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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 stock-screening rule combines three conditions: RSI below 65, positive price-to-earnings value, and the 20-day moving average above the 120-day average. The moving-average relationship acts as a broad trend filter, while RSI places an upper bound on the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening article combines a positive MACD reading with seven consecutive falling closes and a shortening MACD histogram on a 15-minute chart. The proposed interpretation is that shrinking negative histogram bars may signal weakening…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This document describes a stock screen requiring RSI below 65, a daily gain greater than 1%, main-board listing, and a weekly price move above the 30-week moving average. The rationale combines a recent price advance and a moderate RSI reading with a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes screening Chinese stocks in the beverage and alcohol import-export sector using turnover between 3% and 12% and a negative MACD reading from two days earlier. The author frames the turnover band as a way to focus on stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a China A-share screening rule that combines a turnover range of 3% to 12%, appearance on the previous day’s 龙虎榜 (a public list highlighting unusual trading activity), and an increase in the KDJ indicator’s K value. It also gives…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This article presents six proposed bullish chart setups: a pullback that holds above a limit-up level and a moving average, rising volume after a contraction, a two-stage expansion from a price low, a large down day on reduced volume, a sequence of pullbacks…

EquitiesTechnical indicatorsMomentumBreakout
SuperMind

This note outlines a Chinese stock screen that combines a beverage and alcohol industry classification with a turnover-rate range and a specified share price. It presents the criteria as a way to focus on trading activity and a particular industry, then…

EquitiesChina markets
SuperMind

This note describes a Chinese equity screen combining price movement, trading activity, an opening gap, and Bollinger Band position. It selects stocks with an amplitude above 1, current volume above 10,000 lots, a higher open, and a close between the middle…

EquitiesTechnical indicatorsVolatilityChina markets
SuperMind

This proposed Chinese equity screen combines daily amplitude above one, large-order net volume above a stated threshold for three consecutive days, and association with the metaverse concept. The post provides indicator-style conditions and a rough Python…

China marketsEquitiesTechnical indicatorsMarket microstructure
SuperMind

The proposed screen selects stocks with an amplitude above 1, MACD above the zero line, and a 9:25 a.m. price gain below 6% relative to the previous close. The document interprets larger amplitude as greater volatility, a positive MACD condition as…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This stock-selection rule filters for turnover rates between 3% and 12%, a rising K line from the KDJ oscillator, and a rising DEA line. The post’s sample formula also excludes stocks in industry type 1, which it identifies as the STAR Market. Its Python…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes an A-share stock screen that ranks shares by capital strength, then selects the five highest by the day’s auction amount. It also filters for companies whose 2021 revenue divided by 2018 revenue exceeds 1.1, which the…

EquitiesChina marketsFactor investing
SuperMind

This post describes a stock screen using three conditions: daily amplitude above 1, a positive weekly MACD histogram, and a rising-bottom pattern. It offers example formulas and Python code that scan listed stocks, evaluate daily amplitude and weekly MACD,…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening post combines three filters: RSI below 65, an industry concentration ratio above 70% or below 20%, and a shortening MACD histogram on a 15-minute chart. It presents the approach as a way to find stocks with improving momentum…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock screening example combines three filters: membership in the metaverse concept group, a closing price above the previous day’s low, and a closing price below 12 yuan. It presents the first condition as a way to focus on a market theme, the…

EquitiesTechnical indicatorsPosition sizingRisk management
SuperMind

This stock-selection idea screens shares with codes beginning in 60, average turnover between 3% and 12%, and KDJ readings below 20. The article frames the low KDJ values as a possible sign of a decline and potential reversal, and provides a formula…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

The proposed screen selects stocks in the metaverse industry with a stated circulating share float ceiling, then applies a daily candle condition. The article defines its “reversal” pattern as an opening price above the previous close followed by a close…

EquitiesTechnical indicatorsChina markets
SuperMind

The document describes a Chinese stock screen combining moderate turnover, at least one limit-up event in a recent lookback window, and a ranking based on net large-order flow. The stated rationale is that turnover approximates trading activity, a recent…

EquitiesChina marketsSentimentMarket microstructure
FMZ forum

This essay presents Bernard Baruch’s investment principles, emphasizing independent judgment, company quality, and crowd psychology. It favors businesses with real assets, operational advantages, and capable management, while arguing that management quality…

EquitiesSentimentRisk management
SuperMind

This note outlines a stock screen for companies with positive net profit and market capitalization below a stated ceiling, combined with a daily amplitude threshold and a prior-day 9:15 matching-price condition described as limit-down behavior. The article…

EquitiesChina marketsVolatility
SuperMind

This note describes an equity screen that combines daily price movement with company profitability and a Bollinger Band condition. It seeks stocks with an amplitude above 1, return on equity above 15% for five consecutive years, and a close between the…

EquitiesTechnical indicatorsFactor investing
SuperMind

The post outlines a Chinese-equity screening rule that combines daily price range, a stock-code prefix beginning with 60, and a recent large upward move. It also suggests sorting qualifying stocks by market capitalization and provides example implementations…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This submission describes a composite stock factor combining three ranked measures: three-year net profit growth, the inverse of summed turnover over five periods, and the inverse of five-period trading-amount variability. The intended profile is high growth…

EquitiesFactor investingStatisticsRisk management