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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

This stock screen selects shares listed in 2021 with turnover between 3% and 12% and an RSI below 65. The accompanying explanation presents turnover as a liquidity or activity filter and RSI as a short-term price condition. A technical-indicator example uses…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines three conditions: MACD above its zero axis, three consecutive down days, and at least two limit-up sessions within the previous 500 days. The accompanying discussion frames positive MACD as a trend filter and prior…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a stock-selection screen that combines daily price amplitude above 1, at least one limit-up event during the prior month, and a 2019 dividend ratio above 25%. It frames the conditions as a blend of price movement, recent market attention,…

EquitiesMomentumEvent-drivenBacktesting
SuperMind

This stock-selection proposal combines volatility and momentum conditions to find Chinese equities with pronounced price movement. Its initial screen looks for an amplitude threshold, at least one daily gain of 10% or more during the recent 25 trading days,…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese A-share screening idea selects stocks with a daily high-low range above 1%, a newly formed KDJ crossover, and a concentration measure below 70%. The post interprets a wide range as elevated volatility and the crossover as improving market…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock screen combining a relative strength index below 65, the product of price change and net large-order volume, and positive returns. Its stated aim is to find stocks with favorable technical readings, buying flow,…

EquitiesTechnical indicatorsMomentumPosition sizing
MQL5 code base

TSI-OscillatorSign is described as a semaphore signal indicator built on the ColorTSI-Oscillator algorithm. In this context, a semaphore indicator presents signal markers on a chart; the document identifies the underlying indicator family but does not…

Technical indicatorsMomentum
SuperMind

This Chinese equity screening example combines a metaverse classification and a beverage and alcohol import/export industry classification with price, valuation, and trend conditions. The final screen requires a positive latest price change, a price-to-book…

EquitiesChina marketsTechnical indicatorsFactor investing
ProRealCode

The Price Momentum Oscillator (PMO) converts one-period price change into an oscillator by applying two successive custom exponential-style smoothing steps. The first operates on the percentage change; the second smooths a scaled version of that result. A…

Technical indicatorsMomentumStatistics
SuperMind

This post proposes screening stocks for at least five overlapping moving averages, a rounded or arc-shaped price pattern, and a gain greater than zero but below 35% over ten days. The author interprets moving-average convergence as possible short-term…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines an A-share screening approach combining three short-term signals: buying share above 5%, an auction-period price change between -2% and 5%, and more than two limit-up sessions during the prior ten days. The intended target is stocks…

EquitiesMomentumBreakoutChina markets
SuperMind

This stock-selection approach ranks candidates by capital strength, described through activity measures such as turnover and volume ratio, and combines that ranking with two price filters: the 20-day moving average must be above the 120-day average, while…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines turnover between 3% and 12%, membership in a robotics concept group, circulating market value below 10 billion yuan, and a recent KDJ golden cross. The article presents the crossover as a possible sign of upward price movement and…

EquitiesTechnical indicatorsMomentumChina markets
ProRealCode

This indicator estimates smoothed momentum from the median of Heikin Ashi highs and lows. It applies a regularized exponential moving average to that price series, then measures the change in the smoothed value relative to its prior value. The curve’s…

Technical indicatorsMomentumTrend following
SuperMind

This note describes a simple Chinese stock screen that selects companies classified in the metaverse theme, with a positive one-day price change, while excluding stocks on the STAR Market. It also adds a positive market-capitalization condition. The article…

EquitiesChina marketsMomentum
BigQuant

This page summarizes momentum and reversal as opposing patterns in stock returns. Momentum describes the tendency for stocks with stronger past performance to continue outperforming weaker past performers; the note associates it with trend trading and…

EquitiesMomentumMean reversionFactor investing
SuperMind

This Chinese stock-selection strategy looks for shares in the beverage and alcohol import-export industry with a 14-period RSI below 65 and large-order net flow above 0.05 for at least three consecutive days. Its stated rationale is to combine a technical…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines three conditions: the opening price at 9:25 must be less than 6% above the previous close, the 20-day moving average must be above the 120-day average, and stocks are ranked by volume ratio, with the top 100 selected. The…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note describes a Chinese equity screen that combines a turnover band of 3% to 12%, a rising DEA condition, and a prior-day closing price of 18.5 yuan. It provides a platform formula and a Python-oriented example, both intended to identify stocks meeting…

EquitiesTechnical indicatorsMomentum
SuperMind

This note presents an equity screen combining turnover between 3% and 12%, seven consecutive non-rising closes, and a positive daily MACD reading. It frames the setup as a way to identify stocks that have recently weakened while retaining a positive trend…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This post describes a Chinese equity selection rule that combines an amplitude threshold, a morning-star style candlestick condition, and an estimate of prior-day dominant capital control. The accompanying implementation sketch adds moving-average alignment…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes a short-term Chinese equity screen combining an amplitude threshold, a 15-minute MACD histogram that is negative but contracting, exclusion of special-treatment stocks, an early-morning selection time, and a limit-up pattern referred to…

EquitiesChina marketsTechnical indicatorsMomentum