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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

BigQuant

This student submission translates a Chinese stock trading pattern into explicit screening and trading rules. The setup looks for a declining session after a limit-up day, with current volume twice the prior day’s volume. The stock is then watched, with…

EquitiesBreakoutMomentumTechnical indicators
MQL5 code base

This Expert Advisor combines a Laguerre indicator, a moving average, and the Commodity Channel Index to define buy and sell conditions. The document describes buying when Laguerre is at its lower extreme, the moving average is rising, and CCI is below a…

Technical indicatorsMean reversionMomentumPosition sizing
SuperMind

This Chinese-language post describes a stock screen using three conditions: daily high-low amplitude above one percent of the previous close, weekly MACD above zero with its prior value above its signal line, and the 20-day moving average above the 120-day…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screen combining daily amplitude above 1, afternoon large-order net inflow, and a rising 30-day moving average. Among stocks meeting the conditions, it proposes choosing the one with the greatest gain. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This introductory guide groups technical indicators into trend, momentum, volatility, and volume categories for cryptocurrency trading. It explains that trend tools such as simple and exponential moving averages smooth prices, while MACD compares moving…

CryptoTechnical indicatorsMomentumVolatility
ProRealCode

This document explains a variant of the Moving Average Convergence Divergence indicator in which its fast and slow averages are calculated with a recursive Jurik-style moving-average procedure. Their difference forms the MACD line, and a conventional moving…

Technical indicatorsEquitiesMomentumBacktesting
SuperMind

This Chinese equity screening proposal combines a price-amplitude threshold, a requirement that the stock have an associated outstanding convertible bond name, and a 15-minute MACD condition described as the negative histogram bars becoming shorter. The post…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese market screening idea selects stocks with an amplitude above 1, current trading volume above 10,000 lots, a higher open, and more than two limit-up sessions during the prior ten days. The post frames these conditions as signs of price activity,…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This proposed short-term stock screen requires amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and an external-to-internal trading volume ratio above 1.3. The note interprets the conditions as combining elevated price movement, a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines three conditions: amplitude above 1, upward-moving or diverging daily averages, and a daily position-growth share above 5%. It interprets the amplitude condition as a volatility filter, moving-average behavior as a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen for stocks assigned to the metaverse theme. It specifies a circulating market capitalization between 5 and 10 billion yuan and a price condition involving the five-day moving average. The screen is framed as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a short-term Chinese equity screen requiring RSI below 65, today’s volume to exceed the previous day’s by more than five percent, and at least two limit-up events in the prior 500 days. It explains these filters as a combination of a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes a short-term stock screen based on three conditions: intraday amplitude above 1%, a current high equal to the highest high over two days, and a condition described as yesterday’s turnover exceeding 8%. It gives formula-style examples for…

EquitiesTechnical indicatorsMomentum
SuperMind

The document presents a Chinese equity screening rule for stocks classified in the metaverse industry. It selects shares whose opening price is around the 10-day moving average and whose institutional activity measure is positive. The described sequence…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document presents a Chinese stock-selection rule combining price amplitude, a specified share price, and a weekly five-period moving average crossing above a ten-period average. It frames the screen as a way to find stocks with moderate volatility and a…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This Chinese equity screening proposal selects stocks with MACD above zero, applies filters based on company type, and excludes the technology innovation board. The post presents the approach as combining a technical signal with company classification. It…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese stock screen based on three conditions: at least two limit-up sessions within the previous 500 days, a positive price-to-earnings ratio, and at least five moving averages converging. It describes five averages based on different…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document presents a Chinese A-share stock screen combining a turnover-rate band with a newly formed KDJ golden cross and positive daily MACD. The intended rationale is to filter for liquidity, a technical entry signal, and positive trend conditions. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language document presents a stock-selection screen combining three conditions: RSI below 65, a product involving percentage price change and large-order net volume, and an opening price near the 10-day moving average. The stated rationale is to…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes an indicator that displays candlestick body sizes in points over a selected period. It uses color intensity to distinguish bodies that are growing along a trend from those that are shrinking: expanding bodies appear in brighter colors,…

Technical indicatorsMomentum
SuperMind

This Chinese equity selection rule screens for stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, and a weekly five-period moving average crossing above the…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese equities screening strategy for stocks in the metaverse industry. It selects names that had a limit-up event within the previous 25 days and meet a “main upward move starting” condition, with screening intended before 10 a.m.…

EquitiesChina marketsMomentumTechnical indicators