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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

4,510 documents

SuperMind

This note outlines a stock-selection approach that ranks companies by capital-flow intensity and market attention, then considers revenue growth by comparing 2021 revenue with 2018 revenue. The initial rule specifies a ratio above 1.1. The proposed final…

China marketsEquitiesFactor investingSentiment
SuperMind

This proposed Chinese stock screen ranks candidates by capital strength, excludes stocks designated as special treatment, and combines a five-limit-up pattern with a ten-day return between zero and 35. The article presents these conditions as signs of buying…

EquitiesChina marketsMomentumBreakout
SuperMind

This note describes a historical Chinese equity screen that combines an RSI reading below 65 with metaverse-sector membership and a 2021 date filter. The RSI condition is presented as a way to avoid stocks with especially strong short-term readings, while…

EquitiesTechnical indicatorsSentimentChina markets
SuperMind

This Chinese equity screen combines a robotics industry theme, turnover, small circulating market capitalization, and appearance on the previous day’s trading leaderboard. The accompanying explanation treats leaderboard inclusion as a possible sign of market…

EquitiesChina marketsSentimentMarket microstructure
SuperMind

This article outlines a stock selection idea based on ranking stocks by capital strength and individual-stock popularity, while requiring the 9:25 opening gain to be below 6%. It interprets strong capital strength and high popularity as signs of attention,…

EquitiesSentimentExecutionTechnical indicators
SuperMind

This note proposes an A-share stock screen using daily amplitude above 1%, a nonempty outstanding convertible-bond name field, and more than two limit-up days in a ten-day period. The suggested ranking orders candidates by the number of limit-up sessions.…

EquitiesChina marketsBreakoutSentiment
SuperMind

This note describes ranking stocks by capital-flow strength and individual-stock popularity, alongside a recent-return filter requiring a 10-day gain above zero and below 35%. It interprets stronger flows and higher attention as signs of market interest,…

EquitiesMomentumSentimentTechnical indicators
SuperMind

This document describes a Chinese equity screen combining RSI, daily percentage change, and a measure of net inflow from very large orders. The stated selection logic requires RSI below 65, a product of daily change and large-order net inflow above a…

EquitiesTechnical indicatorsSentimentChina markets
BigQuant

This opinion piece argues that the growth of algorithmic trading has weakened familiar short-term, sentiment-driven approaches in China’s A-share market. It recommends avoiding impulsive entries during sharp rises, considering staged buying after panic…

China marketsEquitiesSentimentRisk management
Amberdata research

This market snapshot reviews crypto developments around Bitcoin’s reported all-time high and the passage of the GENIUS Act, alongside ETF flows, corporate treasury activity, futures open interest, long-short ratios, and funding rates. It describes a market…

CryptoFuturesPerpetual futuresSentiment
SuperMind

This Chinese stock-selection note proposes filtering shares by three conditions: daily amplitude above 1, at least two limit-up sessions over the preceding 500 days, and circulating share capital no greater than 5.5 billion shares. The article treats…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This Chinese stock-selection idea screens for shares with MACD above its zero line, ranks candidates by individual-stock popularity, and applies a filter described as excluding certain prior-day engulfing patterns. The article says the screen is run after…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening example combines an RSI ceiling of 65, the product of price change and a measure of very large order net volume, and exclusion of stocks that hit the daily limit the previous day. Its final stated rules add a price-to-earnings…

EquitiesChina marketsTechnical indicatorsSentiment
FMZ forum

This article examines warning signs the author associates with dubious ICOs, using the UUU token as an example. It describes alleged practices such as presenting an overseas-facing team, promoting sales through Chinese-language groups, listing on a small…

CryptoRisk managementSentimentMarket microstructure
Amberdata research

This webinar overview introduces several Bitcoin and Ethereum measures that researchers might turn into trading signals. It groups them into market-cycle or valuation indicators, including Pi Cycle, Realized Cap, and the Bitcoin Yardstick; sentiment measures…

CryptoOn-chain dataSentimentStatistics
OctoBot

This guide describes connecting OctoBot to Reddit so it can monitor selected subreddits for posts about traded cryptocurrencies. When its forum evaluator is enabled, OctoBot applies VADER sentiment analysis to posts and creates coin-level summaries for use…

CryptoSentimentMachine learning
SuperMind

This post describes a Chinese equity screen combining a relative strength index (RSI) below 65 with circulating market value between 5 billion and 10 billion yuan. Eligible stocks are ordered by a stock-heat measure, presented as a ranking based on trading…

EquitiesChina marketsTechnical indicatorsSentiment
BigQuant

The article presents a four-stage account of how quantitative traders might exploit retail attention around a fast-rising stock. It describes monitoring public sentiment and trading history to estimate likely stop levels, placing and canceling large pre-open…

EquitiesMarket microstructureSentimentExecution
SuperMind

This short-term A-share screening idea selects stocks classified in the metaverse theme that appeared on the prior day's trading leaderboard and have positive large-order net flow. The article frames leaderboard activity and order-flow ranking as signs of…

EquitiesChina marketsSentiment
SuperMind

This proposed screen targets Shenzhen main-board stocks with a price-to-earnings ratio from 0 to 29.01 and a price-to-book ratio from 0 to 3.11, alongside a 9:25 a.m. gain below 6% and a reported increase in holdings above 5%. The article interprets the flow…

EquitiesChina marketsFactor investingSentiment
SuperMind

This proposed Chinese equity screen combines three signals: ten-day price appreciation above zero but below 35, positive afternoon net inflows from large orders, and ranking by capital intensity. The stated rationale is to find stocks with recent upward…

EquitiesChina marketsMomentumSentiment
OctoBot

This article explains fear of missing out as the anxiety that a trader will miss a profitable opportunity, especially during fast-rising crypto markets. It links the feeling to urgency, price attention, social-media speculation, and unverified information.…

CryptoSentimentRisk management