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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 document describes a Chinese A-share stock screen combining price amplitude above 1%, a circulating share count no greater than 5.5 billion, and auction-period price movement accompanied by large and extra-large buy-flow volume above the stated…

EquitiesChina marketsVolatilityMarket microstructure
SuperMind

This stock-selection rule focuses on companies in the metaverse industry that recorded at least one limit-up day during the previous 25 days. It further requires the current volume ratio to be above 1.5 and below 6, where the ratio is described as trading…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

This short description presents AnchoredMomentumCandle, an indicator that renders the output of the AnchoredMomentum algorithm as a sequence of candlesticks. It suggests this view may help analysis by making the processed price time series more informative,…

Technical indicatorsMomentum
SuperMind

This note outlines a mainland China stock screen requiring RSI below 65, a daily gain above 1%, main-board eligibility, and MACD above zero. It presents RSI as a way to identify comparatively weak stocks that may rebound, the daily gain as a short-term…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This note describes a mainland China stock screen that combines RSI below 65, a daily price gain above 1%, main-board eligibility, and weekly MACD above zero. The stated rationale is to pair a momentum signal from the day’s gain with a longer-term trend…

EquitiesTechnical indicatorsMomentumTrend following
SuperMind

This Chinese equity screening approach combines three technical conditions: daily price amplitude above 1, a positive weekly histogram signal, and the 20-day moving average above the 120-day moving average. The stated rationale is that larger amplitude…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screening method focuses on stocks in the metaverse industry. It selects shares where the KDJ indicator has just formed a bullish crossover and the circulating share count is no more than 5.5 billion. The proposed selection is run before 10 a.m. on each…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The DMI Difference oscillator represents directional movement by subtracting the minus directional indicator from the plus directional indicator. A positive difference indicates that plus DI is larger, while a negative difference indicates that minus DI is…

Technical indicatorsMomentum
SuperMind

This Chinese A-share screening concept selects stocks whose daily high-low range exceeds a stated threshold, excludes stocks that reached the daily price limit the previous day, and ranks the remaining names by individual-stock market heat. The rationale is…

EquitiesChina marketsMomentumSentiment
SuperMind

This document presents an equity screening rule that combines daily price range with MACD histogram behavior on two time scales. It seeks stocks whose amplitude exceeds a threshold, whose 15-minute MACD histogram is negative but contracting, and whose weekly…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document describes the MIT oscillator, a momentum measure anchored to a user-selected time of day. It compares the current bar’s price with the price at the specified start time, producing a price difference that tracks movement since that anchor. Two…

MomentumTechnical indicators
SuperMind

This post describes an equity screen restricted to the metaverse industry. It selects companies with simultaneous bullish crossovers in MACD, the five-day and ten-day moving averages, and the five-day and twenty-day moving averages. It further requires…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This assignment response translates two discretionary stock approaches into rule-based proposals. One combines recent institutional fund inflows, positive company earnings, improving per-share profit, elevated trading volume, and a price ceiling relative to…

EquitiesMomentumTechnical indicatorsBacktesting
SuperMind

The document describes a Chinese stock screen using ranked fund-flow strength, a 2019 dividend ratio above 25%, and a 15-minute MACD histogram whose negative bars are shortening. The MACD condition is presented as a possible sign of improving short-term…

EquitiesMomentumTechnical indicatorsSentiment
SuperMind

The document describes an A-share screen requiring an intraday high-low range above 1%, circulating market capitalization above 10 billion yuan, and a daily increase above 5%. Although the narrative calls the last condition an increase in holdings, the…

EquitiesMomentumVolatilityRisk management
SuperMind

This proposed daily screen selects stocks in the metaverse sector when KDJ has just formed a bullish crossover and the previous trading day was not a limit-up session. It proposes making the selection before 10 a.m. for trading on the same day. The note…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed screen targets stocks classified in the metaverse sector that show a bullish MACD crossover and had a dividend ratio above 25% in 2019. It aims to combine a technical signal with a historical shareholder-payout measure. The article describes…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: daily high-low range exceeds one percent of the low, the J line of a KDJ indicator has just crossed above its D line, and the security has a nonempty name for an outstanding convertible bond. The article provides…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This article outlines a Chinese stock screen targeting the metaverse sector. It limits the share float, looks for positive large and extra-large buy orders during the opening auction, and requires an upward trend. The suggested trend check uses MACD, while…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

This research summary examines analyst recoverage: the first new recommendation after an analyst or brokerage has stopped covering a stock for at least six months. It compares recoverage with initial coverage and ordinary rating changes, using U.S. analyst…

EquitiesEvent-drivenMomentumBacktesting
BigQuant

The document describes a beginner’s question about passing results from earlier BigQuant modules into a backtest. The proposed strategy uses a fixed universe of ten stocks, ranks them daily by five-day return in ascending order, buys the five lowest-ranked…

EquitiesMomentumBacktestingPortfolio construction
ProRealCode

This indicator description combines three chart-based modules: wick pressure zones, momentum oscillator signals, and Smart Money Concepts order blocks. Wick pressure is estimated from candle wicks and flagged when it exceeds a standard-deviation threshold.…

Technical indicatorsMomentumMarket microstructureRisk management
SuperMind

This Chinese equities screen selects stocks with turnover between 3% and 12%, circulating share capital no greater than 5.5 billion shares, and at least two limit-up sessions in a rolling 500-day window. The stated idea is to combine trading activity and a…

EquitiesChina marketsMomentumEvent-driven