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
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

This stock-selection proposal first limits candidates to the metaverse theme and stocks with a positive daily return. It then combines the previous day's turnover rate with a ratio comparing current opening-auction volume to the prior day's volume, keeping…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening note combines three conditions: daily price amplitude above 1%, afternoon large-order net inflow, and a positive weekly MACD histogram. The author presents the screen as a way to select stocks showing volatility, buying pressure…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening rule selects stocks in the metaverse industry whose circulating share count is no more than 5.5 billion shares and that recorded at least one daily gain of 10% or more during the previous 25 trading days. The rationale is to…

EquitiesChina marketsMomentumBreakout
MQL5 code base

This document outlines a foreign-exchange trading system that uses the Candle Momentum indicator. It offers two entry styles: entering when momentum changes direction, or when the indicator crosses its zero line. A configurable mode determines which entry…

ForexMomentumTechnical indicatorsBacktesting
BigQuant

This strategy combines model-based stock ranking with trend-following entry filters to seek short- and medium-term gains in Chinese equities. It starts from a manually selected pool of China Securities 150 constituents, narrowed to roughly 100–300 large,…

EquitiesMachine learningTrend followingMomentum
SuperMind

The proposed screen selects companies with a daily high-to-low range above one percent, market capitalization no greater than ten billion yuan, positive average net profit, and a limit-up event within the past month. The document then outlines refinements:…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This short description proposes applying a step chart as a filter to the Relative Strength Index. The step size is set as a percentage of RSI and represents the minimum change that qualifies as meaningful. The stated aim is to reduce the number of RSI…

Technical indicatorsMomentum
ProRealCode

The indicator searches for RSI swing highs and lows, then compares each new swing with an earlier one alongside the corresponding price extreme. At highs, a higher price high paired with a lower RSI high is labeled a regular divergence; a lower price high…

Technical indicatorsMomentum
ProRealCode

The Guppy indicator plots two groups of exponential moving averages on closing prices. The shorter-period group is presented as representing short-term traders, while the longer-period group represents longer-term investors. The suggested approach is to…

Technical indicatorsTrend followingMomentum
ProRealCode

This indicator combines the difference between an exponential moving average and a simple moving average with a smoothed signal line and a zero reference. The description presents crossings between the oscillator and signal line as a more reactive reading,…

Technical indicatorsVolatilityMomentum
SuperMind

This document describes a technical stock screen using three conditions: MACD above zero, the current high matching the highest high of the recent two-day window, and the 20-day moving average above the 120-day moving average. It offers a formula and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a daily stock screen for the metaverse industry. It selects shares ranked among the top five by the day’s auction amount, then keeps those whose percentage change falls between -5% and 2.6%. The stated intent is to focus…

EquitiesChina marketsMomentumBacktesting
MQL5 code base

This indicator description explains a signal based on the intersection of three moving averages ordered from fastest to slowest. It separates arrows for crosses that occurred on an earlier bar from “ghost” arrows marking an intersection on the current bar.…

Technical indicatorsMomentumExecution
SuperMind

This document describes a Chinese A-share stock screen based on turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and excluding Beijing-listed shares. It frames these filters as a way to find active stocks that have recently…

EquitiesMomentumChina marketsFactor investing
SuperMind

The proposed Chinese equity screen selects stocks with amplitude above 1, a shortening negative MACD histogram on a 15-minute timeframe, and circulating share capital no greater than 5.5 billion shares. The document interprets high amplitude as a sign of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document outlines a Chinese equity screen using three signals: daily amplitude above 1%, afternoon net inflow from large orders, and more than two limit-up days within ten days. The rationale is that amplitude reflects trading activity, large-order…

EquitiesChina marketsMomentumVolatility
SuperMind

This document describes a Chinese equity screen combining daily amplitude above 1%, a positive ten-day return below 35%, and a 2019 dividend payout ratio above 25%. It frames amplitude as a measure of price movement, the return band as a way to select stocks…

EquitiesChina marketsMomentumVolatility
SuperMind

This document describes a Chinese equity screen for stocks classified in the metaverse industry. It selects shares whose opening price is near the 10-day moving average and that recorded at least two limit-up sessions within the prior 500 days. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief description identifies SMI_Correct as a variation of the Stochastic Momentum Index, drawing on William Blau’s work on momentum, direction, and divergence. It attributes the indicator to an author and notes that the implementation uses reusable…

Technical indicatorsMomentumStatistics
SuperMind

This stock selection proposal combines a momentum filter, a breakout condition, and a trading activity measure. It selects shares with RSI below 65, a positive product of price change and a measure derived from turnover and very large orders, and a close…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example begins with capital-flow strength, a stated share-price level, and more than two limit-up sessions within the prior ten days. Its analysis treats repeated limit-ups as a sign of attention and possible upward momentum. The…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This stock screen combines membership in the metaverse theme with an upward-moving 30-day average and a MACD crossover intended to identify the beginning of a strong advance. The stated signal requires MACD’s faster line to cross above its signal line while…

EquitiesMomentumTechnical indicatorsPosition sizing
SuperMind

This post outlines a Chinese equity screening approach that combines a daily price-change threshold, positive price-to-earnings ratio, and a positive MACD histogram. It presents these filters as ways to select stocks with recent price movement, reported…

China marketsEquitiesTechnical indicatorsMomentum