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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
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

This stock screen selects shares whose 20-day moving average is at or above the 120-day average, whose price is below a stated price ceiling, and whose six-period RSI is below a stated threshold. The article presents the combination as a way to pair a…

China marketsEquitiesTechnical indicatorsTrend following
SuperMind

This Chinese A-share screening idea combines a daily price-range filter, a newly formed KDJ crossover, and evidence of a recent limit-up move. The proposed interpretation is that a larger range signals volatility, the crossover may indicate improving…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post describes a stock screen that ranks by capital strength and requires the stock’s average price to be above its five-day moving average, with its 30-day average moving upward. The combination is intended to pair a capital-flow measure with short-…

EquitiesTechnical indicatorsMomentum
SuperMind

This proposed stock screen combines an amplitude threshold above 1, a listing age greater than one year, and at least one daily gain of 10% or more during the previous 25 trading days. The post treats a recent large gain as evidence of short-term strength…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

This indicator-based system smooths Heikin-Ashi candles and interprets runs of rising or falling candle bodies as directional trends. Larger bodies with limited opposing shadows are treated as stronger trends; small bodies and long shadows suggest weakening,…

Technical indicatorsTrend followingMomentumRisk management
Lumibot strategies

This strategy ranks a fixed universe of ten large U.S. stocks by price momentum over roughly one trading year. On the first trading day of each month, it selects the three strongest performers, sells positions outside that group, and adjusts each selected…

EquitiesMomentumPortfolio constructionBacktesting
SuperMind

This stock screen targets companies in the metaverse industry whose opening price is near the ten-day moving average and that have recorded more than two limit-up days within ten days. The article frames the moving-average condition as a price-location…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document presents a MACD indicator display that overlays price information to help interpret MACD and signal-line relationships. It proposes using a crossover, or the MACD line’s position relative to the signal line, alongside the current price and its…

Technical indicatorsMomentumTrend following
SuperMind

This Chinese-language post outlines an equity screen that selects stocks associated with the metaverse concept, a rising 30-day moving average, and a KDJ bullish crossover. It presents the combination as a way to find stocks with upward price momentum. The…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document describes a technical stock screen for mainland Chinese equities. It selects stocks whose 14-period RSI is below 65, whose latest high is the highest of the latest two observations, and whose 30-day moving average is rising. The stated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a Chinese A-share screen combining metaverse-sector membership, a turnover-related condition, and an intraday “control” measure above a stated threshold. Its rationale is to focus on a market theme, seek active trading, and identify…

EquitiesChina marketsMomentum
BigQuant

This reference surveys common technical indicators and explains several price, risk, valuation, and execution measures with formulas and numerical illustrations. Topics include simple and exponential moving averages, RSI, beta, Sharpe ratio, price momentum,…

Technical indicatorsStatisticsRisk managementMomentum
SuperMind

This stock-selection recipe screens for companies in a designated metaverse category, a positive daily price change, and a rising 30-day moving average. Its final stated condition also requires a price-to-earnings ratio below 30. The article expresses the…

EquitiesChina marketsTechnical indicatorsMomentum
Stratmill research code

This code describes a deep learning approach for turning sequential market features into position signals. Its example model uses an LSTM layer followed by dropout and a time-distributed output constrained through a hyperbolic tangent activation. Training…

Machine learningMomentumPortfolio constructionBacktesting
MQL5 code base

The document presents a Chinese-market stock screen that selects main-board shares with turnover between 3% and 12% and a daily gain above 1%, while excluding shares that closed at their upper price limit the previous day. It frames turnover as a measure of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes a Chinese equity screening idea that combines several moving averages converging, an opening price near the 10-day average, and a positive but bounded 10-day return. It interprets converging averages as a sign of stable trends and recent…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The article describes a stock screen combining daily price amplitude above one, a condition labeled as prior-day main-force control, and a gain exceeding ten percent over 2021. It presents amplitude as a measure of trading fluctuation, the control condition…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The proposed screen selects stocks in the metaverse theme, limits the morning price move to less than six percent at 9:25, and requires weekly MACD to be above zero. The article presents this as a way to combine a sector filter, an early-session price…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection approach ranks securities by volume ratio and keeps the top 100, then looks for simultaneous bottom crossovers in MACD, KDJ, and RSI. It also requires at least two limit-up sessions within the prior 500 days. The stated rationale is to…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This short-term stock screen combines amplitude above 1, an upward-moving-average condition, and first-level bid volume greater than ask volume. The article interprets the filters as capturing price movement, near-term upward direction, and stronger…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This stock screen selects companies in the beverage and alcohol import-export industry when RSI is below 65 and prior-day turnover exceeds 8%. The note describes RSI as a short-term price condition and treats the industry category as a fundamental filter,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This equity-screening proposal looks for stocks with daily amplitude above 1 that had three consecutive limit-up sessions the previous day. It initially caps the 9:25 a.m. gain below 6%; the refined version adds a lower bound of -3% and requires RSI(14) to…

EquitiesMomentumTechnical indicatorsChina markets
BigQuant

This article presents a discretionary approach to rotating from an established leading stock or theme into a newer one. It watches for signs of a theme gaining breadth, such as multiple limit-up stocks, rising sector performance, and an increasing count of…

EquitiesChina marketsMomentumPosition sizing