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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
Quantpedia
86 documents
TqSdk
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
Quantopian lectures
45 documents
Binance API docs
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

BigQuant

This report evaluates 18 financial-quality, price-volume, and analyst-expectation factors for Chinese equities. It compares factor-ranked portfolios, including high-ranked and low-ranked groups, considers the stability of their performance differences, and…

EquitiesFactor investingMomentumMean reversion
SuperMind

This note proposes screening stocks for daily amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ratio of externally initiated buying volume to selling volume greater than 1.3. The combination is intended to…

EquitiesMomentumTechnical indicatorsMarket microstructure
SuperMind

This note describes a stock-selection screen based on daily amplitude above 1, a positive weekly MACD histogram, and a ten-day return greater than zero but below 35%. The intended combination seeks stocks with active price movement, a positive weekly trend…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

This note proposes a Chinese equity screen combining three filters: a 14-period RSI below 65, circulating market capitalization of at least 200 million yuan, and a price gain below 6% at the 9:25 pre-open snapshot. The stated rationale is to select stocks…

EquitiesTechnical indicatorsChina markets
FMZ forum

The note explains four combinations of price direction and trading volume: rising prices with lower or higher volume, and falling prices with lower or higher volume. It frames volume as evidence of trading activity and uses a used-car market analogy to…

EquitiesTechnical indicatorsMarket microstructure
SuperMind

This stock-selection proposal screens Chinese A-share listings in the metaverse industry, ranks them by the day’s opening-auction amount, and selects those with simultaneous bullish crossovers in MACD, KDJ, and RSI. The text gives example indicator settings…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article examines whether the rise of the Chinese A-share market from 3,000 to 4,000 points marks a peak or the beginning of a larger bull market. It attributes the 2025 advance mainly to technology stocks and proposes looking beyond price charts to…

EquitiesChina marketsMomentumSentiment
SuperMind

This document outlines a short-term A-share screen for companies classified in the metaverse theme. It selects stocks that appeared on the prior day’s trading leaderboard, have current trading volume above the stated threshold, and open above the previous…

EquitiesMomentumBreakoutChina markets
SuperMind

This document describes a Chinese A-share screening idea based on stocks with a daily price range above a stated threshold, more than one year since listing, and three consecutive limit-up sessions ending the previous day. It presents the run of limit-ups as…

EquitiesMomentumChina marketsTechnical indicators
SuperMind

The proposed stock screen selects shares with MACD above zero, a positive price-to-earnings ratio, and an intraday high–low range greater than one percent of the previous close. The article interprets these conditions as combining upward momentum, a positive…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

The document describes a proposed dashboard indicator for monitoring active symbols and pairs in spread or equity trading. Its interface is meant to track changes in the selected symbols, retain settings during terminal changes, and let users set each pair's…

EquitiesPairs tradingMean reversionTechnical indicators
SuperMind

The document proposes a Chinese stock screen that combines three short-term signals: buying activity above 5%, a previous-day 9:15 matched price at the limit-down level, and a shrinking green histogram on the 15-minute MACD. It interprets the buying measure…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities selection concept ranks stocks by volume ratio and by prior-day net inflows attributed to major investors, retaining the top 100 in each ranking. It also states a 2021 start date, though the practical meaning of that date in the…

EquitiesChina marketsMarket microstructure
SuperMind

This Chinese equities screen combines three chart-based conditions: an amplitude above 1, a rounded price shape, and a positive 10-day return below 35%. The accompanying formula represents the rounded-shape condition by comparing the previous close’s…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language document proposes a stock screen combining three conditions: amplitude above a stated threshold, a shrinking negative MACD histogram on a 15-minute interval, and the stock price above its five-day moving average. The rationale is to…

EquitiesTechnical indicatorsMomentumStatistics
MQL5 code base

The Gann HiLo Activator is described as a trend indicator that plots a colored line based on a configurable period. It calculates simple moving averages of high and low prices. When the close rises above the average high, the direction switches upward; when…

Technical indicatorsTrend followingEquitiesFutures
SuperMind

This proposed A-share screen combines price amplitude above 1, a dividend payout ratio above 25% for 2019, and membership in a short-term “reverse package” theme, a term the article does not define. The accompanying discussion frames these conditions as a…

EquitiesChina marketsVolatilitySentiment
SuperMind

This Chinese A-share screening proposal combines a metaverse industry classification with relative trading volume and company-sector filters. Its final stated rules require volume ratio above 1.5 and below 6, an internet or high-technology classification, a…

EquitiesChina marketsMomentumBreakout
SuperMind

This note presents a Chinese equity screen focused on companies classified in the metaverse sector. Its stated final criteria require a volume ratio between 1.5 and 6, return on equity above 15% for three consecutive years, and market value below 500…

EquitiesChina marketsFactor investingMomentum
SuperMind

This note describes a basic Chinese A-share stock screen. It selects stocks with turnover between 3% and 12%, excludes Beijing-listed A shares, and requires a positive price-to-earnings ratio. The accompanying explanation treats positive P/E as a basic…

EquitiesChina marketsFactor investing
BigQuant

This article describes four Chinese stock chart patterns that it interprets as possible signs of accumulation or a coming recovery: low-volume consolidation after a rise, low-volume decline near a high, a sharp drop followed by stabilization near a low, and…

EquitiesChina marketsTechnical indicators
SuperMind

This screening rule selects Chinese stocks with turnover between 3% and 12% and year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It then ranks qualifying stocks by the day’s auction amount and chooses the first…

EquitiesChina marketsExecutionBacktesting
SuperMind

This stock screen combines a turnover range of 3% to 12% with year-over-year growth in net profit attributable to the parent company above 20% and up to 100%. It also requires the KDJ K value to be rising, using a prior-period comparison. The article…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-screening proposal combines three conditions: at least five moving averages are said to converge, the close is intended to lie between the Bollinger middle and upper bands, and the 30-day moving average should be rising. The post presents the…

EquitiesChina marketsTechnical indicatorsTrend following