Skip to content

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
Binance API docs
45 documents
Quantopian lectures
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

22,592 documents

SuperMind

This Chinese equity screen seeks main-board stocks with a 14-period RSI below 65, three consecutive declining sessions, and a current-day gain exceeding 1%. It combines a momentum-style rebound condition with recent weakness and a market-segment filter. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese stock-selection note combines a turnover filter, a cap on circulating share or market-cap size, and a condition described as at least five moving averages overlapping. Its final stated criteria specify turnover up to 12%, circulating market…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

This Chinese A-share selection method first limits its universe to stocks in the metaverse theme, then screens for a morning price change below 6% at 9:25 and ranks qualifying names by individual stock popularity. The note presents the approach as a blend of…

EquitiesMomentumSentimentChina markets
SuperMind

This Chinese A-share screening note combines a turnover range of 3% to 12% with a rising DEA signal and a condition on opening auction activity. The auction measure compares yesterday’s turnover, today’s auction volume, and yesterday’s volume; the stated…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

The post proposes a Chinese stock screening idea combining three conditions: reported institutional buying above five percent of volume on the latest trading day, seven consecutive declining sessions, and a 20-day moving average above the 120-day average. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening A-shares with turnover between 3% and 12%, market capitalization below 10 billion yuan, and no losses, then selecting stocks whose large-order net volume exceeds 0.05 for at least three consecutive days. It presents this as a…

EquitiesMomentumChina marketsTechnical indicators
MQL5 code base

This indicator description explains how to overlay candles from a selected historical date on a live chart. It aligns the replay zone with a matching region on the current chart, including aligning the last replay candle and current candle by opening price.…

Technical indicatorsEquitiesExecutionBacktesting
SuperMind

This community thread asks how to run a stock screen at a specified time on trading days and send its results to WeChat. A reply suggests placing the screening call inside the platform’s opening-auction callback, which the commenter says runs each day at…

ExecutionEquities
SuperMind

This document describes a Chinese A-share screening rule that combines daily price range, recent limit-up activity, and a bullish candle condition. It selects stocks whose high-to-low range exceeds 1%, that had at least one limit-up day in the prior 25…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This Chinese stock screening rule combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%, and a bullish weekly MACD condition. The document treats turnover as a trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed screen selects stocks with a rising 30-day moving average, positive net buying by large traders during the auction, and a daily position increase ratio above a stated threshold. The accompanying explanation interprets the flow measures as signs…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock selection rule combines a minimum daily amplitude threshold with MACD above its zero line and a rising 30-day moving average. The rationale is to seek stocks showing price movement, positive MACD momentum, and an upward medium-term trend. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-equity screening proposal combines three conditions: daily price range above 1%, a short-term moving-average relationship intended to indicate upward movement, and revenue in 2021 more than 1.1 times revenue in 2018. The stated rationale is to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a stock screen combining daily price range, a calendar-year condition, and a stock-code prefix. It treats a range above 1% as a sign of higher volatility and selects securities whose codes begin with 60. The supplied indicator and…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This post proposes screening Chinese stocks associated with the metaverse theme, positive institutional activity, market capitalization below 10 billion yuan, and no losses over the prior two years. Its stated rationale combines a thematic growth area,…

EquitiesChina marketsFactor investingSentiment
SuperMind

This Chinese-language post presents an A-share screening idea combining three conditions: price amplitude above 1, a 9:25 gain below 6%, and the previous close above the 250-day moving average. It frames the filters as a blend of short-term volatility and…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document proposes screening stocks using five moving averages, with example periods of 5, 10, 20, 60, and 120 days, alongside a circulating market value above 10 billion yuan and data from 2021. It describes averaging the selected moving averages and…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock selection recipe combines a daily turnover-rate band of 3% to 12%, a beverage and alcohol industry filter, and three simultaneous bullish MACD configurations. The indicator checks use different MACD settings and require each difference line to be…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a daily screen for main board stocks whose intraday range exceeds 1%, circulating market capitalization exceeds 10 billion yuan, and price rises by more than 1% on the day. It combines a measure of trading activity, a company-size…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The proposed screen focuses on stocks classified in the metaverse industry. It selects the five highest-ranked stocks by the day’s auction amount, then filters for prior-day trading value above the stated threshold. The post frames auction activity as a…

EquitiesChina marketsMomentumExecution
SuperMind

This stock selection rule screens Shanghai-listed shares for a turnover rate in a stated range and a bullish crossover of the five-week moving average above the ten-week moving average. The post presents the crossover as a way to find stocks with improving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language strategy post describes a stock screen for the metaverse industry. It looks for shares whose opening price is near the ten-day moving average and whose recent price bars meet a proposed “arc” shape condition. The technical formula…

EquitiesChina marketsTechnical indicatorsMachine learning
SuperMind

This stock selection method combines three filters: daily amplitude above 1%, at least two limit-up sessions within the prior 500 days, and weekly MACD above its zero line. The article interprets recent limit-up history and amplitude as signs of short-term…

EquitiesChina marketsMomentumTechnical indicators