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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 Chinese equity screen combines a relative strength index below 65, circulating market value between 5 billion and 10 billion yuan, and weekly MACD above zero. The article then adds a price-to-earnings ceiling of 40. Its accompanying Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock-selection screen that combines a price-amplitude threshold, three simultaneous moving-average crossovers, and a positive return on the current day. The stated rationale is to find stocks showing short-term…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This Chinese stock-screening post combines three conditions: an RSI below 65, current volume more than 5% above the prior session, and more than two limit-up days within the past ten days. The rationale is that a moderate RSI may leave room for a rebound,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a short-term Chinese equity screen using three conditions: daily price amplitude above 1, no limit-up close on the prior day, and the stock’s average price above its five-day moving average. It frames the screen as a way to find stocks…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes selecting stocks whose price amplitude exceeds one percent and that appeared on the previous day’s trading leaderboard, then ranking candidates by individual stock popularity. It treats large recent movement as evidence of short-term…

EquitiesMomentumVolatilityChina markets
SuperMind

This document describes a screen for main-board stocks that combines MACD above zero, positive price-to-earnings ratio, and a daily price gain greater than one percent. It frames MACD as a trend filter, positive P/E as a basic valuation condition, and the…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection screen targets Chinese metaverse-sector companies with share codes beginning with 60. It requires a volume ratio above 1.5 and below 6, and the final stated rules also include a market capitalization above 1 billion yuan. The article…

EquitiesChina marketsMomentumRisk management
BigQuant

The document describes a strategy that ranks Chinese A-share market concepts by their recent equal-weighted stock returns, then buys stocks in winning concepts and shorts those in losing concepts. Portfolios are rebalanced monthly, with formation and holding…

EquitiesChina marketsMomentumFactor investing
SuperMind

This stock screen combines three technical conditions: daily price range relative to the previous close exceeds a threshold, weekly MACD is above zero, and at least one daily gain of 10% or more occurred during the latest 25 trading days. The stated…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post describes a stock selection screen combining three conditions: price amplitude above a stated threshold, an upward spread in short-term moving averages, and membership in the metaverse theme. The proposed rationale is to target shares with recent…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This Chinese-language post outlines an equity screening rule that ranks stocks by capital strength, keeps the top 100, looks for simultaneous bullish crossovers among three technical indicators, and then restricts candidates to those with a positive 10-day…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

This Supermind example screens Chinese equities using three conditions: turnover between 3% and 12%, a listing year of 2021, and a short-term MACD pattern on 15-minute data. The described histogram condition is that the MACD green bars are shortening. The…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post combines a turnover band, beverage and alcohol industry classification, and a moving-average signal described as a morning-star condition. The indicator requires the five-day average to be rising, the prior close to sit…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines a technical screen for stocks in the metaverse industry. It seeks simultaneous bullish crossovers in MACD and two moving-average pairs, with the closing price above the upper and middle Bollinger Bands. The underlying rationale is to…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes a Chinese stock screen combining price movement, convertible bond information, and the KDJ indicator. Its stated idea is to select shares with amplitude above a threshold, a nonempty name for an outstanding convertible bond, and a…

China marketsEquitiesTechnical indicatorsMomentum
OctoBot

The proposed stock screen combines three conditions: membership in the metaverse sector, positive institutional activity, and overlap among several moving averages. The rationale is that sector exposure may offer growth potential, institutional buying may…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes a momentum indicator that combines a Stochastic oscillator configured with periods 8, 3, and 3, a crossover between short-period RSI 3 and RSI 13, and a MACD confirmation based on crossing zero. It proposes opening a position when the…

MomentumTechnical indicatorsEquities
SuperMind

This document proposes screening Chinese A-shares using three conditions: a trading range above a stated threshold, a nonempty convertible-bond name, and a limit-up event within the prior 25 days. It presents the idea as a combination of volatility,…

EquitiesChina marketsVolatilityMomentum
SuperMind

This note describes an A-share stock screen combining daily turnover between 3% and 12%, a newly formed KDJ golden cross, and a tradable share count no greater than 5.5 billion. Its rationale is to pair trading activity and a technical momentum signal with a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines a stock screen combining a daily high-low range greater than one percent, a 2021 date filter, and upward-moving trend measures. The provided formula expresses the range condition using the day’s high and low relative to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document presents an equity screen combining a price-range condition, exclusion of stocks marked ST, a selection time before 10 a.m., a five-session high condition, and turnover between 2% and 9%. Its example implementation calculates a range measure…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This Chinese stock-selection rule requires turnover between 3% and 12%, a newly formed KDJ golden cross, and a daily amplitude above 1%. The proposed rationale is to avoid stocks with very low or unusually high turnover, use the KDJ crossover to identify a…

China marketsEquitiesTechnical indicatorsMomentum