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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

MQL5 code base

The document introduces a candle-style display of John Ehlers’ Center of Gravity indicator. It identifies two rendering variants: one that colors candles and one that draws standard candles. It also notes that the implementation uses a moving-average class…

Technical indicatorsEquities
SuperMind

The document describes a stock screen for companies in the metaverse theme. It selects stocks whose previous close is at or above the 250-day moving average and whose price change around the 9:25 session reference is below 6%. The article also gives sample…

EquitiesTechnical indicatorsChina markets
SuperMind

The proposed screen selects Chinese stocks using three filters: daily price amplitude above one percent, positive afternoon large-order net inflow as represented by a price and volume condition, and a turnover-adjusted ratio of the current auction volume to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a Chinese equity screening rule that combines turnover between 3% and 12%, at least one limit-up move in the prior 25 days, and return on equity above 15% for five consecutive years. It frames the conditions as a way to find actively…

China marketsEquitiesMomentumFactor investing
SuperMind

The document describes a Chinese equity screen that combines daily price range, a history of limit-up moves, and a ranking by a measure labeled fund strength. Its stated rules look for stocks with an amplitude above 1%, at least two limit-up events during…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a daily stock screen using three conditions: MACD above its zero line, share price below a stated threshold, and no limit-up close on the previous day. It says screening is scheduled before the market opens. The rationale…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post proposes an A-share stock screen using three conditions: daily amplitude above 1, a rising bottom pattern, and a daily position-increase share above 5%. The text frames amplitude and rising lows as technical filters and the position-increase…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese-language post outlines an A-share stock screen combining a 14-period RSI below 65, a ratio of external to internal trading volume of at least 1.3, and a high rank for large-order net inflows. Its example selection formula ranks second-level net…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

The document describes a Chinese A-share screening strategy that filters stocks by daily turnover and circulating market value, then selects those at a recent price high. Its initial description refers to a two-day high, while the proposed final rule extends…

EquitiesChina marketsBreakoutTechnical indicators
SuperMind

The document describes a Chinese equity screen for stocks associated with the metaverse theme. It combines a circulating market value range of 5–10 billion yuan with a condition described as the 9:25 a.m. price rise being below 6%. The stated intent is to…

EquitiesChina marketsEvent-driven
SuperMind

The document outlines an equity screening rule for stocks whose codes begin with 60. It first requires the high-to-low range, divided by the previous close, to exceed 1%, then ranks qualifying stocks by the day’s auction amount and selects the top five. The…

EquitiesChina marketsVolatilityMomentum
SuperMind

This stock selection rule screens for shares with an intraday amplitude above the stated threshold, prior-day turnover above the stated amount, and no limit-up close on the prior day. The article presents the screen as a way to find active, liquid stocks…

China marketsEquitiesTechnical indicatorsStatistics
SuperMind

The document describes a stock selection rule that combines daily turnover, a three-session decline, and a price ceiling. It seeks shares with turnover between 3% and 12%, falling prices over three consecutive sessions, and a closing price below 12 yuan. It…

EquitiesTechnical indicatorsChina markets
SuperMind

This Chinese equity screening idea targets stocks classified in the metaverse sector whose opening price moves around the ten day moving average, with turnover between 3% and 12%. The stated formula expresses a move from below the average toward or above it,…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese equity screen combines three conditions: daily price amplitude above 1%, a large order net-volume ranking threshold, and revenue in 2021 exceeding revenue in 2018 by more than a stated ratio of 1.1. The article describes the revenue comparison…

EquitiesFactor investingStatisticsChina markets
SuperMind

This Chinese equity screening note combines a turnover band of 3% to 12% with a positive product of the daily price change and large order net volume. It also requires a bullish ordering of five moving averages, from the five day average above the ten day…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article describes a stock-selection screen that combines a favorable company profile with RSI below 65 and shrinking negative MACD histogram bars on a 15-minute chart. The proposed interpretation is that contracting negative bars may signal a short-term…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity screening idea combines a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and an opening move below 6%. The article presents RSI as a short-term price-strength filter and the industry choice as a…

EquitiesTechnical indicatorsChina markets
BigQuant

This opinion article argues that quantitative trading can intensify volatility in China’s A-share market and disadvantage investors who lack comparable speed or technology. It attributes these effects to strategies that respond to market rules and short-term…

China marketsEquitiesHigh-frequency tradingMarket microstructure
BigQuant

This broad educational overview introduces mathematical tools used in stock analysis and algorithmic trading. It covers descriptive statistics, including measures of central tendency and dispersion, and explains how visualizations can help reveal…

EquitiesStatisticsTechnical indicatorsRisk management
SuperMind

This Chinese-language article describes a stock screen that combines a metaverse-industry filter with a price condition around the ten-day moving average and a rising K value from the KDJ oscillator. Its example formula checks whether recent closing and…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese A-share screening idea selects stocks in the metaverse sector that had a limit-up event within the prior 25 days and whose short-term moving average is above a longer one. The post frames recent limit-ups as a signal of market attention and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This A-share screening proposal combines three filters: at least five moving averages are aligned or overlapping, the stock’s 20-day average is above its 120-day average, and a convertible-bond-related field is nonempty. The author interprets clustered…

EquitiesTechnical indicatorsTrend followingChina markets