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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

22,592 documents

SuperMind

This Chinese equity screen requires turnover between 3% and 12%, a prior-day appearance on the securities exchange’s top-trader list, and a weekly 5-period moving average crossing above the 10-period average. The proposed rationale combines trading activity…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed Chinese stock screen selects companies with an added-holdings ratio above 5%, previous-day trading value above 60 million yuan, and a listing year of 2021. The text interprets the holdings measure as a signal of recent capital inflow and the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screen combines three filters: rank stocks among the top 100 by volume ratio, require a circulating market value above 10 billion yuan, and select stocks whose 30-day closing-price trend is rising. The text explains volume ratio as…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock-selection method filters for shares with at least five overlapping moving averages, a positive price-to-earnings ratio, and shortening MACD histogram bars on a 15-minute timeframe. It presents the moving-average cluster as an indication of trend…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This proposed stock screen looks for a stated scale above 200 million, at least five overlapping moving averages on a 15-minute timeframe, and shortening negative MACD histogram bars. The article treats clustered averages as a sign that short- and…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This stock screen combines three ideas: rank stocks by a measure called fund strength, select stocks whose KDJ lines have just formed a bullish crossover, and keep stocks with a positive but capped gain over the past ten days. The article describes fund…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection approach combines three filters: daily price amplitude above 1, a current-day low below the previous day’s low, and shortening MACD histogram bars on a 15-minute chart. The article interprets the amplitude filter as a way to find…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening idea combines a weekly MACD above the zero line, a shortening 15-minute MACD histogram below zero, and a daily increase-in-holdings measure above 5%. The weekly indicator is used as a longer-term trend filter, while the intraday…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen combines a rising 30-day moving average with two measures intended to represent buying activity: a daily increase in holdings above 5% and the ratio of external to internal trading volume above 1.3. The document interprets a higher…

EquitiesTechnical indicatorsTrend followingMarket microstructure
SuperMind

This stock-selection proposal combines recent price appreciation, the opening price’s position relative to the 10-day moving average, and a ranking by capital strength. The stated final screen also includes a top-100 capital-strength rank, a 10-day gain…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen combines a rising 30-day moving average with a measure of trading activity. It ranks candidates by a proposed capital-strength measure: yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume.…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This Chinese stock-selection proposal combines a MACD reading above zero, three consecutive down days, and a price gain below six percent at 9:25. Its rationale is to find stocks with a positive broader technical signal that have recently weakened, while…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This Chinese equity screen pairs a positive but capped ten-day return with a measure of trading activity: yesterday’s turnover rate multiplied by the ratio of today’s auction volume to yesterday’s volume. The post describes sorting by this activity measure…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This Chinese equity screening idea combines three signals: more than two daily limit-up events in the past ten days, a reported increase in holdings above five percent, and consideration of the company’s nature or characteristics. The post frames recent…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese equity screen combines price amplitude above 1, company scale above 200 million yuan, and a dividend ratio above 25% for 2019. The article presents these conditions as a way to identify larger companies with substantial price movement and a high…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This Chinese equity screen looks for stocks with price amplitude above 1, current volume above 10,000 lots, a higher opening price, and a gain below 6% at 9:25. The article frames amplitude and volume as signs of trading activity and treats the capped early…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening rule combines a short-term trend filter with an opening-auction activity measure. It selects stocks whose 20-day moving average is above the 120-day average, then ranks funding strength using yesterday’s turnover rate relative…

EquitiesChina marketsTrend followingMomentum
SuperMind

The proposed screen selects stocks whose 20-day moving average is above the 120-day moving average, then requires prior-day trading value above 60 million yuan. The moving-average relationship is used as a medium-term trend filter, while the trading-value…

China marketsEquitiesTrend followingTechnical indicators
SuperMind

This Chinese equity screen seeks companies with market capitalization below 10 billion yuan, no reported past losses, and institutional net buying above a stated 5% threshold. The intended idea is to combine a small-company profile and a basic profitability…

China marketsEquitiesFactor investingSentiment
SuperMind

This screen combines three conditions: daily amplitude above 1%, a closing price of 18.5 yuan, and at least one limit-up event during 2021. It sorts selected stocks by trading value in descending order. The stated rationale is to identify shares with…

China marketsEquitiesVolatilityMomentum
SuperMind

This stock screen ranks candidates by turnover ratio, selecting the top 100, then filters for positive returns over ten days below 35%. The document also describes a listing-date condition, though its stated threshold of a listing date on or after the…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This note describes a Chinese stock screen requiring at least five moving averages to cluster near one another, a tradable market capitalization above 10 billion yuan, and a positive 10-day return below 35%. It names the 5-, 10-, 20-, 30-, and 60-day…

China marketsEquitiesTechnical indicatorsMomentum