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

4,194 documents

SuperMind

The document proposes a screen for Shenzhen main-board stocks using reported buying pressure, valuation, and a historical dividend measure. The stated filters include a daily increase in holdings above 5%, a price-to-earnings ratio from 0 to 29.01, a…

EquitiesChina marketsFactor investingSentiment
SuperMind

This stock selection rule combines a positive MACD reading, a rising 30-day average, and year-over-year net profit growth above 20% and no more than 100%. The accompanying discussion presents MACD as a shorter-term trend filter, the average as a broader…

EquitiesTechnical indicatorsMomentumFactor investing
SuperMind

This note describes a Chinese equity screen that ranks stocks by capital strength and dividend payout. Its final stated rule selects stocks in the top 10% for capital strength and the top 25% for dividend payout, while the heading also references a dividend…

EquitiesChina marketsFactor investing
SuperMind

This proposed screen focuses on Shenzhen main-board stocks and combines a daily position-addition share above 5% with a price-to-earnings ratio from 0 to 29.01 and a price-to-book ratio from 0 to 3.11. The post interprets a higher position-addition share as…

EquitiesChina marketsFactor investingRisk management
SuperMind

The proposed equity screen orders stocks by capital-flow strength and requires a dividend payout ratio above 25% in 2019, along with at least two limit-up sessions during a 500-day lookback. The article presents these conditions as signs of market attention,…

EquitiesMomentumEvent-drivenFactor investing
SuperMind

This post describes a Chinese equity screen using capital inflows, a 2019 dividend ratio above 25%, and weekly MACD above its zero axis. It interprets stronger inflows as possible buying interest, the positive MACD condition as an indication of an uptrend,…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This Chinese stock-screening post combines capital-flow strength, a 2019 dividend ratio above 25%, and a positive 10-day return below 35%. Its rationale is that strong inflows may signal market interest, dividends may indicate shareholder distributions, and…

EquitiesChina marketsMomentumFactor investing
SuperMind

This note outlines a stock-selection approach that ranks companies by capital-flow intensity and market attention, then considers revenue growth by comparing 2021 revenue with 2018 revenue. The initial rule specifies a ratio above 1.1. The proposed final…

China marketsEquitiesFactor investingSentiment
SuperMind

This proposed Chinese equity screen looks for prices clustered around five moving averages, then filters for a high cash-dividend-to-market-cap ratio. It compares the latest close with the 5-, 10-, 20-, 50-, and 200-day averages, sums the absolute…

EquitiesChina marketsTechnical indicatorsMean reversion
SuperMind

This proposed A-share screen combines a year filter, a requirement that a company have a nonempty outstanding convertible-bond name, and a condition described as having at least five overlapping moving averages. It then suggests narrowing the candidates…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This document outlines a Chinese stock screen for companies valued below 10 billion yuan that have not reported losses, alongside positive institutional activity and a daily position-increase share above 5%. The rationale is that buying activity may signal…

EquitiesRisk managementChina marketsFactor investing
SuperMind

This document describes a Chinese equity selection approach combining market activity with a historical revenue comparison. The stated criteria are ranking in the top 10% for capital strength over 500 days, at least two limit-up sessions during that period,…

EquitiesMomentumFactor investingChina markets
SuperMind

This note proposes screening stocks by three characteristics: a dividend payout ratio above 25% in 2019, a share price below 12 yuan, and capital strength ranked from highest to lowest. It defines capital strength broadly through measures such as turnover or…

EquitiesChina marketsFactor investingRisk management
SuperMind

This note proposes screening Chinese stocks by large-order trading activity and revenue growth. It describes measuring capital intensity with the share of trades above a stated transaction-size threshold, ranking stocks by net large-order volume, and…

EquitiesChina marketsMomentumFactor investing
SuperMind

The document outlines a Chinese stock screen combining daily price range and turnover with a multi-year revenue comparison. Its initial conditions require an amplitude above 1%, turnover between 2% and 9%, and revenue in 2021 exceeding 2018 revenue by a…

EquitiesChina marketsFactor investingVolatility
SuperMind

The document describes a Chinese A-share screening approach that combines daily turnover, robot-sector membership, free-float market value, and an enterprise classification described as “quality growth.” It also mentions ranking qualifying stocks by…

EquitiesChina marketsFactor investingRisk management
SuperMind

This post outlines a screen for mainland Chinese main-board stocks associated with robotics. It retains names with turnover between 3% and 12%, free-float market capitalization below 10 billion yuan, and a positive price-to-earnings ratio. The stated…

EquitiesChina marketsFactor investingRisk management
SuperMind

The document describes an A-share stock screen combining price movement, a specified closing price, and revenue growth between 2018 and 2021. Its initial criteria use amplitude above 1, a closing price of 18.5 yuan, and a revenue ratio above 1.1. The…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This note describes a Chinese equity screen that ranks Shenzhen Main Board stocks by capital-flow strength and applies price-to-earnings and price-to-book limits. Its initial criteria set the P/E range below about 29 and P/B below about 3.1. The accompanying…

EquitiesChina marketsFactor investing
SuperMind

This stock-screening proposal combines a daily price-range condition, positive price-to-earnings ratio, and a high dividend payout ratio in a specified historical year. It presents the range filter as a way to find active stocks, positive PE as an indication…

EquitiesVolatilityFactor investingRisk management
SuperMind

This note combines three stock-selection criteria: a 2019 dividend payout ratio above 25%, circulating market capitalization between 5 billion and 10 billion yuan, and a daily increase in holdings above 5%. It interprets the positioning measure as a possible…

EquitiesFactor investingRisk managementChina markets