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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 stock screen combines three signals: more than two limit-up sessions in the prior ten trading days, reported major-investor control on the previous day, and a current increase in holdings above 5%. The document describes the first condition as a marker…

China marketsEquitiesMomentumBreakout
SuperMind

This proposed Chinese equity screen combines three signals: at least five moving averages described as overlapping, more than two limit-up sessions within ten days, and a 20-day moving average above the 120-day average. The article frames the limit-up count…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen combines three signals: ten-day price appreciation above zero but below 35, positive afternoon net inflows from large orders, and ranking by capital intensity. The stated rationale is to find stocks with recent upward…

EquitiesChina marketsMomentumSentiment
SuperMind

This document describes a stock-selection idea that combines three signals: ranking stocks by trading-flow strength, identifying a newly formed KDJ bullish crossover, and looking for shortening MACD histogram bars on a 15-minute chart. It frames trading-flow…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a short-term A-share stock screen combining turnover between 3% and 12%, appearance on the prior day’s trading-activity list, and a weekly morning-star pattern. It presents these filters as a way to find liquid, actively traded stocks…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

XMACD_HTF is presented as a standard MACD indicator that can calculate on a timeframe different from the chart timeframe. It allows traders to choose separate smoothing algorithms for the histogram and signal line from ten variants, ranging from common…

Technical indicatorsMomentumMulti-asset
SuperMind

This stock-selection approach combines a daily increase in reported holdings greater than 5% with upward-moving averages and a rising 30-day average. The article interprets the position increase as evidence of buying and the average-line conditions as signs…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document outlines a Chinese equity screen combining three filters: rank stocks by trading volume and select the top 100, require a positive 10-day price gain below 35%, and require 2021 revenue divided by 2018 revenue to exceed 1.1. The stated rationale…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening post describes ranking shares by reported capital inflow, then selecting those with turnover above 2% and below 9% and a rising 30-day moving average. The proposed interpretation is that inflows may indicate investor attention,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a latest close at or above that average. It also excludes stocks that closed at the daily limit on the previous session. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a daily turnover rate between 3% and 12%, a reversal-style candle condition, and positive large-order net volume over at least three days. The article presents these filters as a way to find actively traded shares showing a…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This stock screen targets Shanghai-listed shares whose prices hit the daily limit more than twice within ten trading days, then ranks candidates by capital strength. The accompanying discussion interprets a Shanghai listing prefix as a proxy for larger or…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, a reversal pattern described as a reversal-covering signal, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at or below 100%. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a daily pre-open screen for mainland Chinese main-board stocks. It combines an amplitude threshold, a large-order signal in auction price movement, net purchases by very large orders, and a rising 30-day moving average. Candidates are…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language stock-screening post combines three signals: the 30-day moving average is rising, the weekly 5-period average has crossed above the 10-period average, and the day’s increase in holdings exceeds 5%. It presents these as signs of an…

EquitiesTechnical indicatorsMomentum
SuperMind

This article outlines an A-share selection screen that ranks stocks by trading activity, limits share prices to below 12 yuan, and seeks positive gains over ten days that remain below 35 percent. The stated idea is to favor stocks attracting market attention…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This article proposes a main-board A-share screen requiring a daily range above one percent, at least one limit-up event in the prior 25 days, and a gain above one percent today. It interprets the range as a sign of volatility, a prior limit-up as evidence…

China marketsEquitiesMomentumBreakout
SuperMind

This article describes an A-share stock screen combining daily range, large-order net flow ranking, and a bullish weekly candle. Its stated rationale is to find active stocks with upward price action: range and order flow serve as activity filters, while the…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The Waddah Attar Trend indicator presents a trend measure as a colored histogram. Its calculation multiplies MACD values by an averaged price for the financial instrument, combining a momentum-style input with the asset’s price level. The document identifies…

Technical indicatorsMomentumTrend following
SuperMind

The article describes a stock screen combining three criteria: daily amplitude above one percent, ranking by a measure of individual-stock heat, and a 20-day moving average above the 120-day moving average. It presents the moving-average relationship as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection approach screens companies in the metaverse industry for a share price above its five-day moving average and a circulating market value greater than 10 billion yuan. The stated rationale combines a short-term price filter, intended to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a rule-based screen for Chinese A-shares. A stock qualifies when its daily high-low range exceeds one percent of its low, it has recorded at least one limit-up session during the prior 25 trading days, current volume exceeds 10,000…

China marketsEquitiesMomentumTechnical indicators