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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

22,592 documents

SuperMind

This screening proposal selects Chinese equities using three conditions: daily amplitude above one percent, a closing price below 20, and at least two limit-up events within 500 days. The article frames amplitude as a measure of price fluctuation, the price…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

The document introduces the momentum line, or MTM, as the difference between the current closing price and the close from a chosen number of days earlier. Connecting these values produces the momentum series. A moving average of recent MTM readings provides…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

This document proposes screening Chinese A-share stocks for turnover between 3% and 12%, a recent bullish KDJ crossover, and a rounded-base chart pattern. Its indicator example also requires the close to be at or above the 20-day moving average. A Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese equity screen for robot-themed stocks with daily price amplitude above 1%, circulating market value below 10 billion, and daily return between -5% and 2.6%. It outlines formula-style and Python examples for applying the…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This short-term stock screen selects main-board shares with turnover between 3% and 12%, a daily gain above 1%, and more than two limit-up days within a ten-day window. The article frames turnover and daily gains as signs of activity, while repeated…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This proposed stock screen combines three technical conditions: daily price amplitude above 1%, convergence among five moving averages (5, 10, 20, 30, and 60 days), and a shrinking MACD histogram on a 15-minute chart. The article interprets the amplitude…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock-screening method combines a turnover range of 3% to 12% with exclusion of Beijing-listed A-shares and a newly formed KDJ golden cross. The cross is defined as the K line moving above the D line after being below it, using a nine-period price range…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post gives a rule-based screen for stocks in the metaverse theme. It selects names whose price change by 9:25 is below 6% and whose previous-day opening-auction turnover rate exceeds 0.26. The author frames auction turnover as a way to…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

The strategy ranks stocks each month using five inputs: trailing-twelve-month price-to-earnings and price-to-sales ratios, price-to-book value, one-month price momentum, and one-month trading value. The author reports that trailing-twelve-month PE and PS…

EquitiesFactor investingMomentumPortfolio construction
BigQuant

This study summary examines Chinese listed companies that hold stakes in firms planning initial public offerings. It frames these investments as strategic or financial, then focuses on how the investor’s share price behaves after the prospective investee…

China marketsEquitiesEvent-driven
NautilusTrader

This Chinese-language post describes a stock screen combining three filters: RSI below 65, exclusion of the STAR Market, and a positive return over ten days that remains below 35%. It also gives an illustrative implementation outline using historical prices…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screen that ranks stocks by a measure of capital strength derived from trading volume and float capitalization, then selects those whose KDJ indicator has just formed a bullish crossover. The initial description…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening rule selects stocks with an intraday amplitude above 1 and MACD above zero, then chooses the top five by the day's auction-related turnover measure. The stated reasoning is that a positive MACD may indicate a favorable trend, while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a relative strength index below 65, a historical dividend payout ratio above 25% for 2019, and a ranking by stock popularity. Its stated rationale is to blend a technical filter, market activity, and a dividend-related…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This A-share screening idea looks for stocks with MACD above zero that had three consecutive limit-up sessions through the prior day, then ranks candidates by reported popularity. It is intended to combine a positive technical signal with recent momentum and…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a 14-period RSI below 65 with a listing-age filter and a 15-minute MACD condition described as shortening green histogram bars. The proposed refinement adds a minimum market capitalization of 5 billion and excludes a specified…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed Chinese stock screen selects companies associated with the metaverse theme when an institutional-flow indicator is positive and the stock has recorded three consecutive daily declines. The document gives formula references and sample Python…

EquitiesTechnical indicatorsChina marketsEvent-driven
SuperMind

This proposed A-share screen combines three conditions: RSI below 65, the ratio of externally initiated to internally initiated trading volume above 1.3, and a signal interpreted as institutional bargain buying. The post provides example query logic and…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This document describes a daily pre-open screen for Chinese stocks priced below 12 yuan. It requires MACD to be above zero and three moving-average crossover conditions to occur together: the 5-day average crosses above both the 10-day and 20-day averages,…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection approach screens Chinese A-shares using three kinds of signals: RSI below 65, external volume divided by internal volume above 1.3, and large-order net volume above 0.05 over three consecutive days. The explanation interprets persistent…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This Chinese equity screen selects stocks with turnover rates between 3% and 12%, at least one limit-up event in the prior 25 days, and at least two limit-up events within 500 days. The post presents these filters as a way to combine trading activity with…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

The document outlines a Chinese equity screening rule that combines daily price range, recent turnover, opening-auction activity, and estimated large-order buying. It selects stocks with an amplitude above 1 and a product of yesterday’s turnover rate and…

EquitiesTechnical indicatorsSentimentMarket microstructure
BigQuant

This brief discussion describes how to display a sector’s price-to-earnings ratio, using banking as an example. It points to a demonstration that builds an industry P/E using an arithmetic mean approach and notes that the calculation can instead use market…

EquitiesStatisticsFactor investing