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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

FinRL

This quick-start example outlines a FinRL workflow using a stock-trading environment and a Dow 30 ticker universe. A command-line mode selects among training, testing, and trading paths. The example configures daily Yahoo Finance data, technical indicators,…

Machine learningEquitiesForexBacktesting
SuperMind

This post presents a simple Chinese equity screen requiring daily high-low amplitude above 1%, a stock code beginning with 60, and a positive return. The examples calculate amplitude relative to the opening price, filter for the specified code prefix, and…

EquitiesChina marketsMomentumVolatility
MQL5 code base

This reference explains a 24-hour analog clock that displays Greenwich Mean Time alongside the scheduled open and close status of major exchanges across Asia-Pacific, the Middle East, Europe, and North America. It lists session hours in GMT and distinguishes…

Multi-assetEquitiesForex
SuperMind

This Chinese-language post describes a stock screen combining three conditions: prior-day amplitude above 1%, tradable share count no greater than 5.5 billion, and a K value below 20. The K measure places the latest close within the preceding 20-session…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This post describes an equity screening recipe that ranks stocks by volume ratio, uses MACD to identify a purported rounded-bottom pattern, and limits the 10-day price gain to a stated range above zero and below 35. The intended logic is to find stocks with…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock screen looks for amplitude of at least 1, a closing price above its 5-day moving average, and a positive one-period change in the KDJ indicator’s K line. The post interprets amplitude as a sign of price movement, the moving-average condition as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection method combines three conditions: price amplitude above 1, a weekly 5-period moving average crossing above the 10-period average, and prior-day actual turnover between 3% and 28%. The document frames amplitude and moving averages as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article proposes screening stocks for a daily price range above 1%, a weekly MACD condition above zero, and ranking by individual-stock “heat.” It includes a formula reference for the range and MACD conditions, plus a Python sketch that attempts to…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This article describes a basic A-share stock screen combining turnover, company size, profitability, and a short-term price condition. It filters for turnover between 3% and 12%, market capitalization below 10 billion yuan, positive net income, and a…

EquitiesTechnical indicatorsChina marketsRisk management
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme when the previous day’s actual turnover rate is between 3% and 28% and floating shares do not exceed 5.5 billion. The turnover band is presented as a way to focus on stocks with…

China marketsEquitiesMarket microstructureExecution
SuperMind

This note describes a Chinese equity screening rule combining three conditions: daily amplitude above 1, circulating market capitalization above 10 billion yuan, and the 20-day moving average above the 120-day moving average. The moving-average relationship…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This Chinese-language post describes an equity screen for Shenzhen Main Board stocks. It combines RSI below 65 with a tradable market capitalization of 5–10 billion yuan, price-to-earnings ratio between 0 and 29.01, and price-to-book ratio between 0 and…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed stock screen combines three short-term conditions: price amplitude above one, a top-five ranking by the day’s auction amount, and positive afternoon net inflow from large orders. The accompanying explanation treats amplitude and auction…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes an indicator that draws Renko bars on a MetaTrader 5 chart. For the current price, it calculates three nearby levels: a ceiling, a rounded level, and a floor. The gaps between adjacent levels equal the configured brick size, so the…

Technical indicatorsEquities
BigQuant

This brief forum exchange asks how to interpret a random forest model’s predicted label after returns have been divided into twenty classes. The question is whether the output represents a class identifier or a return value, and whether regression metrics…

Machine learningStatisticsEquities
SuperMind

This post describes an A-share screening rule that requires at least five moving averages to converge, a stock concentration measure below a stated threshold, and a gain at 9:25 below a stated ceiling. It proposes that clustered averages may indicate a…

EquitiesTechnical indicatorsChina marketsBacktesting
SuperMind

This Chinese-language post proposes an A-share stock screen combining amplitude above one, a rounded price pattern, and annual revenue in 2021 exceeding revenue in 2018 by a stated ratio threshold. It interprets amplitude as a way to find active stocks, the…

EquitiesTechnical indicatorsChina marketsVolatility
SuperMind

This A-share screen combines daily amplitude above 1%, a candlestick pattern described as a morning star, and return on equity above 15% for five consecutive years. It aims to pair a technical reversal-style signal with a sustained profitability filter. The…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This A-share screen combines RSI below 65, daily amplitude above 1%, and more than two limit-up days within ten days. The article frames the combination as a way to find stocks with strong recent price action. It describes RSI, amplitude, and limit-up…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This A-share screen seeks companies with market capitalization below 10 billion yuan, positive P/E, no reported losses, and daily price amplitude above 1%. The article presents amplitude as a sign of trading activity, positive P/E and profitability as basic…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This A-share screening rule combines turnover between 3% and 12%, a newly formed KDJ golden cross, and a stated daily maximum decline between 4% and 5%. The article describes the turnover band as a liquidity filter, the cross as a directional signal, and the…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This post proposes an equity screen combining daily high-low range, five consecutive years of return on equity above 15%, and a rising KDJ K value. Its expanded version adds a market-capitalization band of 5–10 billion yuan and a price-to-book ceiling of…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

The document outlines a screen for stocks in a metaverse-related category. It selects stocks with previous-day turnover above 8% and a price range over roughly the past month that the article uses as a proxy for having experienced a limit-up move. It…

EquitiesMomentumSentimentChina markets