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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

12,140 documents

SuperMind

The document describes a Chinese equity screen that ranks stocks in the metaverse industry by the day’s auction value and keeps the top five, subject to a condition labeled as an emerging strong uptrend. It presents the trend condition as a way to identify…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The proposed stock screen selects companies in the metaverse sector whose closing price is above its five-day moving average, then ranks candidates by opening-auction amount and keeps the top five. The document presents this as a way to combine a sector…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screening proposal selects non-ST stocks before 10 a.m. using a range threshold, a five-session closing-high condition, and an external-to-internal trading volume ratio above 1.3. It presents the setup as a way to find active shares with…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a rule-based A-share stock screen combining a turnover-rate band of 3% to 12%, a newly formed KDJ golden cross, and a close between Bollinger Bands’ middle and upper lines. It frames turnover as a liquidity filter, the crossover as an…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening approach combines liquidity, a technical signal, and institutional trading activity. It selects stocks with market capitalization above 1 billion, turnover between 3% and 12%, a KDJ golden cross, and an institutional trading share…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-screening note combines two technical conditions: at least five moving averages should converge, and the weekly MACD should be above zero. The author interprets moving average convergence as a sign of relatively stable price action and possible…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This short indicator note introduces William Blau’s double-smoothed stochastic, attributing it to a 1990 article. It identifies the calculation’s inputs as the current close, the lowest low and highest high over a lookback period, and exponential moving…

Technical indicatorsMomentumStatistics
SuperMind

This Chinese-market stock screen combines three conditions: turnover between 3% and 12%, an opening price within 5% of the 10-day average closing price, and more than two limit-up days during the past 10 days. It is aimed at finding active stocks whose…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes screening stocks that have at least two limit-up sessions within 500 days and five moving averages described as overlapping. It interprets the moving-average condition as a possible sign of nearby support and resistance, and repeated…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screening rule that combines MACD above zero with a candlestick-pattern condition and a company characteristic. It presents the combination as a way to identify stocks with upward trend potential, while warning…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document introduces a color-histogram implementation of William Blau’s Q-period Stochastic Index, an indicator described in his book on momentum, direction, and divergence. It identifies the indicator’s general form and points to a smoothing-algorithm…

Technical indicatorsMomentum
SuperMind

This proposed A-share stock screen combines market activity, company size, profitability, and recent price action. It selects stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, positive income, and at least one limit-up…

EquitiesMomentumBreakoutChina markets
SuperMind

This proposed stock screen combines amplitude above 1, institutional participation, and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at most 100%. The final criteria specify institutional participation above…

EquitiesChina marketsVolatilityMomentum
SuperMind

This Chinese-language post describes an A-share stock screen combining three conditions: a 14-period RSI below 65, an outer-to-inner trading volume ratio above 1.3, and circulating market value between 5 billion and 10 billion yuan. It outlines a screening…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a Chinese stock screen that combines a daily increase in reported holdings, a daily price gain, and a company size and profitability filter. Its initial description focuses on stocks with market capitalization below a stated ceiling…

EquitiesChina marketsMomentumFactor investing
SuperMind

This Chinese equity screen selects stocks associated with the metaverse theme that had a limit-up event within a recent 25-day window, while excluding stocks described as limit-up on the previous day. It frames the combination as a way to identify recently…

EquitiesChina marketsMomentumEvent-driven
SuperMind

This article describes a technical stock screen that combines apparent moving-average convergence, a rounded price pattern, and an opening-price condition. Its stated rationale is that clustered averages may mark stable support or resistance, while the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The article proposes a stock selection screen combining three conditions: RSI below 65, a specified range for tradable market capitalization, and positive return. Its sample implementation calculates a 14-period RSI, filters stocks against the stated…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes a daily stock screen combining turnover, recent price direction, prior-day trading value, and limit-up status. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and prior-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three technical conditions: at least five moving averages clustered together, positive returns, and more than two limit-up sessions within a ten-day window. The post interprets clustered averages as possible evidence of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post outlines a Chinese equity screening rule combining three conditions: prior-session price amplitude above one percent, tradable share float no greater than 5.5 billion shares, and a positive prior-session main-fund control reading. It frames these…

EquitiesChina marketsMomentumTechnical indicators