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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

SuperMind

This Chinese equity screening concept combines positive reported returns, a market capitalization below 10 billion yuan, a history without losses, and capital strength ranked from high to low. The article interprets capital strength as a measure of net money…

EquitiesChina marketsFactor investingStatistics
MQL5 code base

This document explains an indicator that calculates a time-weighted average price from a selected cash-market open through the end of the broker's server day. Unlike tick-volume-weighted VWAP, each unit of session time receives equal weight. To handle…

Technical indicatorsStatisticsVolatilityEquities
BigQuant

This document presents a Chinese-stock ranking workflow built around an XGBoost RankNet model. It constructs price-return and trading-activity features, labels stocks using clipped forward returns divided into quantile bins, and separates training data from…

EquitiesMachine learningPortfolio constructionPosition sizing
SuperMind

This document proposes screening Chinese stocks for amplitude above 1, a three-consecutive-limit-up pattern as of the prior day, and large-order net volume above 0.05 for at least three days. It presents the combination as a way to find active, widely…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

This document describes a Chinese stock-selection screen with three conditions: daily turnover between 3% and 12%, the product of the day's price change and super-large-order net volume above zero, and the previous day's auction turnover above 0.26. Its…

EquitiesChina marketsMarket microstructureSentiment
BigQuant

This article argues for entering strong, rising stocks instead of trying to buy after declines. Its proposed triggers are a break above a consolidation range or a shift from a gradual rise into faster gains, marked by the first large-volume bullish candle.…

EquitiesMomentumBreakoutRisk management
SuperMind

This document describes a Chinese equity screen combining daily price range, tradable share count, and MACD. It selects stocks with an amplitude above 1, a circulating share count no greater than 5.5 billion, and MACD above zero. The accompanying explanation…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection rule screens Chinese A-shares using three conditions: turnover between 3% and 12%, a newly formed KDJ bullish crossover, and first-level bid volume greater than first-level ask volume. The article presents the rule as a way to combine…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language article presents an A-share stock screen combining an RSI reading below 65, seven consecutive sessions in which the close is below the open, and a closing-price condition involving the previous day's low. It also discusses adding…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The screen selects stocks whose daily high-low range exceeds one percent, excludes Beijing-listed A-shares, and requires the opening price to lie above the ten-day moving average of closing prices but below 110% of that average. The article presents the…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

The document outlines a Chinese A-share screening idea focused on metaverse stocks with prior-day turnover above 8% and excluding specially treated stocks. Its proposed limit-up pattern looks for activity before 10 a.m. and checks successive five-minute bars…

China marketsEquitiesMomentumBreakout
SuperMind

This stock-selection approach screens Chinese equities in the metaverse industry for a volume ratio above 1.5 and below 6, with the 20-day moving average above the 120-day moving average. A later version adds a market-cap floor of 1 billion yuan. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document presents a Chinese A-share stock screen combining market activity, a prior session’s 9:15 matching price at the limit-down level, and profitability history. It first describes conditions of amplitude above 1 and ROE above 15% for five…

EquitiesChina marketsFactor investingTechnical indicators
SuperMind

This Chinese-language strategy note proposes screening stocks with turnover between 3% and 12% after seven consecutive declining sessions, while excluding selected board classifications. It frames the screen as a possible way to find established companies…

EquitiesChina marketsMean reversionTechnical indicators
SuperMind

The document describes a stock screen combining three conditions: daily high-low range above one percent of the previous close, a trading date in 2021, and a MACD value below zero from two trading days earlier. It gives corresponding formula and Python…

EquitiesTechnical indicatorsVolatilityRisk management
SuperMind

This stock-selection method targets companies in the metaverse concept group, with relative volume above 1.5 and below 6, alongside afternoon net inflows from large orders. The document links large-order inflows to market sentiment and describes the…

EquitiesTechnical indicatorsSentimentMarket microstructure
SuperMind

This A-share screening method combines a turnover-rate band of 3% to 12%, a positive but limited 10-day gain, and a positive large-order control measure above the stated threshold of 21. The document describes control as the difference between large buy and…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock screen combines membership in the metaverse concept group with an upward-sloping 30-day moving average and a requirement that at least five moving averages overlap. It is presented as a trend-following filter intended to find stocks with aligned…

EquitiesTrend followingTechnical indicators
SuperMind

This Chinese stock-selection strategy screens for shares with turnover between 3% and 12%, year-over-year growth in net profit attributable to the parent company above 20% and at most 100%, and a positive trailing price-to-earnings ratio. The article frames…

EquitiesChina marketsFactor investingTechnical indicators
MQL5 code base

The document describes a way to display the Relative Strength Index on the main price chart rather than in a separate indicator pane. It says this version uses a highest-high and lowest-low channel to map the oscillator onto the chart, allowing RSI and price…

Technical indicatorsEquities
SuperMind

This document describes a Chinese equity screening rule combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and recent price-limit activity. It selects stocks with turnover between 3% and 12%, profit growth above…

EquitiesMomentumBreakoutChina markets
SuperMind

This Chinese equity screening rule combines a daily price-range threshold, a market-cap ceiling, positive quarterly earnings, and a KDJ bullish crossover. The crossover is described as J moving above K, alongside recent indicator comparisons; the example…

EquitiesTechnical indicatorsRisk managementChina markets
BigQuant

This brief indicator note introduces Island Reversal, abbreviated IR, and lists its inputs as close, high, low, a lookback length, and a percentage parameter. Its pseudocode calculates prior-period high and low boundaries, then derives two price levels…

EquitiesTechnical indicatorsStatistics