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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
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 screen selects shares with turnover between 3% and 12%, a positive product of daily price change and net large-order flow, and a bullish alignment among three moving averages. The accompanying example uses the 5-, 10-, and 20-day averages,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection idea combines three conditions: an amplitude measure above a stated threshold, a rising price bottom, and shortening green bars in the 15-minute MACD histogram. The article frames amplitude and rising lows as ways to identify active…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese equity screening idea that ranks stocks by a measure of fund strength, such as turnover rate or volume ratio, and filters for positive ten-day returns below 35% and a 2019 dividend payout ratio above 25%. It presents these as…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document describes a Chinese equity screen combining a positive MACD condition with daily price change and large-order net flow, restricted to 2021. Its accompanying example computes MACD from closing prices and derives price change and net flow before…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen that combines daily price amplitude above a threshold, afternoon large-order net inflows, and a positive ten-day return capped below another threshold. It explains the filters as a way to identify volatile…

EquitiesChina marketsMomentumVolatility
SuperMind

This document outlines a stock screen for companies in the metaverse sector, requiring the opening price relative to the prior close to be below a stated gap threshold and looking for a rising-bottom pattern. It describes the latter as a potentially…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen combining price amplitude above a threshold, a morning star candlestick pattern, and a weekly five-period moving average crossing above a ten-period average. It explains amplitude as a measure of price…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

This indicator compares Bollinger Bands with a second price envelope built from average range. When the Bollinger Bands fit inside the range envelope, the indicator marks a squeeze by leaving the squeeze series undefined. When the Bollinger Bands extend…

Technical indicatorsVolatilityMomentumForex
ProRealCode

This screening method combines a metaverse concept classification with two price conditions. A stock qualifies when its close is above the previous session’s low and both its current low and high exceed their previous values. The latter condition describes a…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The proposed A-share screen combines turnover between 3% and 12%, market capitalization below 10 billion yuan, nonnegative earnings, and a newly formed KDJ golden cross. The crossover condition is presented as a way to find potential opportunities among…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese stock screen restricted to the metaverse theme. It selects shares whose 9:25 gain is below 6% and whose stock price or average price is above its five-day moving average. The post interprets the sector filter as an industry…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

The document describes a Chinese equity screening rule that combines daily amplitude above 1, current volume above 10,000 lots, an opening price above the prior close, and an upward-sloping 30-day moving average. It presents the conditions as a way to find…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

This document describes the William Blau Stochastic Momentum indicator and its configurable inputs: lookback period, three smoothing periods, and the applied price. It first finds the midpoint of the highest and lowest prices across the lookback window, then…

Technical indicatorsMomentum
SuperMind

This post presents a stock-selection idea combining three filters: RSI below 65, a favorable company-type classification, and more than two limit-up sessions within a ten-day window. The author frames repeated limit-ups as a way to identify stocks attracting…

EquitiesTechnical indicatorsMomentumSentiment
SuperMind

This post proposes a stock-selection screen that combines MACD above its zero line, upward separation of short moving averages, and a signal described as the start of a major advance. It illustrates calculations for MACD, moving averages, and KDJ, then…

EquitiesMomentumTechnical indicatorsChina markets
ProRealCode

Trinity Impulse is a directional indicator built from the Commodity Channel Index and a weighted average of the Force Index, both calculated using a price that gives the close extra weight. It returns a positive reading when the two measures are sufficiently…

Technical indicatorsMomentumTrend following
SuperMind

The document outlines a Chinese stock selection screen combining daily price amplitude above 1, RSI below 65, and a daily position-increase ratio above 5%. It interprets the amplitude and RSI filters as technical conditions and the increase ratio as a sign…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

The document proposes a Chinese stock-screening rule combining three conditions: today’s increase in shareholding proportion exceeds a threshold, large-order net inflow is positive during the afternoon, and the 30-day moving average is rising. The stated…

EquitiesMomentumTechnical indicatorsStatistics
SuperMind

The document describes a short-term equity screen for main-board stocks. It selects shares with turnover between 3% and 12%, a K indicator below 20, and a daily gain above 1%. The post also gives a reference expression and a sample Python workflow that…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock selection method focuses on companies classified in the metaverse industry. It filters for a volume ratio between 1.5 and 6 and then keeps stocks in the top 10% by large-order net flow. The intended idea is to find shares experiencing elevated…

EquitiesChina marketsMarket microstructureMomentum
SuperMind

This Chinese-equity screening proposal combines a reported increase in investor positions above 5%, a daily return constrained to a narrow band, and an opening gain below 6%. The post’s description gives the daily-return limits as below 2.6% and above -5%,…

EquitiesMomentumTechnical indicatorsRisk management