Skip to content

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

4,510 documents

SuperMind

This note describes an A-share stock screen using RSI below 65, prior-day auction turnover above 0.26, and evidence of trading activity during 2021. It also gives an example implementation that filters circulating market value, calculates RSI from daily…

EquitiesChina marketsTechnical indicatorsSentiment
BigQuant

This document describes a Chinese equity screening rule that combines a price-movement threshold, an outstanding convertible-bond name field, and an indicator of recent large-investor activity. It initially presents yesterday’s control by major funds as a…

China marketsEquitiesTechnical indicatorsSentiment
SuperMind

This stock screen combines a turnover range of 3% to 12% with a positive product of price change and net large-order flow. It also requires current volume above 10,000 lots and an opening price above the prior close. The accompanying implementation ranks…

EquitiesMarket microstructureSentimentChina markets
BigQuant

The article examines whether the rise of the Chinese A-share market from 3,000 to 4,000 points marks a peak or the beginning of a larger bull market. It attributes the 2025 advance mainly to technology stocks and proposes looking beyond price charts to…

EquitiesChina marketsMomentumSentiment
SuperMind

This proposed A-share screen combines price amplitude above 1, a dividend payout ratio above 25% for 2019, and membership in a short-term “reverse package” theme, a term the article does not define. The accompanying discussion frames these conditions as a…

EquitiesChina marketsVolatilitySentiment
backtrader

This proposed stock screen combines daily price movement, a morning star candlestick setup, and market activity. It first calls for amplitude above 1, then identifies a morning star pattern and sorts qualifying shares by perceived popularity. The…

EquitiesChina marketsTechnical indicatorsSentiment
Hummingbot docs

This guide explains how to connect Hummingbot to GRVT, a self-custodial perpetual futures venue with central limit order book matching, and outlines its authentication, funding, fee, instrument, and order settings. It also walks through using Hummingbot’s…

CryptoPerpetual futuresMarket makingMean reversion
SuperMind

This Chinese-language post proposes a short-term stock screen combining turnover between 3% and 12%, a reversal or engulfing-style pattern, and auction-period buying attributed to large and very large orders. The stated flow threshold is more than 0.7…

EquitiesMomentumMarket microstructureSentiment
BigQuant

This study examines whether sell-side analysts use peer forecasts on other companies in their own coverage portfolios to inform estimates for a target company. Using quarterly earnings forecasts and actual results, it measures optimism through forecast…

EquitiesStatisticsSentiment
BigQuant

This forum post argues that AI should be treated as a tool rather than an autonomous source of trading intelligence. It emphasizes the difficulty of learning financial patterns from noisy data, the challenge of achieving stable profits even with…

Machine learningSentimentStatistics
SuperMind

This note presents an A-share stock selection rule that combines turnover between 3% and 12%, a newly formed KDJ golden cross, and positive large-order net inflow in the afternoon. The author frames these conditions as proxies for liquidity, a possible…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This stock-selection proposal combines three signals: an RSI reading below a stated threshold, the product of price change and net volume from very large orders being positive, and a stock appearing on the prior day’s trading activity list. The article…

EquitiesChina marketsTechnical indicatorsSentiment
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 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
FMZ forum

This essay uses the contest of guessing two-thirds of the group’s average to explain why a theoretically logical answer may not win when other players reason differently. Applied to speculation, its central lesson is to consider market behavior and other…

Multi-assetRisk managementSentimentTrend following
SuperMind

This stock-selection idea combines a daily amplitude threshold above 1% with a weekly positive MACD-style signal, then ranks qualifying stocks by a volume-based heat measure. The article describes the weekly red bar as a short-term upward signal and treats…

EquitiesMomentumTechnical indicatorsSentiment
Amberdata research

This weekly digital-asset snapshot combines price action with derivatives positioning, institutional flows, order-book liquidity, spreads, and DeFi indicators. It describes Bitcoin testing support near $86,000 amid a broader risk-off move, while ETF…

CryptoPerpetual futuresMarket microstructureVolatility
OctoBot

This introductory article explains how rapid price rises fueled by investor enthusiasm can develop into cryptocurrency bubbles and sharp declines. It identifies new investor inflows, fear of missing out, media attention, and imitation of other buyers as…

CryptoVolatilitySentimentRisk management
SuperMind

This stock-selection proposal combines a positive MACD reading, a favorable but undefined company-quality condition, and at least two limit-up events within the stated 500-trading-day lookback. The rationale is that positive MACD suggests an upward trend,…

China marketsEquitiesTechnical indicatorsMomentum
Amberdata research

This webinar recap reviews digital-asset market indicators around Q2 2024, covering Bitcoin exchange-traded fund flows, spot trading, DeFi lending, blockchain transfers, and tokenized real-world assets. It reports that Bitcoin ETF flows cooled in Q2, with…

CryptoSpot marketsDeFiOn-chain data
SuperMind

The post outlines a Chinese equity screening rule that combines metaverse-sector membership, positive institutional flow, and a condition based on rolling 20-period lows and closes. It describes the price condition as a way to find comparatively low prices,…

EquitiesChina marketsTechnical indicatorsSentiment