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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
Lumibot strategies
7 documents
QuantRocket
7 documents
Awesome Quant
1 documents

Search the library

4,510 documents

SuperMind

The document presents an A-share stock selection rule that combines turnover between 3% and 12%, a positive 10-day gain below 35%, and a pattern called “fanbao.” It describes that pattern as simultaneous declines in margin financing and short-selling…

EquitiesChina marketsSentimentMomentum
SuperMind

This Chinese-market stock screen selects non-ST main-board shares with turnover between 3% and 12% and a daily gain above 1%, then ranks the candidates by individual-stock popularity. The post also gives an example indicator formula and Python outline for…

EquitiesMomentumSentimentChina markets
BigQuant

The document summarizes research that builds a German FEARS sentiment index from Google search activity and links it to individual investors’ trades and stock returns. The index is constructed from searches for German terms related to expectations and…

SentimentEquitiesStatisticsChina markets
SuperMind

This stock-selection screen combines three conditions: a relative strength index below 65, positive large-order net inflow in the afternoon, and more than two limit-up days in the recent ten-day period. The article presents the setup as a way to find…

EquitiesChina marketsMomentumTechnical indicators
ProRealCode

The document defines a price-based oscillator labeled Kurtosis and presents it as a market sentiment indicator that reflects price direction. Its calculation first takes a short exponential moving average of closing prices, computes the change between…

Technical indicatorsStatisticsSentiment
SuperMind

This stock selection rule screens Chinese equities in the metaverse industry, limiting candidates to those with a circulating share count no greater than 5.5 billion and a high rank for large-order net flow. The accompanying Python example retrieves stock…

China marketsEquitiesSentimentFactor investing
SuperMind

This Chinese stock-selection approach narrows its universe to metaverse-related companies, then applies a positive institutional-flow condition and a threshold for the ratio of external to internal trading volume. The article’s prose gives a ratio threshold…

EquitiesChina marketsSentimentMarket microstructure
Amberdata research

This report reviews digital-asset market developments in Q4 2023 and gives an outlook for 2024. It discusses token prices, circulating supply, market capitalization, Bitcoin spot-exchange share and volume, and activity across blockchain networks and DeFi…

CryptoSpot marketsDeFiSentiment
FMZ forum

The article argues that traders can be misled by intuitive, familiar interpretations of price action and market narratives. Examples include buying a presumed leader after a technical pullback, expecting small caps to rise when large caps lead, or chasing a…

EquitiesStatisticsRisk managementSentiment
SuperMind

This proposed A-share screen combines three ranking and selection inputs: descending capital intensity, descending stock popularity, and a dividend payout ratio above 25% for 2019. The document interprets capital intensity and popularity as measures of…

EquitiesChina marketsFactor investingSentiment
SuperMind

This Chinese stock-selection example combines three short-term conditions: daily amplitude above 1%, a high equal to the highest high across two days, and an asserted Dragon-Tiger List signal from the prior day. The accompanying discussion interprets the…

EquitiesTechnical indicatorsSentimentMomentum
SuperMind

This Chinese equity screening proposal filters for stocks with daily amplitude above 1% and a positive ten-day gain below 35%, then ranks qualifying names by a market-attention measure. The rationale is to find stocks showing activity and some recent…

EquitiesMomentumTechnical indicatorsSentiment
MQL5 code base

This Chinese-language post describes an equity screening rule using RSI below 65, a three-candle pattern described as three consecutive down candles, and prior-day turnover above 8%. It frames RSI and the candle sequence as signs of weakness, while high…

EquitiesTechnical indicatorsSentiment
Cryptohopper blog

The article presents developments in 2021 as signs that cryptocurrencies, especially Bitcoin, were gaining acceptance as an investment asset and payment method. It points to Tesla’s Bitcoin purchase, banks exploring custody, payment firms adding digital…

CryptoSpot marketsEvent-drivenSentiment
SuperMind

This note presents a Chinese stock screen for companies classified in the metaverse theme, with positive net buying attributed to major participants during the auction and a share price below 12. The rationale is to combine a thematic category, an…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This Chinese stock screen selects companies associated with beverage and alcohol imports or exports, turnover between 3% and 12%, and large-order net flow above 0.05 for at least three consecutive days. The article interprets persistent positive flow as a…

EquitiesChina marketsMarket microstructureSentiment
SuperMind

This Chinese equities screen narrows its universe to stocks classified in the metaverse sector, then looks for positive returns and high ranking by large-order net amount. The article presents the flow ranking as a way to identify potential buying interest.…

EquitiesChina marketsMarket microstructureSentiment
FMZ forum

This personal account reflects on years of involvement in cryptocurrency markets, including altcoins, leveraged trading, decentralized finance schemes, and token mining promotions. Its main lesson is caution: the author describes a market where inexperienced…

CryptoRisk managementSentimentSpot markets
SuperMind

This Chinese stock-selection post proposes screening metaverse-related shares for positive institutional movement and a prior-day price pattern described as main-force control. It presents the conditions as a way to focus on a specific industry, follow…

EquitiesChina marketsSentimentRisk management
Amberdata research

The commentary considers how trade war headlines and scheduled US economic releases could affect crypto prices and options volatility. Its base case is that Bitcoin remains in a broad consolidation range, with a possible test of the lower boundary and a…

CryptoOptionsVolatilityEvent-driven
BigQuant

This research summary describes a study of retail investor attention and asymmetric volatility in China’s A-share market. The authors use the balance of positive, negative, and neutral posts on online stock message boards to construct a proxy for asymmetry…

EquitiesChina marketsSentimentVolatility
SuperMind

This short-term A-share screening idea focuses on stocks classified in the metaverse theme that appeared on the prior day’s exchange trading-activity list, while excluding stocks that reached the stated near-limit-up threshold. The article expresses these…

EquitiesChina marketsEvent-drivenSentiment
SuperMind

This note proposes a Chinese equity screen requiring price amplitude above 1%, a reversal or engulfing-style pattern, and positive net buying attributed to major participants during the opening auction. It explains the signals as indicators of short-term…

EquitiesTechnical indicatorsMomentumSentiment