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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

31,205 documents

SuperMind

This stock selection rule combines three conditions: turnover between 3% and 12%, a rising DEA indicator, and weekly MACD above the zero line. The post presents these as filters for liquidity, improving shorter-term momentum, and a positive longer-term…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen combines daily price weakness with trading activity: it selects shares with an amplitude above 1%, turnover above 2% and below 9%, and seven consecutive sessions in which the close is lower than the prior close. The document frames this as…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening idea combines an amplitude threshold above 1, a prior-day 9:15 matched price at the limit-down level, and an increasing K value from the KDJ indicator. The post interprets large price ranges as opportunity, the auction price condition as…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

The document defines an Average Modified Moving Average indicator with two inputs: a calculation period and the price series to apply. Each new value combines the previous indicator value, weighted by the period minus two, with the current and prior prices,…

Technical indicatorsEquitiesStatistics
SuperMind

This Chinese-language post outlines a short-term A-share screening rule. It selects stocks classified in the metaverse theme that appeared on the previous day’s trading rankings, then applies a five-day moving-average condition. The post offers formula and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an equity screen requiring turnover between 3% and 12%, a 2021 listing year, and rising price lows. It interprets successively higher lows as a sign of improving rebound strength and possible momentum or trend. The post…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This indicator marks recent swing highs and lows, then detects when price breaks those levels by a candle close or, optionally, by a wick. On each breakout candle it estimates buying and selling volume from the candle’s total volume and the close’s location…

BreakoutTechnical indicatorsRisk management
SuperMind

This stock-selection idea screens for companies with market capitalization below a stated threshold, positive profit, and daily price amplitude above one percent, then ranks eligible names by a measure of stock attention. It presents the approach as a way to…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed equity screen combines a daily amplitude threshold with a ratio involving the prior day's turnover and current auction volume relative to prior-day volume. It also uses a rising 30-day moving average as a trend filter. The discussion describes…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen selects companies in the beverage and alcohol import-export industry with a 14-period RSI below 65 and an appearance on the prior day's market activity list. It combines a technical indicator with industry membership and a signal of recent…

China marketsEquitiesTechnical indicatorsSentiment
ProRealCode

This example describes a trade management rule that uses Parabolic SAR as a moving stop. It enters long or short positions with stop orders when the SAR level meets the stated candle high or low conditions. While a position is open, the exit stop is reset to…

Technical indicatorsRisk managementExecution
MQL5 code base

This short indicator description presents Time Averaged Price as a line calculated from prices over a selected period. It identifies two settings: the calculation period and the applied price. Examples are shown for close, high, low, median, and weighted…

Technical indicatorsStatistics
SuperMind

The post proposes a Chinese equity selection rule combining turnover, order book imbalance, and a weekly chart signal. It screens for stocks with turnover between 3% and 12%, bid volume at the best price greater than ask volume, and a weekly close crossing…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This excerpt introduces a section of a book about building applications in MQL5 for MetaTrader 5. It outlines topics including program events, access to timeseries, chart operations, graphical objects, and interactions with the terminal. The material is…

Technical indicators
SuperMind

This document outlines a stock-selection screen requiring MACD above zero, upward-moving averages, and at least one limit-up event during the preceding 25 days. The conditions are framed as signals of positive trend and recent market attention. It includes…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

This document describes a short-term stock screen combining prior-session amplitude above 1%, an opening price within roughly 5% of the 10-day moving average, and prior actual turnover between 3% and 28%. It presents these conditions as a way to find shares…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This stock-selection idea searches within the metaverse industry for shares where the KDJ indicator has just formed a bullish crossover and the day’s K value is below 20. It selects during the trading day before 10 a.m. and requires the stock to be trading.…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This Chinese stock-screening note combines a price-range filter, exclusion of ST-designated shares, a five-period trend condition, and large or extra-large buy orders during the opening auction. It also limits selection to before 10 a.m. The example…

EquitiesMomentumTechnical indicatorsMarket microstructure
SuperMind

This China-focused equity screen combines daily price amplitude with a turnover and opening-auction volume measure, then requires large-order net buying to remain above a threshold for several consecutive days. The stated selection rule uses amplitude above…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This article proposes screening stocks with turnover between 3% and 12%, a K value below 20, and circulating market capitalization between 5 billion and 10 billion yuan. It describes the combination as a starting point for finding stocks with potential, then…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes an A-share screening rule combining a daily high-low range threshold, return on equity above 15% in each of the prior five years, and a positive change from the previous close. It presents the criteria as a way to find consistently…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This Chinese stock-selection example combines a technical filter with a basic revenue-growth condition. It selects shares with RSI below 65, a latest high matching the highest level of the last two days, and 2021 revenue more than 1.1 times 2018 revenue. The…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post presents a short-term screen for stocks whose codes begin with 60, whose daily high-low range exceeds 1% of the previous close, and whose session low is between 4% and 5% below that close. It frames the range condition as a way to find volatile…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This post describes a Chinese equity screening rule that ranks stocks by capital inflow strength and limits candidates to a turnover rate between 2% and 9%. It suggests that strong inflows may indicate investor attention and buying interest, while the…

EquitiesChina marketsTechnical indicatorsStatistics