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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

4,510 documents

SuperMind

This Chinese-language strategy note screens stocks in the beverage and alcohol import-export industry using RSI below 65 and more than two limit-up sessions in a ten-day window. It frames RSI as a technical condition and recent limit-ups as a sign of market…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document outlines a stock-selection screen that combines a positive MACD reading, a share price below 12 yuan, and a ranking by fund strength. It says the selection is performed before the market opens, while its sample code uses intraday data and…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This stock screen combines four conditions: price amplitude above one, current volume above ten thousand lots, a higher open, and appearance on the previous day’s Dragon and Tiger List, a ranking of unusually active stocks. The article frames the combination…

China marketsEquitiesMomentumSentiment
BigQuant

This December 2024 market note tracks sentiment, fund crowding, and two stock-selection approaches in Chinese equities. It describes breadth and moving-average sentiment measures as elevated, with momentum indicators pointing upward. It also reports that…

EquitiesChina marketsSentimentFactor investing
BigQuant

This summary of a 2020 study examines equity factor strategies in China’s A-share market, where market structure and regulation can affect how familiar investment signals behave. It reports that carefully designed traditional factor strategies delivered…

China marketsEquitiesFactor investingMean reversion
SuperMind

This stock screen looks for shares with amplitude above one and ranks eligible stocks by the day’s opening auction amount, selecting the top five while excluding the STAR Market. The article frames auction activity as a way to find stocks attracting market…

EquitiesChina marketsVolatilitySentiment
Kraken Learn

This survey report examines how cryptocurrency policy figures in U.S. voters’ priorities ahead of the 2024 election. It reports that many crypto owners want candidates to address the sector, that a substantial share describe themselves as split-ticket…

CryptoSentimentUS marketsStatistics
SuperMind

This post describes a daily, after-close stock screen that requires MACD to be above zero and ranks eligible stocks by a popularity measure. Its final logic also calls for market capitalization above a stated threshold and excludes suspended stocks. The post…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese A-share screening idea looks for stocks with an intraday range greater than one percent, at least one limit-up event during the prior 25 days, and high current auction amount, selecting the top five by that measure. The article frames range as a…

China marketsEquitiesVolatilitySentiment
BigQuant

The document summarizes research on using corporate earnings-call transcripts to predict subsequent stock-price movements. Earnings calls contain management discussion of financial performance and information that investors and analysts may use when making…

EquitiesMachine learningSentimentStatistics
SuperMind

This document outlines a Chinese equity screen for metaverse-related stocks. It selects shares with a previous-day actual turnover rate within a stated range and positive afternoon net buying by large orders. The proposed interpretation is that…

EquitiesChina marketsMarket microstructureExecution
SuperMind

This Chinese A-share screen combines membership in a metaverse sector with turnover above 8% on the prior day and a three-session limit-up pattern. The article presents the sequence as a way to focus on a hot theme and stocks attracting unusually strong…

EquitiesChina marketsMomentumSentiment
SuperMind

This post outlines a Chinese equity screen for main-board stocks associated with the metaverse theme. It combines membership in that concept group, positive net buying attributed to major participants during the auction, and a daily price gain above 1%. The…

EquitiesMomentumSentimentChina markets
SuperMind

This post outlines a Chinese equity screening rule that selects stocks with daily price amplitude above 1%, turnover between 2% and 9%, and positive institutional activity. It presents the screen as a way to combine price movement, trading activity, and an…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The document outlines a stock-selection screen for Chinese equities in the metaverse theme. It filters for stocks associated with that industry, requires a positive institutional-flow measure, and ranks eligible names by a market-heat proxy in descending…

China marketsEquitiesMomentumSentiment
Amberdata research

This conference recap highlights themes discussed at Consensus 2024, including institutional participation in digital assets, interest in blockchain applications such as tokenization of real-world assets, and the prospect of consolidated crypto trading. It…

CryptoSentimentMarket microstructure
SuperMind

This post proposes screening stocks for turnover between 3% and 12%, an outside-volume to inside-volume ratio above 1.3, and positive net buying by major participants during the auction. The filters aim to combine trading activity, buy-versus-sell volume,…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This Chinese equity screen seeks companies with market capitalization below 10 billion yuan, no reported past losses, and institutional net buying above a stated 5% threshold. The intended idea is to combine a small-company profile and a basic profitability…

China marketsEquitiesFactor investingSentiment
SuperMind

This note proposes ranking stocks from strongest to weakest by a capital-flow-strength measure, then selecting the top N. Its original screening description excludes Beijing-listed A-shares, while its later suggested refinement says to include them to…

China marketsEquitiesSentimentStatistics
SuperMind

This proposed Chinese equity screen ranks stocks by a capital-strength measure, then considers prior-day actual turnover in the stated 3% to 28% range and a 2019 dividend ratio above 25%. The article describes capital strength as a measure of money flowing…

EquitiesChina marketsSentimentFactor investing
SuperMind

This stock screen combines a turnover range of 3% to 12%, an appearance on the previous day’s trading list, and a closing price above the previous day’s low. The document presents these conditions as a way to identify actively traded stocks while using the…

EquitiesChina marketsTechnical indicatorsSentiment