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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
Quantpedia
86 documents
TqSdk
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

31,205 documents

SuperMind

This Chinese stock screening rule combines turnover between 3% and 12%, year-over-year growth in net profit attributable to parent shareholders above 20% and no more than 100%, and a bullish weekly MACD condition. The document treats turnover as a trading…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed screen selects stocks with a rising 30-day moving average, positive net buying by large traders during the auction, and a daily position increase ratio above a stated threshold. The accompanying explanation interprets the flow measures as signs…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This stock selection rule combines a minimum daily amplitude threshold with MACD above its zero line and a rising 30-day moving average. The rationale is to seek stocks showing price movement, positive MACD momentum, and an upward medium-term trend. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The Average Sentiment Oscillator (ASO) is presented as an indicator of general market climate. It smooths separate bull and bear pressure values using a configurable moving average, with user-selected range and smoothing periods and smoothing method. The…

Technical indicatorsSentiment
ProRealCode

The Super Arrow indicator combines several technical conditions to display upward and downward arrows on a price chart. Its described inputs include a fast and slow moving average, RSI, Bollinger Bands, and Bulls Power and Bears Power measures. It also…

Technical indicatorsMomentumBreakoutVolatility
SuperMind

This Chinese-equity screening proposal combines three conditions: daily price range above 1%, a short-term moving-average relationship intended to indicate upward movement, and revenue in 2021 more than 1.1 times revenue in 2018. The stated rationale is to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a stock screen combining daily price range, a calendar-year condition, and a stock-code prefix. It treats a range above 1% as a sign of higher volatility and selects securities whose codes begin with 60. The supplied indicator and…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese-language post presents an A-share screening idea combining three conditions: price amplitude above 1, a 9:25 gain below 6%, and the previous close above the 250-day moving average. It frames the filters as a blend of short-term volatility and…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This document proposes screening stocks using five moving averages, with example periods of 5, 10, 20, 60, and 120 days, alongside a circulating market value above 10 billion yuan and data from 2021. It describes averaging the selected moving averages and…

EquitiesTechnical indicatorsChina markets
SuperMind

This stock selection recipe combines a daily turnover-rate band of 3% to 12%, a beverage and alcohol industry filter, and three simultaneous bullish MACD configurations. The indicator checks use different MACD settings and require each difference line to be…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This expert advisor uses signals from the NRatioSign indicator, with configurable upper and lower thresholds for overbought and oversold conditions. It offers two entry styles: trade when the indicator enters one of those zones, or wait until it exits the…

ForexTechnical indicatorsMean reversionBacktesting
SuperMind

This document describes a daily screen for main board stocks whose intraday range exceeds 1%, circulating market capitalization exceeds 10 billion yuan, and price rises by more than 1% on the day. It combines a measure of trading activity, a company-size…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock selection rule screens Shanghai-listed shares for a turnover rate in a stated range and a bullish crossover of the five-week moving average above the ten-week moving average. The post presents the crossover as a way to find stocks with improving…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator displays nested daily-range zones derived from average high-to-low movement over several lookback windows, including a 20-day measure. It draws rectangles around the current day’s range and marks levels offset from the current daily high and…

Technical indicatorsVolatilityRisk managementFutures
MQL5 code base

This short description outlines an expert advisor that trades when a ColorZerolag indicator cloud changes color. The stated trigger occurs at a bar close when the oscillator crosses its signal line, making the strategy a crossover-based entry approach. The…

ForexTechnical indicatorsBacktestingRisk management
SuperMind

This Chinese-language strategy post describes a stock screen for the metaverse industry. It looks for shares whose opening price is near the ten-day moving average and whose recent price bars meet a proposed “arc” shape condition. The technical formula…

EquitiesChina marketsTechnical indicatorsMachine learning
SuperMind

This stock selection method combines three filters: daily amplitude above 1%, at least two limit-up sessions within the prior 500 days, and weekly MACD above its zero line. The article interprets recent limit-up history and amplitude as signs of short-term…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The indicator described here evaluates the slopes of five Jurik Moving Averages (JMAs) with different periods and adds the slope readings into a combined value. The aggregate is intended to show the overall trend across several smoothing horizons, rather…

Technical indicatorsTrend following
SuperMind

The document describes a stock screen combining daily price amplitude above 1%, a rising 30-day average, and ranking by stock heat. It presents amplitude as a sign of trading activity and the average’s direction as a trend filter. The heat ranking is…

EquitiesChina marketsTechnical indicatorsTrend following
ProRealCode

The document describes a cyclically smoothed Relative Strength Index (CRSI), intended to adapt RSI signals to market cycles. It begins with upward and downward price changes, smooths them exponentially using a period derived from the estimated dominant…

EquitiesTechnical indicatorsStatisticsRisk management
SuperMind

The post proposes a stock-selection screen combining three conditions: price amplitude above a threshold, a rounded price shape, and circulating market capitalization in a stated band. It interprets the amplitude condition as a way to find active but not…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This stock selection rule first limits candidates to companies classified in the metaverse industry. It then requires a volume ratio between 1.5 and 6 and previous day's trading value above 60 million. The post includes an example that filters a stock list…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This stock screen combines three technical conditions: weekly price amplitude above one percent, the five week moving average above the ten week average after a bullish crossover, and MACD above zero. The accompanying example calculates amplitude from each…

EquitiesChina marketsTechnical indicatorsMomentum