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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

The proposed screen selects stocks in the metaverse industry that had a limit-up event within the prior 25 days and whose 2021 revenue exceeded 2018 revenue by a stated ratio threshold. It is intended to run before 10 a.m. and identify stocks tradable that…

EquitiesChina marketsMomentumEvent-driven
MQL5 code base

Tarzan is described as an RSI indicator combined with a smoothed channel. The channel’s central line is derived by applying a moving average method to the RSI, and configurable offsets define its upper and lower boundaries. The indicator marks an upward…

Technical indicatorsMean reversionMomentum
SuperMind

This Chinese stock-selection proposal screens for three technical conditions: daily amplitude above 1%, weekly MACD above its signal and above zero, and an opening price within 5% of the ten-day moving average. The accompanying discussion frames amplitude as…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The post proposes a short-term stock screen using three conditions: daily amplitude above 1, a negative MACD value from two days earlier, and at least two limit-up moves during the prior 500 days. It combines a technical indicator with recent price behavior,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The article outlines a Chinese equity screening rule that selects main-board stocks associated with the metaverse theme when their 14-period RSI is below 65 and their daily gain exceeds 1%. It presents the RSI condition as a possible rebound setup, while a…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This research summary argues that conventional momentum is a weak alpha signal in the Chinese stock market and proposes rebuilding it from intraday returns. The approach divides each trading day’s price change into five time segments, then recombines the…

EquitiesChina marketsMomentumFactor investing
SuperMind

This Chinese stock-selection proposal combines a relative trading-activity measure with a 15-minute MACD signal. It ranks stocks by a measure formed from the previous day’s turnover rate and the ratio of today’s auction volume to the prior day’s volume. It…

EquitiesMomentumTechnical indicatorsBacktesting
BigQuant

This research summary outlines a monthly tactical framework for rotating among Chinese A-share industries. It combines two approaches: time-series timing based on industry classification, business-cycle indicators, fundamental forecasts, valuation…

EquitiesChina marketsMomentumVolatility
MQL5 code base

This indicator places three Stochastic RSI readings from configurable timeframes on a single chart. It is intended to let a trader compare oscillator conditions across multiple horizons while viewing one chart, rather than relying on a single timeframe’s…

Technical indicatorsMomentum
SuperMind

This document proposes screening Chinese equities for higher daily amplitude, a recent reversal pattern, and a three-day limit-up streak, then adds a price-to-earnings constraint relative to the industry average. It explains the reversal and consecutive…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This A-share screening example combines a positive MACD condition with a share price below 12 yuan and a positive return. The article says the screen is run before 10 a.m. each trading day. It also gives indicator-formula and Python illustrations, describing…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

Trend Vision is described as a custom MT4 indicator that combines MACD with Bollinger Band calculations. MACD is used to represent momentum shifts and trend strength, while the bands use a moving average and standard deviation to describe volatility. The…

Technical indicatorsMomentumVolatility
SuperMind

This Chinese-language post describes a stock-selection screen using three conditions: amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and an opening price near the ten-day moving average. The stated proximity band…

EquitiesTechnical indicatorsMomentum
MQL5 code base

Tipu MACD is presented as a modified version of an indicator based on Gerald Appel’s MACD oscillator. The document explains that MACD compares two price moving averages and is used to assess momentum alongside trend. Its focus is practical integration into…

Technical indicatorsMomentum
MQL5 code base

This short note describes a colored histogram built from the rate of change of a smoothed ColorZerolagMomentum indicator. It presents the histogram as a way to judge the current direction of a trend. The description focuses on visual interpretation of…

Technical indicatorsMomentumTrend following
SuperMind

This Chinese-language post outlines an equity screening rule combining three conditions: turnover between 3% and 12%, best bid volume greater than best ask volume, and a shrinking MACD histogram on a 15-minute chart. It presents the rule both as a platform…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This stock-selection proposal combines a volatility filter, a weekly moving-average crossover, and historical revenue growth. It seeks stocks with an amplitude above one, a weekly five-period moving average crossing above the ten-period average, and 2021…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

Trix measures the rate of change in a price series after applying three moving-average passes. The document describes configurable averaging methods and periods, then derives a signal line by averaging Trix itself; the histogram is the difference between…

Technical indicatorsMomentum
BigQuant

The Traders Dynamic Index combines a smoothed RSI line, a signal line, a market base line, and volatility bands. Its configurable settings include RSI and smoothing periods, applied price, band period, overbought and oversold thresholds, and display toggles.…

Technical indicatorsMomentumVolatility
SuperMind

This stock-selection rule screens for shares with price amplitude above 1%, codes beginning with 60, and a MACD value below zero two sessions earlier. The article explains the amplitude condition as a way to seek volatile stocks and uses MACD as a lagging…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document outlines a short-term stock selection screen combining price movement, consecutive limit-up sessions, and a KDJ bullish crossover. It first proposes filtering for amplitude above 1 and stocks that had three consecutive limit-ups the prior day,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection idea combines a positive MACD reading with an upward-moving-average condition and a rounded price pattern. The article interprets these signals as evidence of an existing upward trend that might continue. It sketches indicator formulas…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This A-share screening approach combines trading activity, recent price movement, and a sustained profitability condition. It selects stocks with turnover between 3% and 12%, a positive 10-day gain below 35%, and return on equity above 15% in each of the…

EquitiesChina marketsMomentumFactor investing
SuperMind

This document describes an A-share stock screen that combines a positive MACD reading, a share price below 12 yuan, and a weekly MACD above zero. It says the screen runs before the market opens each trading day. The intended idea is to combine a shorter-term…

EquitiesChina marketsTechnical indicatorsMomentum