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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

12,140 documents

SuperMind

The post presents a stock screen based on three conditions: today’s position-growth share exceeds 5%, the close is above the previous day’s low, and the 10-day return is positive but below 35%. It frames these filters as a way to find stocks with recent…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This A-share screening proposal combines a 2019 dividend payout ratio above 25%, a daily gain above 1% for main-board stocks, and reported buying activity above 5%. The article interprets the dividend measure as a possible sign of business strength and the…

EquitiesChina marketsMomentumFactor investing
SuperMind

This proposed Chinese stock screen selects companies associated with the metaverse theme, with a 14-period RSI below 65 and a positive 10-day return under 35%. The article frames RSI as a short-term sentiment gauge and the theme filter as a way to target a…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This Freqtrade strategy defines long entries on a five-minute chart using MACD, RSI, and Bollinger Bands. It requires MACD to be above zero and its signal line, the upper Bollinger Band to be rising, and RSI to exceed 70. Long exits are triggered when RSI…

Technical indicatorsMomentumBacktestingRisk management
ProRealCode

The article explains an RSI divergence indicator that avoids confirmed pivots. Instead, it compares the current price and RSI with extremes from an earlier short window, then requires elevated volume and an RSI extreme before marking a bullish or bearish…

Technical indicatorsMomentumStatisticsBacktesting
BigQuant

The article explains how a long-only smart beta portfolio can combine equity factors to seek steadier returns than relying on one factor. It highlights value, low beta, profitability, investment, momentum, and size, arguing that their different return…

EquitiesFactor investingPortfolio constructionMomentum
SuperMind

The document describes a Chinese stock selection rule that looks for turnover rates from 3% to 12%, an outside-volume to inside-volume ratio above 1.3, and a weekly MACD condition above zero. Its accompanying formula and Python example also require a Friday…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes a higher-timeframe variant of the iAnchMom indicator for MetaTrader 5. Its input allows the user to select the chart period used by the indicator, with a four-hour period shown as the default example. This makes it possible to consult…

Technical indicatorsMomentumFutures
SuperMind

The document presents a historical stock screen requiring daily price amplitude above 1%, a trading date in 2021, and a positive MACD value. It describes amplitude as a measure of price movement and MACD as a trend signal, and provides formula and Python…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities screen combines three stated criteria: at least five moving averages converging, a rising 30-day average, and a circulating market capitalization above 10 billion yuan. The post interprets average convergence as possible alignment of…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share stock screen combines three conditions: daily amplitude above 1%, MACD above its zero line, and a product of price change and a large-order net-volume measure above a threshold. Its rationale is to combine a volatility filter, a…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection note combines three conditions: a stated price amplitude threshold, a nonempty name for an outstanding convertible bond, and a bullish MACD crossover in which DIFF moves above DEA. The proposed rationale is to combine price movement,…

EquitiesOptionsTechnical indicatorsMomentum
SuperMind

This Chinese stock selection post proposes screening for shares that had more than two limit-up closes within the prior ten days, have RSI below 65, and meet a condition labeled as the start of a major uptrend. The stated formula checks whether the 30-day…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-selection example combines a minimum daily price range with price action near short and medium moving averages, a recent high-price condition, and a regression-based measure involving the spread between short and longer moving averages. It…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This post proposes selecting Chinese metaverse-related stocks with no more than 5.5 billion shares in free float and a positive weekly candle, described as a red bar. It interprets the candle as a sign of strengthening buying pressure and suggests that…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a Chinese A-share stock screen that combines a daily range filter, a recent limit-up event, and an RSI-based condition intended to identify the start of a strong upward move. It gives indicator formulas and Python-style pseudocode for…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-screening method selects companies classified in the metaverse theme when their closing price is above the five-day moving average and a Morning Star candlestick signal is present. The article describes the pattern as a way to identify short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post describes a simple Chinese equity screen that selects stocks classified in the metaverse industry, with a positive return condition and a stock code beginning with 60. The return test is expressed as the latest close exceeding the previous close,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post outlines an equity screen for robot-concept stocks. It combines a daily high-low amplitude threshold, a circulating market capitalization below 10 billion yuan, and a condition described as the start of a strong upward move. The…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator applies the Relative Strength Index to values from Parabolic SAR rather than to market prices. The author presents it as another variation in the RSI family and says it can be used in the same general way as a conventional RSI. In this…

Technical indicatorsMomentumTrend following
SuperMind

This proposed equity screen combines a positive intraday buying or position-building measure, simultaneous bullish crossovers in technical indicators, and a cap on the stock’s pre-open percentage gain. Its refined version adds a high-volume ranking and…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This proposed stock screen combines a daily price-range threshold, three consecutive prior limit-up sessions, and an indication of large-player control. The article frames these conditions as ways to find active stocks with strong buying interest. Its sample…

China marketsEquitiesMomentumRisk management
SuperMind

This document describes a Chinese A-share screening rule that selects stocks classified in the metaverse sector, with an opening price less than 6% above the previous close and a positive daily MACD reading. It presents the rule as a way to combine a sector…

EquitiesTechnical indicatorsMomentumChina markets