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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 stock-selection method combines trading activity, price position, and earnings growth. It screens for shares with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and year-over-year growth in net profit attributable…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This note describes an A-share stock screen that looks for at least five overlapping moving averages, excludes Beijing-listed shares, and requires the 20-day moving average to be above the 120-day moving average. The overlap condition is presented as a sign…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This A-share screening method looks for stocks with a positive but bounded 10-day return, weekly MACD above its zero line, and at least five overlapping moving averages. The post treats the moving-average cluster as a sign of price consolidation or stability…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screen selects stocks associated with the robotics concept, with float market value below the stated cap and turnover between 3% and 12%. It also requires first-level bid volume to exceed first-level ask volume, using that imbalance as a rough…

EquitiesMarket microstructureExecutionChina markets
SuperMind

This A-share screening idea combines a reported daily increase in position holdings with a moderate daily price move and shortening green bars on the 15-minute MACD. The document interprets the holding increase as a sign of capital inflow and the shrinking…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes screening Chinese equities by turnover, circulating share count, and the opening price relative to the 10-day moving average. The initial description uses a 3%–12% turnover range, a circulating share cap of 5.5 billion shares, and an…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen that combines a market-value ceiling of 10 billion yuan, a history without losses, company type, and a ranking by capital-flow intensity. It explains capital-flow strength as a measure of investor attention, while…

China marketsEquitiesFactor investingRisk management
SuperMind

This note outlines a Chinese equity screen combining daily turnover between 3% and 12%, a reversal-candle condition, and evidence of institutional fund buying. Its code examples estimate the reversal condition from the prior close relative to the day’s high…

China marketsEquitiesTechnical indicatorsBacktesting
SuperMind

This Chinese stock-screening idea combines three conditions: at least two limit-up events during the previous 500 days, an intraday amplitude above 1%, and a current low below the prior day's low. The historical limit-up count is treated as a sign of past…

EquitiesTechnical indicatorsVolatilityMomentum
SuperMind

This proposal screens Chinese stocks for turnover between 3% and 12%, membership in a robotics concept group, floating market capitalization below 10 billion yuan, and a KDJ K value below 20. It frames the low K value as an added price-condition filter and…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This screening proposal selects Chinese shares with turnover between 3% and 12%, a Dragon-Tiger List appearance on the prior day, and weekly MACD above zero. The list appearance is used as a proxy for market or institutional attention, turnover bounds impose…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock-screening note combines three signals: at least five moving averages converging, a high rank for net large-order volume, and a shortening MACD histogram on a 15-minute chart. It presents the combination as a way to find shares with…

EquitiesTechnical indicatorsMarket microstructureChina markets
SuperMind

This proposed Chinese equity screen ranks stocks by a capital-strength measure, then considers prior-day actual turnover in the stated 3% to 28% range and a 2019 dividend ratio above 25%. The article describes capital strength as a measure of money flowing…

EquitiesChina marketsSentimentFactor investing
SuperMind

This short-term Chinese equity screen selects stocks with turnover between 3% and 12%, an appearance on the market’s notable-trading list yesterday, and a price signal described as the start of a major upward move. Its stated rationale is to combine trading…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed Chinese equity screen combines three filters: at least five moving averages clustered together, a limit-up event within the prior 25 days, and a dividend ratio above 25% for 2019. The article associates moving-average clustering with…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This stock screen combines two conditions: yesterday’s closing price was above its 250-day moving average, and today’s position-increase ratio exceeded 5%. The document interprets the long-term average as a sign of price strength and support, and the…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This proposed screen first limits its universe to Shenzhen main-board stocks, then applies price-to-earnings and price-to-book ranges, followed by a ten-day gain greater than zero and below 35%. The post also mentions ordering candidates by capital strength,…

EquitiesChina marketsFactor investingMomentum
SuperMind

This proposed screen combines a market-cap limit below 10 billion yuan, turnover between 2% and 9%, and convergence among the 5-, 10-, 20-, 30-, and 60-day moving averages. It also describes selecting stocks without losses, though the meaning of that…

EquitiesChina marketsTechnical indicatorsPosition sizing
SuperMind

This stock-selection method looks for a positive return over ten days that remains below 35%, a weekly MACD above its zero line, and an RSI below 65. The post frames the return filter as an additional screen alongside a longer-horizon trend condition and a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen combines a turnover range of 3% to 12%, an appearance on the previous day’s trading list, and a closing price above the previous day’s low. The document presents these conditions as a way to identify actively traded stocks while using the…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This note proposes screening Chinese shares for price amplitude above 1%, ranking eligible stocks by market heat, and requiring 2021 revenue to exceed 2018 revenue by a factor greater than 1.1. It interprets the amplitude filter as a sign of trading activity…

EquitiesChina marketsFactor investing
SuperMind

This Chinese stock-screening note selects shares with turnover from 3% to 12%, a pattern described as a reversal or bullish engulfing move, and a daily control measure above 21%. The accompanying indicator example also requires the stochastic K line to…

EquitiesChina marketsTechnical indicatorsMomentum