Classification information to estimate technological similarity, then tests whether…

EquitiesFactor investingMomentumMean reversion
SuperMind

This stock selection method combines a turnover range of 3% to 12% with an opening price within 5% of the ten-day moving average. It adds a qualitative “main uptrend starting” signal, intended to identify a possible shift toward a stronger rising trend. The…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This indicator description explains a tool that plots Repulse values in a separate pane, compares the oscillator with price, and marks divergences. Users can choose whether divergence detection follows the main Repulse oscillator line or its signal line. The…

Technical indicatorsMomentumStatistics
SuperMind

This stock-screening proposal combines three technical conditions: a daily high-to-low range above 1%, a reversal candle pattern described as an engulfing or reversal setup, and a weekly moving-average crossover in which the five-period average crosses above…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese A-share screening proposal combines a turnover-rate range of 3% to 12%, a positive product of daily price change and net large-order flow, and an RSI below 65. The article presents these conditions as a way to find actively traded stocks where…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen combines price activity, a moving-average condition, and recent limit-up behavior. It looks for stocks with daily amplitude above 1, a close crossing above a short moving average, and three consecutive limit-up sessions on the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language strategy post describes a daily stock screen run after the market opens. It selects stocks with MACD above zero, ranks them by popularity, and requires the previous day's turnover rate to exceed 8%. The rationale is to combine a trend…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This note proposes screening listed Shenzhen equities for turnover between 3% and 12%, an engulfing-style reversal pattern, and a closing price of 18.5 yuan. Its indicator formula also checks for a large move spanning both sides of the previous close. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines an equity screen for beverage and alcohol-related stocks. It combines a turnover-rate range of 3% to 12% with a condition that the reported increase in positions exceed 5%. The accompanying rationale treats position growth as a possible…

EquitiesChina marketsMomentumRisk management
SuperMind

This post outlines a Chinese stock screen using amplitude above 1, a three-session limit-up streak as of the previous day, and a capital-strength indicator. It describes filtering for the price and streak conditions, then sorting candidates by capital…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

The document presents a short-term Chinese stock selection screen combining a turnover range of 3% to 12%, a Dragon-Tiger list appearance on the previous day, exclusion of ST stocks, and selection before 10 a.m. It describes the approach as a five-stage…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes screening Chinese equities for three conditions: prior-session amplitude above 1%, MACD crossing above its zero line, and a candlestick pattern the author associates with a morning-star reversal. It interprets high amplitude as evidence…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines three technical conditions: daily amplitude above a threshold, MACD above the zero line, and a positive weekly bar supported by rising moving-average alignment and price above a longer moving average. The document presents…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This China A-share screening idea targets stocks in the metaverse sector that open above the previous close, have a stated share-volume threshold, and show a pre-open gain below a stated ceiling. It is intended to find actively traded stocks with a positive…

EquitiesChina marketsMomentum
SuperMind

This document proposes selecting stocks whose daily price amplitude exceeds 1%, whose MACD is above zero, and whose previous-day actual turnover falls between 3% and 28%. It describes amplitude as a measure of price movement, MACD as a trend reference, and…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This proposed short-term screen selects stocks in China’s metaverse sector that had at least one limit-up day within the prior 25 days. It also requires the product of the previous day’s turnover rate and the ratio of current auction volume to the prior…

China marketsEquitiesMomentumTechnical indicators