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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
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

4,194 documents

SuperMind

This Chinese-equity screen combines three conditions: RSI below 65, share price below 12 yuan, and a dividend payout ratio above 25% for 2019. The technical indicator is specified as a six-period RSI. The intended rationale is to combine a momentum-related…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This article outlines a Chinese equity screening rule that combines three conditions: at least five moving averages converge, the share price is below 12 yuan, and the company’s 2019 dividend payout ratio exceeds 25%. The convergence is presented as a sign…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This proposed Chinese stock screen combines a reported daily increase in buying activity above 5%, year-over-year net profit growth between 20% and 100%, and an upward-sloping 30-day moving average. The article presents these as signs of capital inflow,…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese equities screening example combines three filters: rank stocks by capital-flow strength, require a nonempty name for an outstanding convertible bond, and select companies whose 2019 dividend payout ratio exceeded 25%. The post interprets strong…

China marketsEquitiesFactor investingRisk management
SuperMind

This stock-selection approach combines moving-average convergence, valuation limits, and a historical year filter. It seeks shares with at least five overlapping moving averages, listed on the Shenzhen Main Board, with price-to-earnings ratios from 0 to…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This document proposes a Chinese equity screen that combines relative volume ranking, price above its five-day moving average, and revenue growth between 2018 and 2021. It describes the revenue condition as growth exceeding a stated ratio threshold, while…

EquitiesFactor investingTechnical indicatorsChina markets
SuperMind

This note proposes screening Chinese shares for daily price amplitude above 1%, a share price of 18.5 yuan, market value under 10 billion yuan, and non-loss-making businesses. It describes sorting selected shares by trading amount. The stated rationale is to…

EquitiesChina marketsRisk managementFactor investing
SuperMind

This note outlines an equity screen combining three conditions: MACD above zero, best bid volume at least as large as best ask volume, and a dividend ratio above 25% for 2019. Its rationale is that positive MACD indicates an upward technical condition,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
SuperMind

This Chinese stock-selection note describes a screen for robotics-concept shares with float market value below 10 billion yuan and turnover constraints. The text gives overlapping turnover ranges: an initial range of 3% to 12%, followed by a stricter…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese equity screen looks for stocks with turnover between 3% and 12%, circulating shares no greater than 5.5 billion, and previous-day trading value above 60 million. The article says selection is intended before 10 a.m. It frames the turnover,…

China marketsEquitiesFactor investingRisk management
SuperMind

This A-share screening idea combines at least five overlapping moving averages, a circulating share count no greater than 5.5 billion, and a dividend payout ratio above 25% for 2019. The post interprets clustered averages as alignment across price horizons,…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a stock screen using three stated conditions: amplitude above 1, price below 12, and a dividend ratio above 25% for 2019. It interprets the amplitude threshold as a sign of trading activity, the price filter as a way to find inexpensive…

China marketsEquitiesVolatilityFactor investing
SuperMind

This note proposes a Chinese equity screen for companies with market capitalization at or below 10 billion, no losses, daily price range above 1%, and turnover between 2% and 9%. The stated rationale combines stock activity and volatility with a size…

EquitiesChina marketsVolatilityFactor investing
SuperMind

This note describes a fundamental screen based on company market capitalization and avoiding firms with losses. It also recommends considering profitability, growth, industry trends, and policy conditions when judging investment value. A short Python example…

EquitiesChina marketsFactor investingStatistics
SuperMind

The article proposes ranking stocks by fund-strength measures and filtering for companies whose 2021 revenue was more than 1.1 times their 2018 revenue. It presents fund inflows as a possible indicator of market interest and the revenue comparison as a…

EquitiesFactor investingStatisticsChina markets
SuperMind

This proposed equity screen combines three conditions: at least five moving averages overlap, the averages spread upward on the current day, and the company’s 2019 dividend payout ratio exceeds 25%. The article interprets the overlapping averages as…

EquitiesChina marketsTechnical indicatorsTrend following
SuperMind

This stock screen combines capital-flow strength, exclusion of specially treated stocks, a limit-up pattern described as a five-part method, and a revenue comparison. The stated revenue condition is that 2021 revenue divided by 2018 revenue exceeds 1.1. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen combining turnover between 3% and 12%, a reversal pattern, and revenue growth. Its final rule compares 2021 revenue with 2018 revenue, requiring the ratio to exceed 1.1, then ranks selected shares by market…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This Chinese A-share selection concept ranks stocks by money-flow strength and limits the universe to companies listed after 2021. Its proposed final screen adds market capitalization above 10 billion yuan and positive profitability. The stated rationale is…

EquitiesChina marketsMomentumFactor investing
SuperMind

This document proposes a Chinese equity screen combining at least five overlapping moving averages with positive returns and dividend criteria. Its final rules add three-year average returns above the market average, a three-year dividend ratio above 25%,…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This A-share screening proposal combines technical and fundamental filters: at least five moving averages should converge, the ten-day price gain must be positive but below 35%, and the company must have a market value below 10 billion yuan with no losses.…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This Chinese-equity screening idea combines a dividend payout ratio above 25% for 2019, a preferred company type, and a recent increase in holdings above 5%. The explanation associates the holding increase with near-term capital inflow and treats dividends…

EquitiesChina marketsFactor investingCarry