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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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 proposed A-share screen targets metaverse-related stocks with a circulating share count no greater than 5.5 billion and an upward-spreading set of moving averages. The article’s example rules add price, volume, and return conditions: price is…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes a technical stock screen combining price amplitude above a threshold, progressively rising lows, and a volume ratio between stated bounds. It describes the rising floor as a sign of improving price structure and uses relative volume to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an A-share stock screen combining daily price range, relative trading volume, and recent return. It selects stocks with a daily high–low range of at least one percent, volume between 1.5 and 6 times its five-day average,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines an equity screen that selects stocks with turnover between 3% and 12%, a rising KDJ K line, and MACD above its zero line. It describes the rising KDJ reading and positive MACD as indicators of upward price momentum, and provides both a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen first restricts the universe to metaverse-related companies that are not marked ST and have circulating share capital at or below 5.5 billion shares. It then applies a so-called five-level limit-up method, with selection intended…

China marketsEquitiesMomentumBreakout
SuperMind

The document proposes screening Chinese stocks for amplitude above 1%, an aligned set of three moving averages, and a 2021-to-2018 revenue ratio above 1.1. It presents the moving-average condition as a technical signal and the revenue comparison as a basic…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a Chinese A-share stock screen that excludes Beijing-listed shares, requires daily high-low amplitude above 1%, and selects stocks with at least one daily gain of 10% or more in the previous 25 trading days. It outlines the rationale…

EquitiesChina marketsMomentumVolatility
BigQuant

The post asks how to add an industry-strength ranking to a short-term stock momentum selection process. The proposed workflow first selects five stocks using a momentum strategy, then ranks them by the speed of gains in their primary or secondary industry,…

EquitiesMomentumFactor investing
MQL5 code base

This indicator adapts XOSMA for use on a fixed timeframe that may differ from the chart’s timeframe. It allows separate choices of averaging methods for the histogram and signal line, including standard moving averages and adaptive or nonlinear smoothing…

Technical indicatorsMomentum
SuperMind

This Chinese equity screen selects companies associated with the metaverse theme when prior-day actual turnover is between 3% and 28% and both weekly MACD lines, DIFF and DEA, are above zero. The article treats the turnover range as a sign of market…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, positive 10-day gains below 35%, and a rising 30-day moving average. It presents the conditions as a way to combine trading activity with short-term…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The post describes a Chinese A-share screening rule that combines a daily price-range threshold, at least one limit-up event in the prior 25 trading days, and return on equity above 15% for five consecutive years. It presents the conditions as a way to find…

EquitiesChina marketsVolatilityMomentum
SuperMind

This stock screen combines price movement and recent trading activity. It looks for amplitude above 1, at least one daily gain of 10% or more during the past 25 trading days, and more than two limit-up days within the past 10 days. The document frames these…

EquitiesMomentumVolatilityTechnical indicators
BigQuant

This article proposes a compact framework for reviewing the equity market by sector rather than inspecting every stock individually. To gauge sector persistence, it counts stocks moving from an initial limit-up session to a second consecutive limit-up…

EquitiesMomentumRisk managementChina markets
SuperMind

This note proposes screening Chinese mainboard stocks using an RSI below 65, a daily gain above 1%, and prior-day trading value above 60 million yuan. The stated intent is to combine a moderate RSI reading, recent upward price movement, and a liquidity…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock selection idea combines a turnover filter with a short-term price decline and a longer-term trend condition. It screens for stocks with turnover between 3% and 12%, seven consecutive down days, and weekly MACD above zero. The article…

EquitiesTechnical indicatorsMomentum
SuperMind

This note proposes a Chinese equity screen requiring price amplitude above 1%, a reversal or engulfing-style pattern, and positive net buying attributed to major participants during the opening auction. It explains the signals as indicators of short-term…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This note describes a simple Chinese equity screen combining daily price amplitude above 1%, a closing price of 18.5 yuan, and a positive return below 35% over ten days. It frames the filters as a way to find volatile stocks with moderate prices and recent…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This Chinese equity screening idea combines three filters: a daily increase in positions above 5%, previous-day actual turnover between 3% and 28%, and a dividend ratio above 25% for 2019. The accompanying explanation treats position growth as a sign of…

EquitiesChina marketsMomentumFactor investing
SuperMind

This screening concept selects stocks tagged with the metaverse theme, whose close is above the prior day's low, and whose weekly five-period moving average has crossed above the weekly ten-period average. The article interprets the industry label as a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening idea combines three conditions: MACD above zero, upward-moving averages, and price above the five-day moving average. The accompanying Python example calculates MACD from exponential moving averages and compares the five-day average with…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection screen combines three conditions: daily range as a percentage of the prior close above a threshold, the current high equal to the highest high over the current and previous day, and the 20-day moving average above the 120-day moving…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document proposes a daily pre-open stock screen centered on MACD being above the zero line, then ranks qualifying names by a measure of individual-stock attention. It also includes a listing-age filter, described as favoring companies that have been…

EquitiesMomentumTechnical indicatorsSentiment