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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
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

The screen selects Chinese stocks when the daily high-low range exceeds 1% of the low, the KDJ J line has just crossed above its D line, and the 20-day moving average is above the 120-day average. The author interprets the range condition as a sign of…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This document outlines a Chinese equity screening rule combining three conditions: a 14-period RSI below 65, membership in the beverage and alcohol import-export industry, and a prior session that did not close at the daily limit-up threshold. The…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

The screen combines three filters: companies with market capitalization below 10 billion yuan and no reported losses, stocks whose largest decline for the day falls between 4% and 5%, and a ranking by capital-flow strength from high to low. The accompanying…

China marketsEquitiesMean reversionMomentum
MQL5 code base

The indicator presents Stochastic oscillator readings from ten timeframes together in a color-coded display. For each timeframe, it uses the latest closed bar: pink marks a reading below the oversold threshold, green marks one above the overbought threshold,…

Technical indicatorsMomentum
SuperMind

The post presents a stock selection rule combining RSI below 65, displayed best-bid volume greater than best-ask volume, and exclusion of stocks that hit the prior day’s upper price limit. Its example code adds a positive daily price-change condition, so the…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese stock-selection post combines a daily amplitude threshold with a ratio involving the previous day’s turnover and the current opening-auction volume relative to the prior day’s volume. It also describes selecting stocks when three moving…

EquitiesChina marketsTechnical indicatorsMomentum
ProRealCode

This indicator description outlines a configurable version of the True Strength Index (TSI). It applies successive moving-average smoothing to a rate-of-change series, then divides that smoothed directional measure by a similarly smoothed series of absolute…

Technical indicatorsMomentumBacktesting
MQL5 code base

The ms-Candle Index estimates the direction and strength of each price bar using its range, body, and possible gaps. It is presented as a continuation of an earlier candle indicator, motivated by the limits of judging direction from open and close prices…

Technical indicatorsStatisticsMomentum
SuperMind

This article describes an A-share stock screen focused on Shenzhen main-board companies in the metaverse sector. It combines price-to-earnings and price-to-book ranges with a volume ratio above 1.5 and below 6, then adds a relative-strength ranking cutoff in…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screening proposal targets stocks in the metaverse theme with a positive return, excludes special-treatment shares, and adds a “five-step limit-up” pattern intended to identify candidates with potential momentum. The document describes…

EquitiesChina marketsMomentumBreakout
Stratmill research code

This Chinese equity screening proposal combines three conditions: daily price amplitude above 1%, a dividend ratio above 25% for 2019, and a 15-minute MACD histogram that is shortening while below zero. The rationale is to find volatile shares with a history…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This proposed equity screen focuses on stocks classified in the metaverse industry. It selects names where KDJ has just formed a bullish crossover, ranks the qualifying stocks by capital inflow from highest to lowest, and takes the top 20. The post describes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed China A-share screen selects stocks whose MACD value is above zero, then sorts candidates by individual-stock popularity and applies a price ceiling of less than 12. It is intended to run after each daily close. The document explains MACD as a…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes a stock-selection screen combining daily price range, moving-average direction, a market-capitalization ceiling, and a profitability condition. In broad terms, it seeks stocks with noticeable daily movement, an upward-sloping short-term…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

This tutorial describes flags and pennants as consolidation patterns that can follow a sharp price move. A flag is a small rectangle and a pennant a small triangle; both are framed by trendlines around the pause, while the preceding impulse forms the…

Technical indicatorsBreakoutMomentumRisk management
SuperMind

The document presents a Chinese equity screening rule combining a 3% to 12% turnover-rate range, a reversal or engulfing-style price pattern, positive daily return, and a volume ratio between 1.5 and 6. It further limits the universe to listed Shenzhen…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screen selects Shanghai-listed A-share stocks whose codes begin with 60, whose turnover is between 3% and 12%, and which are described as having reached a three-day consecutive limit-up sequence the prior day. Its stated rationale is short-term…

EquitiesChina marketsMomentumBreakout
SuperMind

This A-share stock screen combines a metaverse sector classification, prior-day turnover above 8%, and a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than 10%. The rationale is to bring together sector exposure, trading activity,…

EquitiesChina marketsMomentumStatistics
SuperMind

This A-share stock screen combines an intraday range filter, an exact closing-price condition, and a 15-minute MACD histogram condition. The post describes the intended screen as selecting stocks with an amplitude above one percent, a price of 18.5 yuan, and…

EquitiesChina marketsTechnical indicatorsMomentum
Freqtrade

This strategy template combines the Awesome Oscillator (AO) with MACD on a one-hour timeframe. It enters a long position when MACD is above zero and AO crosses from negative to positive. It exits when MACD is below zero and AO crosses from positive to…

Technical indicatorsMomentumBacktesting
BigQuant

This overview surveys six ICLR 2022 studies: periodic time-series forecasting, model-based policy optimization, disentangled representations, Stein-based sampling, deployment-efficient reinforcement learning, and training with privileged observations. The…

Machine learningStatisticsMomentumBacktesting
SuperMind

This A-share screening idea combines recent price-limit events with a measure of trading activity. It defines capital strength as yesterday’s turnover multiplied by the ratio of today’s opening-auction volume to yesterday’s volume, then keeps values between…

EquitiesChina marketsMomentumBreakout
SuperMind

This note proposes screening Chinese stocks for daily amplitude above 1%, evidence described as main-force control on the previous day, and growth in the KDJ indicator’s K value. The rationale is to combine elevated short-term price movement and signs of…

EquitiesTechnical indicatorsMomentumChina markets