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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
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
WonderTrader
14 documents
Alphalens
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 document outlines a Chinese stock selection screen for companies associated with the metaverse theme. It combines simultaneous bullish technical signals with a listing-age filter: a MACD line crossing above its signal line, a five-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language article outlines a stock screen that combines a metaverse industry classification, a rounded-bottom or arc-shaped pattern, and a ranking by individual-stock attention. Its central idea is to find stocks that match both a thematic…

EquitiesChina marketsTechnical indicatorsSentiment
MQL5 code base

The document presents a MACD variant that replaces exponential moving averages with range-weighted averages. It applies the range-weighted method both to the fast-versus-slow average difference and to the resulting signal line, making the calculation…

Technical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock-selection screen combining a price-range condition, a recent large daily gain, and weekly MACD above zero. Its intended effect is to find volatile shares with signs of recent strength and a positive technical…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screening proposal combines three technical conditions: daily amplitude above 1, weekly MACD above zero, and a 10-day gain greater than zero but below 35 percent. The note presents positive recent performance as evidence of short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post proposes screening mainland Chinese stocks using a turnover-rate range of 3% to 12%, a positive ten-day gain below 35%, and a prior-day indicator described as main-fund control. Its accompanying Python example applies additional…

China marketsEquitiesMomentumTechnical indicators
BigQuant

The report presents a framework for timing gold using three proposed price drivers: value preservation, safe-haven demand, and speculation. It builds the first factor from US inflation expectations and trends in US real interest rates, the second from the…

CommoditiesFactor investingMomentumBacktesting
SuperMind

This stock screen narrows candidates to shares with turnover between 3% and 12% and circulating market value between 5 billion and 10 billion yuan. It also requires a recent limit-up event while excluding stocks that hit the limit on the previous day. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen combines an RSI reading below 65, a positive product of price change and a large-order net-volume measure, and a weekly 5-period moving average crossing above the 10-period average. The intended interpretation is to find stocks…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article describes a Chinese-equity screen combining a minimum daily high-low range, relative volume within a specified band, and a positive return over a recent period. It interprets the range as a way to find active stocks and the volume band as a way…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection post proposes a screen based on three conditions: reported position growth above 5%, the ratio of buyer-initiated to seller-initiated volume above 1.3, and a positive but capped return over the previous ten days. The intended…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese stock-selection post describes a short-term screen combining three conditions: an increase in reported position holdings above 5%, upwardly diverging moving averages, and a gain below 6% at the 9:25 observation. The author frames the holdings…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article describes three forms of “high-low rotation” when a popular market theme cools. One is a short-term move into lower-priced themes with fresh news catalysts, where early positioning seeks an advantage but carries high uncertainty. Another is…

China marketsEquitiesMomentumEvent-driven
SuperMind

The document describes a Chinese stock screen for companies in the metaverse theme. It requires the 30-day moving average to rise relative to the prior session, then ranks qualifying stocks by a measure called fund strength. The provided formula and Python…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This indicator displays a standard Relative Strength Index calculated for a timeframe that can differ from the chart timeframe. Its default settings use a four-hour period, a 12-period RSI, and closing prices, though the user can choose other inputs. A…

Technical indicatorsMomentum
MQL5 code base

StrangeIndicator is a smoothed oscillator displayed in a symmetric range from -50 to +50. Its histogram can use one of two coloring approaches: highlighting breaks of overbought and oversold levels, or showing changes in the indicator’s direction. The color…

Technical indicatorsMomentum
MQL5 code base

Cutler’s RSI is presented as a relative strength index variant that uses a simple moving average as its basis, unlike the conventional formulation described here as using an exponential moving average. The indicator exposes settings for its period, averaging…

Technical indicatorsMomentum
SuperMind

This stock-selection idea filters for companies associated with the metaverse, a positive institutional-flow measure, and an opening move within a specified band. The article describes the band as a way to avoid unusually large opening swings and provides…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This article outlines a short-term Chinese equity screen using RSI below 65, three consecutive declining sessions, exclusion of ST-designated stocks, and a condition related to trading halts during the first ten minutes after the open. It then proposes…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator combines patterns observed across price charts, DCOS, BullsPower, and BearsPower to generate probable buy and sell directions. It marks signals on the prior bar: blue indicates a buy and yellow a sell. A red dot must be enclosed by a square for…

Technical indicatorsMomentumBacktesting
SuperMind

This stock screen combines a daily turnover range of 3% to 12% with a condition that the day’s price change multiplied by net large-order flow is below zero. It also requires year-over-year growth in net profit attributable to parent-company shareholders to…

EquitiesChina marketsMomentumStatistics
SuperMind

This Chinese-language post presents a stock screen for companies in the metaverse industry. It combines a newly formed bullish KDJ crossover with a long-term price filter: the prior day’s closing price is described as being above the 250-day moving average.…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a technical screen for stocks in the metaverse industry. It calls for three indicators to form bullish crossovers at the same time and for the closing price to exceed the previous session's low. The post's concrete formula and code…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes screening Chinese equities for turnover between 3% and 12%, a newly formed KDJ bullish crossover, and at least one daily gain of 10% or more during the prior 25 trading sessions. It frames turnover as a measure of trading activity, the…

EquitiesChina marketsTechnical indicatorsMomentum