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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

22,592 documents

SuperMind

This stock-screening proposal targets companies in the metaverse industry that have had more than two limit-up sessions in the recent ten-day window and have just formed a KDJ golden cross. It calls for screening before 10:00 on each trading day and…

EquitiesChina marketsMomentumTechnical indicators
BigQuant

The document summarizes CapTE, a model for predicting stock movements from social media text. A Transformer encoder extracts semantic features from posts, while a capsule network is used to represent structural relationships in the text. The approach is…

EquitiesMachine learningSentimentStatistics
BigQuant

This short platform discussion explains that an adjust factor is used to convert a stock’s real price into an adjusted price. Adjusted prices, including forward- and backward-adjusted series, are intended to keep price charts continuous across corporate…

EquitiesBacktesting
SuperMind

This Chinese stock-screening post describes a rule based on price range, recent turnover, and limit-up frequency. Its initial description calls for an amplitude above 1, prior-day actual turnover between 3% and 28%, and more than two limit-up sessions in a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-screening rule selects shares with turnover between 3% and 12%, a seven-day falling-price pattern, and no limit-up session on the previous day. The document gives both a platform-style condition and a Python example, and explains the intended…

EquitiesTechnical indicatorsMomentumChina markets
Qlib

The document introduces Temporal Routing Adaptor (TRA), a model designed to learn multiple trading patterns from stock market data. It describes using TRA with Qlib datasets and workflows, and notes that the paper’s reproduction setup first trains a backbone…

EquitiesMachine learningBacktestingStatistics
SuperMind

This Chinese equity screen looks for stocks with price amplitude above one, an opening price near the ten-day moving average, and simultaneous bullish crossover signals from three indicators. The examples use MACD, RSI, and KDJ: MACD and KDJ cross above…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: net buying today must exceed five percent, the previous day’s turnover must be above 60 million, and the ten-day price gain must be positive but below 35 percent. The document presents these as signs of buying…

EquitiesMomentumChina markets
SuperMind

The document proposes a Chinese equity screening approach that selects robot concept stocks with daily amplitude above 1%, float capitalization below 10 billion, and no ST designation. It specifies screening before 10 a.m. and says a five-step limit-up…

China marketsEquitiesTechnical indicatorsFactor investing
SuperMind

This Chinese-language article describes an equity screen restricted to the metaverse concept group. It selects stocks whose close is above the five-day moving average and whose weekly MACD is above zero, using these conditions as short- and medium-term trend…

EquitiesChina marketsTrend followingTechnical indicators
SuperMind

This post describes a Chinese equity screen combining three conditions: a positive MACD reading, membership in selected beverage and alcohol import-export industry classifications, and a daily percentage change below a stated ceiling. Its example…

EquitiesTechnical indicatorsMomentumPortfolio construction
SuperMind

This Chinese stock-selection rule screens for companies associated with the metaverse theme, with the previous day’s actual turnover rate between 3% and 28%, while excluding stocks on the STAR Market. The stated rationale is that turnover may reflect…

EquitiesChina marketsTechnical indicatorsStatistics
BigQuant

This sample describes a high-dividend stock-selection model for Chinese equities. The process excludes special-treatment stocks, suspended securities, and Beijing Stock Exchange listings. It then screens for larger companies by market-capitalization rank,…

EquitiesFactor investingPortfolio constructionBacktesting
SuperMind

This sample strategy selects Chinese equities using a dividend yield ranking alongside size and valuation filters. It first removes special-treatment stocks, suspended shares, and Beijing Stock Exchange listings. From the remaining universe, it favors…

EquitiesFactor investingPortfolio constructionBacktesting
MQL5 code base

This brief description introduces a semaphore-style signal indicator built from crossovers between lines of the Digital CCI Woodies indicator. It identifies the indicator’s author and notes that its implementation relies on a SmoothAlgorithms library for…

Technical indicatorsEquities
BigQuant

This forum post reports a suspected data-quality problem in a Chinese stock valuation dataset. The author observed that the September 14, 2022 snapshot appeared to contain more than 1,600 missing or erroneous records, while the adjacent dates seemed to have…

EquitiesChina marketsStatistics
SuperMind

This article describes a Chinese stock screening rule that combines daily price range, a recent reversal-style candlestick condition, and a low KDJ value. Its stated final criteria are amplitude above 1%, a reversal pattern within the past three days, and K…

EquitiesTechnical indicatorsChina markets
SuperMind

This A-share stock screen selects shares with a daily trading range above a stated threshold, positive estimated main-fund flow on the prior day, and MACD above its zero line. The MACD condition is intended to identify stocks with positive trend momentum,…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This A-share screening idea combines an RSI below 65 with an external-to-internal trading volume ratio above 1.3 and a reversal or engulfing pattern. The article also describes filtering for a positive but bounded ten-day price change and checking recent…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This stock screen combines daily amplitude above 1, a positive weekly MACD reading, and a share price in the 18-to-19 yuan range. The post frames amplitude as a measure of movement, the weekly MACD condition as a sign of upward momentum, and the price band…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-selection example combines a 14-period RSI below 65 with a history of at least two limit-up sessions over the prior 500 days, then ranks qualifying names by a measure of trading heat. The stated rationale is to pair a short-term technical…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The Alan Square, also called DaBox, is a price action framework built from the prior period’s high and low. It marks the range boundaries, midpoint, quarter levels, and extensions, then projects diagonal lines from key levels. Major angles are described as…

FuturesEquitiesForexTechnical indicators
MQL5 code base

This brief indicator description identifies a tool that draws support and resistance levels using daily charts. It names the original author and notes that an earlier implementation was published in 2008. Beyond its stated purpose and daily-chart basis, the…

Technical indicatorsEquities