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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
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 stock screen looks for shares with a daily range above a threshold and at least one large one-day gain during the preceding 25 trading days. It then ranks candidates using opening auction amount, with the initial description selecting the five…

China marketsEquitiesVolatilityMomentum
SuperMind

This Chinese stock selection approach combines a turnover range of 3% to 12%, a rising DEA signal, and evidence that recent lows are higher than prior lows. The rationale is to favor actively traded stocks showing upward momentum and an improving price…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This post describes a Chinese equities screening rule using three conditions: turnover between 3% and 12%, a positive ten-day return below 35%, and a 9:25 a.m. price gain below 6%. The stated aim is to select stocks with activity and recent gains while…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equities screen selects stocks in the metaverse industry after three consecutive limit-up sessions, with the current price near its ten-day moving average. It combines a short-term price surge, interpreted as evidence of market activity and…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document describes a Chinese equity screening idea that combines price amplitude, a rising short-term moving-average condition, and a ranking by capital strength. Its rationale is that larger price movement may indicate activity, upward separation in…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This community post proposes a short-term Chinese stock screen combining price amplitude, ranking by net large-order flow, exclusion of ST-designated shares, and a limit-up-related condition. It describes selecting stocks before 10 a.m. and references a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese equity screening rule combining three conditions: RSI below 65, the current high at the highest level over two days, and the gain at 9:25 below 6%. It then adds a circulating market-cap threshold above 100 billion yuan. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal combines three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and a rising DEA line. The accompanying explanation frames these as a way to combine…

EquitiesMomentumTechnical indicatorsMarket microstructure
SuperMind

This note proposes screening Chinese equities in the metaverse theme using three conditions: membership in the sector, a closing price above its 250-day moving average, and three consecutive limit-up sessions. It describes the combination as a way to select…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This article describes a Chinese equity screening approach that combines intraday price range, a large-order net-volume ranking, and the stock’s price change at the 9:25 opening auction. The intended screen seeks volatile, actively traded stocks whose early…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

The post presents a stock-selection idea combining a purported morning-star signal with a recent-return filter. It proposes selecting shares whose 10-day gain is above zero but below 35, aiming to find stocks showing potential after a reversal pattern while…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a stock selection screen combining three conditions: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and overlap among at least five moving averages. It presents the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity selection rule narrows the universe to stocks classified in the metaverse theme, then requires the latest close to be above its five-day moving average and the ten-day price change to be positive but below 35%. The article provides…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen combines a 3%–12% turnover range, at least one limit-up session in the prior 25 days, and opening-auction price movement with large and extra-large order buying. The stated order-flow condition requires combined buying volume above…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screening rule for stocks associated with the metaverse theme. It selects candidates priced below 12 yuan when three bullish crossovers occur: MACD crossing its signal line, the five day moving average crossing the ten…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese A-share screen that combines turnover between 3% and 12%, circulating market capitalization between 5 billion and 10 billion yuan, and a recent three-limit-up streak. It presents the streak as a sign of market attention and the…

EquitiesMomentumChina marketsRisk management
SuperMind

This note describes a short-term Chinese A-share screen using a turnover range of 3% to 12%, excluding Beijing-listed stocks and stocks said to have had three consecutive limit-up days as of yesterday. It frames turnover as a way to avoid unusually active…

EquitiesMomentumChina marketsRisk management
SuperMind

This post proposes a Chinese equity screen that combines moving-average alignment with recent limit-up moves. Its initial criteria are at least five moving averages meeting together and a limit-up within the prior 25 days. The post interprets these…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-pool screen combines an RSI below 65 with a 15-minute MACD histogram described as having shorter green bars, and a history of at least one limit-up move during 2021. The rationale is to use momentum indicators alongside past evidence of sharp…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines a daily high-to-low range threshold, a reversal or engulfing-style pattern, and a ranking based on large-order net volume relative to market capitalization. The accompanying formula ranks that flow measure and keeps the top-ranked…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language post describes an equity screening rule using turnover between 3% and 12%, an opening price near the ten-day moving average, and afternoon net inflows from large orders. The accompanying formula interprets “near” as within 5% above or…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese community post proposes a daily A-share screen based on recent net buying, prior-day trading value, and company size. The stated idea is to find smaller companies with positive buying activity and sufficient liquidity, while also describing the…

EquitiesChina marketsMomentumStatistics
BigQuant

This dated Chinese equity market report combines market activity, sentiment, sector flows, concentration measures, and style-factor performance. It describes subdued overall valuations, rising consumer-sector turnover, a recovery in TMT activity, and strong…

EquitiesChina marketsFactor investingMomentum