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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,194 documents

SuperMind

This note describes a Chinese equity screen combining turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and a share price below 12 yuan. Its stated rationale is to focus on stocks with moderate trading activity, a…

EquitiesChina marketsFactor investing
SuperMind

This A-share screening idea combines a 2019 dividend payout ratio above 25% with a ranking by capital intensity and the exclusion of Beijing-listed stocks. The document interprets stronger capital intensity as greater investor attention and the historical…

EquitiesFactor investingChina markets
SuperMind

This Chinese equity-screening proposal ranks stocks by capital strength, using measures such as trading value or turnover, and focuses on companies with market capitalization below 10 billion yuan that are not loss-making. The initial discussion refers to…

China marketsEquitiesMomentumFactor investing
SuperMind

This note presents a Chinese stock-selection rule built around a 2019 dividend ratio above 25%, a share price of 18.5 yuan, and a constrained daily trading range. The initial description calls for amplitude above 1, while its refined rule narrows amplitude…

China marketsEquitiesVolatilityFactor investing
SuperMind

This note outlines a Chinese stock screen requiring today’s increase in holdings to exceed 5%, weekly MACD to remain above zero, and market capitalization to be below 10 billion yuan. The author reads the first condition as active buying, the MACD filter as…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines a historical dividend-ratio threshold with two technical conditions: RSI below 65 and upward divergence among the day’s moving averages. Its stated rules use the 2019 dividend ratio, requiring it to exceed 25%. The article presents…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This stock selection concept combines three elements: ranking shares by capital strength measures such as turnover or volume ratio, looking for a rounded price pattern on candlestick charts, and selecting companies with a dividend payout ratio above 25% for…

EquitiesTechnical indicatorsSentimentFactor investing
SuperMind

This note proposes a Chinese equity screen combining a reported increase in buying activity, year-over-year parent-company net profit growth between 20% and 100%, and a 20-day moving average above the 120-day average. The buying-flow condition is presented…

EquitiesChina marketsFactor investingTrend following
SuperMind

This Chinese equity screen combines a positive MACD reading with year-over-year growth in parent-company net profit above 20% and no more than 100%, plus a dividend ratio above 25% for 2019. The article presents the combination as a way to find companies…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This document proposes screening listed companies for yesterday's turnover rate between 0.5 and 2 and market capitalization below 10 billion yuan. It suggests that turnover within this range may identify companies with market attention while avoiding the…

EquitiesChina marketsFactor investingRisk management
SuperMind

The post proposes screening Chinese equities for a 2019 dividend ratio above 25%, RSI below 65, and exclusion from the Science and Technology Innovation Board. Its stated rationale is to avoid stocks with relatively high RSI readings, select companies with…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This screen targets Shenzhen main-board stocks using positive price-to-earnings ratios below 29.01, price-to-book ratios below 3.11, and RSI below 65, together with a condition related to annual reports published during 2021. The code reference filters for…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This proposed stock screen combines three conditions: a 2019 dividend ratio above 25%, RSI below 65, and a measure of increased buying activity above 5%. The post presents it as a blend of a historical fundamental criterion and technical or trading-activity…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This note describes a Chinese stock screen centered on fund strength and prior-day turnover above 8%, with a stated focus on 2021 data. It presents high turnover as a sign of activity and fund strength as a rough measure of investor attention. Its later…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed A-share screen combines three technical and company filters: at least five moving averages converging, market capitalization below 10 billion yuan with no reported losses, and the 20-day moving average above the 120-day average. It then adds…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a Chinese stock screen requiring RSI below 65, at least two limit-up sessions over a 500-day lookback, and a dividend payout ratio above 25% for 2019. It combines a technical filter and a history of strong price moves with a historical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The proposed equity screen looks for companies with market capitalization below 10 billion, positive earnings, and at least five overlapping moving averages. The article presents this combination as a way to find stocks with relatively stable price behavior…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This screen targets Shenzhen main-board stocks with market capitalization below 10 billion yuan, positive earnings, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. It also specifies that the day’s position-increase share…

China marketsEquitiesFactor investingRisk management
SuperMind

This Chinese equity screen seeks companies with market capitalization below 10 billion yuan, positive earnings, share prices under 12 yuan, and an amplitude measure above 1%. The article frames the filters as combining small size and profitability with a low…

EquitiesChina marketsFactor investingRisk management
SuperMind

This A-share screening approach combines a relative strength index below 65, MACD above its zero line, and 2021 revenue more than 1.1 times 2018 revenue. The technical filters are presented as a way to avoid an overextended reading while selecting for…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposal screens A-shares outside the Beijing market for a high 2019 dividend ratio and a condition described as at least five overlapping moving averages. The author presents the moving-average condition as a sign of stable, closely grouped prices and…

EquitiesTechnical indicatorsMean reversionChina markets