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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
WonderTrader
14 documents
Alphalens
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

The proposed stock screen combines three short-term technical conditions: daily amplitude above 1, a rising or expanding moving-average configuration for the day, and a shortening negative MACD histogram on a 15-minute chart. The document interprets the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection screen combines three conditions: RSI below 65, positive large-order net inflow during the afternoon, and a rising 30-day moving average. The accompanying indicator references use a 14-period RSI and compare closing price with the 30-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This equity screening approach combines three filters: at least two limit-up sessions within the prior 500 days, weekly MACD above zero, and high fund-flow strength. The note describes fund-flow strength through activity measures such as turnover or volume…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language note describes an equity screening rule combining daily price amplitude, a weekly moving-average crossover, and a ranking by stock heat. It selects stocks with amplitude above 1% and a weekly five-period moving average crossing above…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note proposes an equity screen combining turnover with a rising DEA signal. It describes an initial turnover range of 3% to 12%, an additional condition requiring turnover between 2% and 9%, and a bullish DEA condition expressed through moving-average…

EquitiesMomentumTechnical indicators
SuperMind

The described screen combines technical, valuation, and recent-return conditions for Shenzhen mainboard stocks. It seeks shares with at least five moving averages aligned or clustered, a price-to-earnings ratio from 0 to about 29, a price-to-book ratio from…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection rule targets mainland Chinese mainboard equities with turnover between 3% and 12%, first-level bid volume greater than first-level ask volume, and a daily gain above 1%. The proposed screen combines a turnover range intended to capture…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

The document outlines a simple technical signal concept that combines a detector for consecutive candles with relative strength index levels. The user-configurable settings are the number of consecutive candles required to qualify as a signal, an RSI…

Technical indicatorsMomentumMean reversion
SuperMind

This stock-selection method screens for shares priced below 12 yuan, with MACD above its zero line and more than two limit-up days in the preceding ten days. The post says the screen runs before 10 a.m. each trading day. It frames the combination as a way to…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy seeks frequent small long trades on a one-minute chart. It calculates five-period EMAs of high, close, and low, a fast stochastic oscillator, and ADX. Entry requires the open below the low EMA, ADX above 30, both stochastic lines…

Technical indicatorsMomentumRisk managementHigh-frequency trading
ProRealCode

This document describes the True Strength Index (TSI), a technical indicator intended to reflect trend direction and overbought or oversold conditions. Its calculation applies two exponential smoothing stages to one-period rate of change, then divides the…

Technical indicatorsMomentum
SuperMind

This document outlines an intraday Chinese stock selection idea. It screens the metaverse industry for non-ST shares, ranks candidates by the day’s opening auction amount, keeps the top five, and applies a named five-stage limit-up method before 10 a.m. The…

EquitiesMomentumBreakoutExecution
SuperMind

This stock-selection idea screens for Chinese beverage and alcohol-related companies, with turnover between 3% and 12% and a buying-versus-selling activity condition described as external volume exceeding internal volume by a factor greater than 1.3. The…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document explains the Stochastic Oscillator as a momentum indicator that compares a security’s latest close with its recent high-low range. It describes %K as the current oscillator reading and %D as a moving average of %K. The underlying interpretation…

MomentumTechnical indicatorsForex
MQL5 code base

This research summary examines whether trading volume, represented by turnover, can distinguish stronger from weaker stock momentum signals. It separates intraday price changes from overnight returns and reports different price-volume patterns for each.…

EquitiesChina marketsMomentumFactor investing
MQL5 code base

The document outlines an oscillator built around the lower Bollinger Band. Its motivating observation is that an extended period of price remaining below that band may be associated with a greater chance of further declines. The calculation first measures…

Technical indicatorsVolatilityMomentum
SuperMind

This proposed Chinese stock screen looks for an RSI below 65, three consecutive bearish sessions, current trading volume above 10,000 lots, and an opening price more than 2% above the previous close. It pairs a momentum oscillator and recent price weakness…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This Chinese stock-screening proposal combines a minimum daily price range with at least two limit-up events over a 500-day lookback and signs of large buying orders during the opening auction. It also specifies a threshold for combined very-large-order…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese equity screening idea combines a prior-day price-amplitude threshold, appearance on the previous day’s trading activity list, and at least one limit-up event within the preceding month. The document frames these filters as a way to find shares…

EquitiesChina marketsVolatilityMomentum
SuperMind

This Chinese stock-selection proposal screens for a 14-period RSI below 65, a circulating market capitalization from 5 billion to 10 billion yuan, and a daily MACD value above zero. It presents RSI as a way to avoid very overbought conditions, market…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equity selection rule combines three signals: daily price amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and at least one limit-up move within the recent lookback window. The intended…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note presents a Chinese equity screen requiring turnover between 3% and 12%, a rising KDJ K value, and a closing price below 12 yuan. It includes indicator and Python examples and frames the combination as a way to find actively traded, lower-priced…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a daily stock screen for mainboard equities that combines an intraday range threshold with a market capitalization cap, positive net profit, and a daily price increase above 1%. It provides example indicator and Python expressions for…

EquitiesMomentumVolatilityChina markets