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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

22,592 documents

BigQuant

This Chinese-language support exchange concerns missing dividend information for Contemporary Amperex Technology in a China A-share data table. The user asks why a recent September distribution, reportedly paid on September 28, does not appear and how to…

EquitiesChina marketsBacktesting
SuperMind

This Chinese stock-screening article proposes selecting shares with a daily range above a threshold, rising lows, positive institutional buying, and a 20-day moving average above the 250-day average. It also excludes special-treatment stocks and describes…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This Chinese stock-screening note describes a technical filter combining daily price range, Bollinger Bands, and recent returns. It seeks stocks with a price range above a 20-day average, a close between the Bollinger middle and upper bands, and a positive…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese stock screening idea selects companies in the metaverse sector with a volume ratio between 1.5 and 6 and a prior-day appearance on the Dragon and Tiger List. The article frames these filters as a way to find active stocks attracting attention.…

China marketsEquitiesMomentumTechnical indicators
Binance API docs

This stock-selection note combines a reported increase in holdings above 5% with parent-company net profit growth greater than 20% and no more than 100%, using 2021 data. The stated rationale is to find companies with signs of buying interest and growing…

EquitiesFactor investingStatisticsChina markets
SuperMind

This Chinese stock selection note proposes combining three conditions: prior-day price amplitude above 1%, appearance on the previous day’s 龙虎榜 (a list of stocks with notable trading activity), and a newly formed bullish KDJ crossover. The rationale is that…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines a Chinese equity screen for stocks classified in the metaverse sector. It requires a positive recent return and a MACD histogram value below zero two sessions earlier. The stated rationale is to combine sector membership and a positive…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes an equity screen combining a relative strength index below 65, seven consecutive down sessions, and return on equity above 15% for each of five consecutive years. It presents the RSI and price streak as technical filters…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This stock-selection rule looks for shares with daily amplitude above 1%, an opening price within 2% of the 10-day moving average, and no prior-day limit-up. The article frames volatility as a source of potential short-term opportunity, the opening-price…

EquitiesVolatilityTechnical indicatorsRisk management
SuperMind

This note describes an equity selection rule using three conditions: a 14-period RSI below 65, bid-side volume greater than ask-side volume, and the 20-day moving average above the 120-day moving average. The RSI threshold is presented as a way to avoid an…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This note outlines an equity screen for metaverse-related stocks. It combines daily price amplitude above 1 with a condition that at least one trading day in the prior 25 sessions had a gain of 10% or more. The stated rationale is to find volatile shares…

EquitiesVolatilityMomentumTechnical indicators
SuperMind

This document describes a Chinese equities screen combining a 3%–12% turnover rate, a “reversal wrap” pattern, and positive MACD lines. Its indicator example also requires the close to exceed a moving average and ranks candidates by the MACD difference. The…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screening proposal combines a daily price range threshold, a morning star pattern, and an ownership concentration filter. It presents the setup as a short-term technical screen intended to find stocks with potential entry opportunities…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The post proposes a stock screen combining price action and auction-period order flow: select shares with amplitude above one, three consecutive limit-up sessions as of the prior day, and positive net buying attributed to major traders during the opening…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock screen combines three signals: at least five moving averages converging, more than two limit-up days within ten days, and a shrinking MACD histogram on a 15-minute chart. The article interprets moving-average convergence as relative…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen targets companies in the metaverse industry that recorded a limit-up day within the previous 25 days and have weekly MACD above zero. The stated rationale is to combine recent market attention and possible short-term strength with an…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The proposed screen ranks stocks by capital-flow strength and filters for average price above the five-day moving average and more than two limit-up sessions within the previous ten days. The rationale is that strong inflows and a rising short-term price…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

This indicator presents trend information through three histogram series: price relative to a longer exponential average, a shorter average relative to the same baseline, and a reference average. Their colors distinguish broad and current bullish or bearish…

Technical indicatorsTrend followingMomentumEquities
SuperMind

This stock selection method combines a daily price-range filter, exclusion of stocks marked ST, a recent price-high condition, and a rising MACD DEA line. It is intended to be applied before 10 a.m. The accompanying example defines MACD using exponential…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief note describes a McClellan Oscillator variant that uses floating levels in place of fixed signal thresholds. It presents the levels as a more flexible alternative to the discontinued signal lines used in another version, and suggests treating…

Technical indicatorsEquities
SuperMind

This stock-selection screen combines a metaverse industry or concept filter with a rising 30-day moving average and a condition that the current day's low is below the previous day's low. The moving-average test is intended to identify an upward trend, while…

EquitiesTechnical indicatorsTrend following