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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

4,510 documents

SuperMind

This A-share screening concept selects stocks with at least five converging moving averages, ranks them by individual-stock “heat,” and requires at least two limit-up sessions within the prior 500 days. The accompanying explanation interprets the…

EquitiesChina marketsTechnical indicatorsMomentum
Amberdata research

This market snapshot reviews several digital-asset areas: centralized exchange share, spot price moves, futures long-short ratios, DeFi lending activity, and blockchain transaction patterns. It describes Binance losing exchange-volume share after regulatory…

CryptoSpot marketsPerpetual futuresDeFi
BigQuant

This research summary examines how sell-side analyst reports may inform stock selection. It argues that report counts and recommendation strength alone provide limited differentiation, while target-price upside and changes in analyst views may be more…

EquitiesSentimentEvent-drivenPortfolio construction
SuperMind

This note proposes a short-term Chinese equity screen using three conditions: a price-range measure above 1, a 9:25 price rise below 6%, and a previous-day 9:15 matched price associated with a limit-down event. It frames the filters as a combination of…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This daily stock screen selects shares with MACD above zero, a K value below 20, and ranks qualifying names by individual stock popularity or heat. The article describes running the screen after the market opens. Its rationale treats positive MACD as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening equities for a daily high-to-low range above one percent, a reversal or engulfing-style pattern, and then sorting selected names by a popularity measure. It frames range as a way to find volatile stocks, the pattern as a…

EquitiesTechnical indicatorsVolatilitySentiment
SuperMind

This Chinese-language post describes a stock screen combining RSI below 65, the product of percentage price change and a large-order net-flow measure above zero, and a share price set at 18.5 yuan. It presents the conditions as a way to combine a technical…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

EquitiesMomentumTechnical indicatorsChina markets
BigQuant

This research summary describes a method for predicting which stocks will attract institutional attention when other firms make scheduled announcements or when macroeconomic news arrives. It measures past attention spikes using news searches and reading…

EquitiesEvent-drivenSentimentStatistics
OctoBot

FUD describes a wave of pessimism, rumors, or uncertainty that can influence investment choices and market behavior. The document contrasts it with FOMO: fear of missing gains can draw investors into rising assets, while FUD may prompt panic selling. It also…

CryptoSentiment
SuperMind

This Chinese equities screen selects stocks with daily amplitude of at least 1%, turnover above 2% and no more than 9%, and more than two limit-up sessions within the past ten days. The rationale combines price movement, trading activity, and recent market…

China marketsEquitiesMomentumBreakout
SuperMind

This A-share stock-selection screen targets companies assigned to the metaverse industry, with circulating share capital no greater than 5.5 billion shares, and large-order net volume above 0.05 for at least three consecutive days. It interprets sustained…

EquitiesChina marketsMomentumSentiment
SuperMind

This Chinese equity screen selects stocks identified with the metaverse theme, with daily amplitude above 1% and at least two limit-up events within 500 days. The article presents these conditions as a way to find concept stocks with notable price movement…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This note proposes selecting Chinese stocks associated with both the metaverse theme and beverage or alcohol import-export businesses, subject to prior-day actual turnover between 3% and 28%. It frames thematic exposure as a possible source of growth and…

EquitiesChina marketsSentimentRisk management
SuperMind

This document describes a simple daily stock screen combining a turnover-rate band, the sign of a price-change and large-order-flow product, and a comparison of consecutive daily lows. It selects stocks with turnover between 3% and 12%, a positive product of…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese-language post outlines an equity screen for stocks in the metaverse sector that had a positive return and appeared on the previous day’s “Dragon and Tiger” list, a market list associated with notable price moves and trading activity. It presents…

EquitiesChina marketsMomentumSentiment
SuperMind

This post proposes a short-term stock screen combining three conditions: membership in the metaverse theme, a positive institutional-flow indicator, and a threshold for the share of positions increased that day. It frames the criteria as a way to focus on a…

China marketsEquitiesSentimentTechnical indicators
SuperMind

This note presents a Chinese stock screen based on a daily range greater than a threshold, a rising price bottom, and ranking by net large-order flow. The accompanying formulas express these conditions as an amplitude test, a comparison of recent lows, and a…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This note describes a Chinese equity screening rule combining MACD above its zero line, positive price change multiplied by very large order net flow, and an opening gain below a threshold. Its proposed refinement raises the opening-gain ceiling. The…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This proposed A-share screen targets stocks in the metaverse theme with yesterday’s turnover above 8%, a high ranking in large-order net flow, and a high market-cap ranking. The final rule specifies the top 20% on both net-order flow and total…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

The document describes a Chinese equity screen that combines a daily high–low range threshold, return on equity above 15% for each of five years, and afternoon large-order net inflows. It frames the range condition as a way to select more active shares, the…

EquitiesFactor investingSentimentRisk management
SuperMind

This Chinese community post outlines an equity screen combining three filters: membership in the metaverse theme, positive net buying attributed to major participants during the opening auction, and an appearance on the prior day’s public trading activity…

EquitiesChina marketsSentimentExecution
SuperMind

This A-share screening idea selects stocks with a MACD line above zero, high relative investor attention, trading volume above a stated threshold, and an opening price above the previous close. The screen is run after the daily close. Its rationale is to…

EquitiesChina marketsMomentumTechnical indicators