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
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

12,140 documents

SuperMind

This document outlines a Chinese stock screening idea that combines a daily price-range threshold, a newly formed KDJ crossover, and a company-type condition. The intended output is a pool of candidate stocks. It also sketches formula and Python…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The post describes a stock-selection screen that ranks companies by capital-flow strength and considers share price and revenue growth. Its core growth condition compares 2021 revenue with 2018 revenue, requiring the ratio to exceed 1.1. The final proposed…

China marketsEquitiesMomentumTechnical indicators
BigQuant

The paper constructs a monthly measure of fear of missing out from three weighted components: a short-term versus long-term moving-average spread, Google search activity for FOMO-related terms, and investor margin-account use. It examines the index over 2004…

SentimentMomentumStatisticsEquities
SuperMind

This Chinese equity screening rule selects main board stocks with turnover between 3% and 12%, a listing year of 2021, and a latest close more than 1% above the previous close. It combines a liquidity or activity filter with a recent price strength condition…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock screen selects companies assigned to the metaverse industry when the KDJ indicator has just formed a bullish crossover and prices have closed lower throughout the recent seven-session window. The proposed rationale combines a technical signal with…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This brief description introduces a semaphore-style indicator that marks signals around bends in moving averages, where local price extremes occur. It identifies the signal location and the underlying idea, but gives no rules for defining an extreme,…

Technical indicatorsMomentum
SuperMind

This Chinese equity screening idea requires turnover between 3% and 12%, a newly formed KDJ golden cross, and three consecutive declining sessions. The stated rationale is to focus on shares with moderate trading activity, a potentially positive indicator…

EquitiesTechnical indicatorsMomentumMean reversion
SuperMind

This document outlines an equity selection rule based on price amplitude above 1, MACD crossing above zero, RSI over 14 periods above 50, and a condition described as the start of a strong upward move. It frames these criteria as technical signs of…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This document describes a Chinese equity screen combining daily price amplitude above 1, market capitalization above 200 million, and a shortening 15-minute MACD histogram. It interprets the amplitude filter as a way to find more active stocks, the size…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity screen for stocks in the metaverse industry. It combines three bullish technical crossovers—MACD crossing its signal line, a 5-period moving average crossing above the 10-period average, and the 5-period average…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator design converts RSI readings into Heikin Ashi candles, using RSI of price close for the candle close and a recursive smoother for its open. The candle body represents the net oscillator move, while its wicks show the range of the RSI readings.…

Technical indicatorsMomentumTrend following
SuperMind

This Chinese stock-screening proposal combines relative trading activity, historical limit-up frequency, and the opening gain measured at 9:25. Its initial rules select stocks ranked among the top 500 by volume ratio, with at least two limit-up sessions in…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This A-share selection method combines amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and a ranking based on large-order net volume. The article presents these as complementary signals: price movement, an…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screen combines MACD above zero, an upward-moving average condition, and turnover between 2% and 9%. The article interprets positive MACD and rising averages as signs of upward direction, while the turnover band is intended to avoid both very…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screen combines daily amplitude above 1 with a positive weekly MACD reading and a listing history longer than one year. The article then adds valuation and profitability constraints: price-to-earnings below 20, price-to-book below 3, and return…

EquitiesChina marketsTechnical indicatorsMomentum
Cryptohopper blog

This stock-selection rule first filters for shares with amplitude above one and ranks candidates by the day’s auction amount, keeping the top five. It then selects those whose 15-minute MACD green bars are shortening, using recent indicator values as a proxy…

China marketsEquitiesMomentumTechnical indicators
Cryptohopper blog

The article presents a momentum oscillator strategy for trading Optimism (OP) on Binance. Its basic rule treats low Ultimate Oscillator readings as potential buy signals and high readings as potential sell signals. A backtest search over indicator settings…

CryptoMomentumTechnical indicatorsBacktesting
SuperMind

This post describes a stock screen combining two signals: an increase in holdings above 5% and moving averages that diverge upward. It interprets the holdings measure as possible recent buying interest and the moving-average pattern as an upward trend. The…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

The document describes a long-short trend strategy that uses the direction of a 100-period moving average as its momentum signal. It compares the current average with its value 20 trading days earlier: a higher reading triggers a long position, while a lower…

MomentumTrend followingTechnical indicatorsBacktesting
SuperMind

This short-term A-share screening idea combines three filters: a prior-session price range above a stated threshold, appearance on the previous day’s trading activity list, and a high ranking in large-order net flow. The post interprets the combination as a…

EquitiesChina marketsMomentumMarket microstructure
MQL5 code base

This MetaTrader indicator displays signals generated by an Elliott Wave Oscillator variant calculated on a selectable timeframe. It distinguishes continuation from a change in trend: a right-pointing marker indicates that the existing direction persists,…

Technical indicatorsTrend followingMomentum
SuperMind

This proposed stock screen combines three filters: turnover between 3% and 12%, a newly formed KDJ bullish cross, and a positive institutional net-purchase measure. The post frames turnover as a liquidity and activity filter, the KDJ signal as a trend or…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen focuses on stocks classified in the metaverse theme. It combines a price condition involving the five-day moving average with a directional filter: the product of the stock’s daily return and a measure of net large-order…

EquitiesChina marketsMomentumTechnical indicators