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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

31,205 documents

SuperMind

This stock-screening idea combines three conditions: at least five moving averages converge, company scale exceeds two hundred million in the source’s stated units, and the dividend payout ratio for 2019 is above 25 percent. The post interprets converging…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This screening approach focuses on stocks classified in the metaverse sector, with actual turnover on the prior day between 3% and 28%, and a rising KDJ K value. The article interprets sector membership as exposure to a potentially growing theme, turnover as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The proposed stock screen selects equities with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a K-line value below 20. The article characterizes these as technical conditions and suggests the combined filters…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-selection rule combines three conditions: price amplitude above 1, evidence of main-fund control on the prior day, and shortening MACD histogram bars on a 15-minute chart. The document presents these as signs of activity, capital interest, and…

EquitiesTechnical indicatorsMomentum
MQL5 code base

This Expert Advisor combines entry signals from the DeMarker oscillator with a position-sizing rule that increases the lot after a losing trade. It exposes the oscillator period, take-profit distance, stop-loss distance, initial lot size, a trade identifier,…

Technical indicatorsPosition sizingRisk managementBacktesting
SuperMind

This document describes a Chinese equity screen that combines three conditions: daily amplitude above 1%, weekly MACD above the zero axis, and positive net buying attributed to major investors during the opening auction. It frames the range and MACD measures…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document proposes a weekly Chinese equity screen focused on metaverse-related stocks. It selects shares that recorded a limit-up within the prior 25 days and had large-order net volume above 0.05 for at least three consecutive days. The stated approach…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screening rule that combines a turnover range of 3% to 12%, a stochastic K value below 20, and a rising MACD signal line (DEA). It presents the conditions as a buy signal and gives example implementations using a…

EquitiesTechnical indicatorsMomentum
SuperMind

This document presents an A-share stock screen that combines a turnover range of 3% to 12%, a newly formed KDJ golden cross, and a volume ratio between 1.5 and 6. It describes turnover and the crossover as participation and trend signals, while the volume…

EquitiesTechnical indicatorsMomentumMarket microstructure
MQL5 code base

This brief page describes an MQL5 indicator for Chaikin smoothed volatility that allows the user to select the chart timeframe through an input parameter. The default shown is a four-hour period. The page is primarily an indicator listing and setup note: it…

VolatilityTechnical indicators
SuperMind

This A-share screening idea selects stocks with a MACD line above zero, high relative investor attention, trading volume above a stated threshold, and an opening price above the previous close. The screen is run after the daily close. Its rationale is to…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This stock strategy builds a daily signal from two nested exponential moving averages: a longer average of closing prices and a shorter average of that result. Their percentage difference serves as a proxy for comparing daily and weekly RSI behavior around…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This post describes a Chinese A-share stock screen based on three conditions: price amplitude above one percent, a nonempty name for an outstanding convertible bond, and at least one daily gain of ten percent or more during the previous 25 trading days. It…

China marketsEquitiesMomentumTechnical indicators
ProRealCode

This indicator identifies Bat, Gartley, Crab, Butterfly, AB=CD, and Three Drives formations by evaluating the last five confirmed ZigZag pivots as an XABCD sequence. It calculates retracement and extension ratios between the swings, then compares them with…

Technical indicatorsStatisticsRisk managementBacktesting
ProRealCode

This chart indicator marks the European pre-opening range with a rectangle, reports its high, low, and range width, then extends horizontal lines at the range boundaries into the following session. The supplied implementation uses an 08:05 to 09:00 time…

Technical indicatorsForexFuturesBreakout
SuperMind

This document describes a stock selection screen combining three conditions: prior-session price range greater than 1%, the current open within 5% of the 10-day moving average, and turnover above 60 million. It presents the conditions as indicators of recent…

EquitiesVolatilityTechnical indicatorsMomentum
MQL5 code base

This document describes a higher-timeframe version of the JBrainTrend1 indicator for MetaTrader 5. Its timeframe is selected through an input parameter, with the supplied default set to four hours. This lets the indicator use a chart period chosen in its…

Technical indicatorsForex
SuperMind

This document presents a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and a positive 10-day price return below 35%. It frames turnover as a measure of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The post proposes a stock-selection screen based on three conditions: RSI below 65, seven consecutive declining sessions, and previous-day turnover above 8%. It frames RSI and the run of down sessions as technical filters, with turnover as a measure of…

EquitiesTechnical indicatorsMomentumStatistics