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
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

22,592 documents

SuperMind

The document explains the price-to-book ratio as a valuation measure calculated by dividing a stock’s market price by book value per share. It interprets lower ratios as possible signs of undervaluation or pessimistic expectations, while higher ratios can…

EquitiesFactor investingStatistics
SuperMind

This A-share screening approach combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and an institutional-flow reading above zero. The document explains the flow condition as a way to include a measure of…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

This post describes a simple Chinese equity screen. It selects stocks with an amplitude above 1, a maximum decline for the day between 4% and 5%, and ranks qualifying stocks by the day’s auction amount, taking the top five. The stated rationale combines a…

EquitiesChina marketsVolatilityTechnical indicators
BigQuant

This brief Chinese-language forum post asks how to identify stocks that break above a price level and then do not fall more than 10%. It suggests describing the breakout as a new 100-day high: compare the current high with the maximum high over the preceding…

EquitiesBreakoutTechnical indicators
SuperMind

This note presents a stock screen requiring turnover between 3% and 12%, a newly formed KDJ golden cross, and circulating market value above 10 billion yuan. It frames the turnover band and market-value floor as ways to focus on stocks with trading activity…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screening rule that selects beverage and alcohol related companies, requires turnover within a stated 3% to 12% range, and excludes stocks that hit the daily upper price limit on the previous day. It provides example…

EquitiesChina marketsTechnical indicators
SuperMind

This note describes an equity screen for companies in the metaverse industry. It selects stocks whose opening price is near the 10-day moving average and that have recorded seven consecutive sessions in which the close was below the prior close. The article…

EquitiesTechnical indicatorsMean reversionChina markets
SuperMind

This proposed stock screen selects companies associated with the metaverse concept, requires the 30-day moving average to be rising, and compares the opening price with the 10-day average. The page supplies example formulas and Python-style logic for these…

EquitiesTechnical indicatorsTrend followingChina markets
SuperMind

This stock screen combines three conditions: price amplitude above a stated threshold, MACD above its zero line, and a prior-day 9:15 matched price at the limit-down level. The document interprets the positive MACD condition as a sign of an upward trend…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese-language post describes an equity screen combining daily price amplitude, convergence of five moving averages, and a 2019 dividend-related threshold. It proposes using the 5-, 10-, 20-, 30-, and 60-day averages, then adding other financial…

EquitiesTechnical indicatorsFactor investingChina markets
SuperMind

This document proposes a Chinese stock-selection rule that combines a 14-period RSI below a stated threshold, displayed first-level buy volume greater than sell volume, and year-over-year growth in net profit attributable to parent-company shareholders…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This post describes a Chinese equity screen for companies classified in the metaverse sector. Its stated selection rules use relative volume between 1.5 and 6 and a history of limit-up sessions; the proposed revised version extends the lookback and requires…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post proposes screening stocks for daily amplitude above 1, a circulating share count no greater than 5.5 billion, and positive large-order net inflow during the afternoon session. It presents volatility as a sign of trading activity,…

EquitiesChina marketsTechnical indicatorsMarket microstructure
BigQuant

This report summary examines how disclosure requirements and historical accuracy of earnings previews differ across Chinese equity-market boards. It compares preview disclosure rates, reports that the ChiNext board generally has the broadest coverage and the…

EquitiesChina marketsStatisticsFactor investing
SuperMind

This document describes a short-term Chinese equity screen combining a positive MACD reading, upward separation between moving averages, and a stock that had three consecutive limit-up sessions on the prior day. It presents the conditions as signs of upward…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock-selection example combines membership in two named categories, “metaverse” and “beverage and alcohol imports and exports,” with a rising 30-day moving average. The moving-average rule checks whether its current value exceeds its prior value. The…

EquitiesTechnical indicatorsTrend following
SuperMind

This A-share screening proposal combines a turnover range of 3% to 12% with a newly formed KDJ golden cross and a shortening MACD green histogram on a 15-minute chart. The stated rationale is to focus on actively traded stocks, use KDJ as a signal of…

EquitiesTechnical indicatorsMomentum
MQL5 code base

The document describes an indicator that displays Money Flow Index (MFI) calculations as a sequence of candlesticks. Instead of presenting MFI only in its conventional indicator form, it processes the relevant price time series with the MFI algorithm and…

Technical indicatorsEquitiesStatistics
SuperMind

The document proposes a stock screen combining three conditions: amplitude above one, MACD above its zero line, and an intraday low between four and five percent below the lower of the open and close. Its rationale is to find volatile stocks that have…

EquitiesTechnical indicatorsMean reversionChina markets
BigQuant

This document presents the case for an ETF tracking a Chinese innovative-drug industry index, which covers related companies listed in Shanghai and Shenzhen. It describes the index as spanning the drug-development value chain and frames the fund as a way to…

EquitiesChina marketsPortfolio construction
SuperMind

This Chinese equity screen ranks stocks by relative volume, keeps the top 100, requires yesterday's turnover rate to exceed 8%, and selects stocks whose 30-day moving average is rising and whose close is above that average. The accompanying rationale treats…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity-selection rule ranks stocks by relative volume and selects the top ten, then applies a price ceiling of 18.5 yuan and requires the 30-day moving average to be rising. The accompanying explanation treats high relative volume as a sign of…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This proposed stock screen combines a daily price range condition, sustained return on equity above 15% over five years, and a 20-day moving average above the 120-day average. The ROE filter is intended to identify companies with persistent profitability,…

EquitiesTechnical indicatorsTrend followingChina markets