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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

This stock-selection note combines three technical filters: daily amplitude above a threshold, a positive weekly MACD histogram, and a close between the middle and upper Bollinger Bands. It characterizes the amplitude condition as a volatility screen, the…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This brief strategy description combines the Awesome Oscillator on a daily chart with the Stochastic Oscillator on an hourly chart. For a buy setup, it first waits for the higher-timeframe Awesome Oscillator to cross above zero, then looks for the…

Technical indicatorsMomentumForex
SuperMind

This stock screen selects companies in the metaverse industry whose share price is above its five-day moving average and that have outstanding convertible bonds. The moving-average condition is intended to retain stocks showing short-term price strength; the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen looks for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and no limit-up on the previous day. The stated rationale is to find liquid, actively followed stocks with a recent strong move, followed by a possible…

EquitiesMomentumBreakoutChina markets
SuperMind

This document describes a stock-selection rule that combines three signals: daily price amplitude above a threshold, a positive weekly MACD condition, and a positive product of price change and a large-order money-flow measure. It presents the rule as a way…

EquitiesTechnical indicatorsMomentumChina markets
BigQuant

The author discusses whether AI stock selection discovers repeatable market patterns or earns returns because its chosen style happens to suit current conditions. The reported live and backtest observations suggest that alpha varies with market regime:…

EquitiesMomentumMachine learningBacktesting
BigQuant

This tutorial introduces TA-Lib as a tool for calculating technical indicators from price and volume series. It briefly describes candlestick patterns, moving averages, ADX, ATR, and On-Balance Volume, then demonstrates calculating a simple moving average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article outlines an equity screen requiring RSI below 65, a rising KDJ K value, and turnover between 3% and 12%. Its stated aim is to find stocks with relatively subdued RSI readings, improving short-term momentum, and moderate trading activity. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This article describes a Chinese equity screening rule combining a daily high–low range above 1%, a newly formed KDJ bullish crossover, and 2021 revenue more than 1.1 times 2018 revenue. It explains the intended rationale: favor stocks with price movement,…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This brief note describes a ribbon indicator built from a variation of the Hull moving average. Instead of comparing averages with different calculation periods, it uses the variation indicator’s speed property to create a ribbon that behaves somewhat like a…

Technical indicatorsMomentum
SuperMind

This SuperTrend variation adapts its ATR multiplier to the ratio of current ATR to a smoothed ATR average, widening bands in relatively volatile conditions and narrowing them when volatility is subdued. It adds an ATR-based cushion beyond the band before…

Trend followingVolatilityTechnical indicatorsMomentum
ProRealCode

This Chinese-language post outlines an A-share stock screen that excludes Beijing-listed shares, selects stocks with a high-low range above 1%, and looks for a weekly five-period moving average crossing above a ten-period average. It presents sample…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a basic A-share momentum screen that excludes Beijing-listed stocks and selects for daily amplitude above 1% and a closing price at the two-day high. It frames amplitude and market location as filters and the recent price high as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post presents a daily, end-of-session A-share selection rule: retain stocks with MACD above zero and turnover between 3% and 12%, then rank them by market heat. It describes positive MACD as a trend filter and heat as a way to identify stocks attracting…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a short-term A-share screen combining turnover, recent price declines, and limit-up activity. It selects stocks with turnover between 3% and 12%, three consecutive falling sessions, and more than two limit-up days within the prior ten…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The article proposes screening stocks for a daily price range above 1%, no limit-up close on the previous day, and a positive gain over the preceding ten days below 35%. It presents the range as a way to find more active shares and treats the prior-day…

EquitiesChina marketsMomentumVolatility
SuperMind

This document outlines a Chinese-equity screen requiring a stock to belong to the metaverse theme, have positive net buying attributed to major participants during the auction, and show a KDJ K value below 20. The post interprets the KDJ threshold as a weak…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

The proposed screen selects stocks with turnover between 3% and 12%, a positive product of the daily price change and net volume attributed to very large orders, and a close above the Bollinger upper band. Its stated rationale is to combine active trading…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This stock screen targets companies classified in the metaverse industry. It selects shares where the KDJ indicator has just crossed upward and turnover is between 2% and 9%, with eligible securities checked before 10 a.m. for that day's trading. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a short-term Chinese stock screen using three conditions: amplitude above a stated threshold, a rising-bottom pattern, and more than two limit-up days within a ten-day window. Its stated rationale is to find shares with strong recent…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This note proposes screening stocks with RSI below 65, turnover between 3% and 12%, and shortening MACD histogram bars on a 15-minute chart. The rationale is to find stocks whose short-term decline may be easing, while using RSI to avoid highly extended…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language article outlines an equity screen combining a daily high-low range above one percent, weekly MACD above zero, and seven consecutive sessions in which each close is below the prior close. It frames the setup as a way to find stocks with…

EquitiesChina marketsTechnical indicatorsMomentum