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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 document describes a Chinese equity screening rule that selects stocks with positive returns below 35% over ten days and prior-day turnover above 60 million yuan, then ranks candidates by capital strength. It presents this as a way to find actively…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

The document outlines a stock screen combining membership in the metaverse concept group, an upward-moving 30-day average, and positive returns. The technical filter is intended to capture improving price direction, while the return condition favors stocks…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines technical conditions with a historical dividend measure. It selects equities with at least five overlapping moving averages, weekly MACD above zero, and a dividend payout ratio above 25% in 2019. The article interprets…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This daily stock screen combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a positive weekly MACD histogram. The post frames the MACD conditions as trend confirmation across daily and weekly horizons, while the valuation…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share screening rule combines three conditions: an intraday price range above one percent, a closing price of 18.5 yuan, and prior-day trading activity above the stated threshold of 60 million. It is presented as a way to identify stocks with…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a metaverse classification with positive institutional-flow readings and recent consecutive limit-up closes. The rationale is that institutional buying may indicate supportive demand, while repeated limit-ups suggest strong…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This document describes a custom indicator that plots the Commodity Channel Index in a separate pane and marks detected divergences both there and on the price chart. Bullish and bearish divergence marks use configurable colors, allowing the two signal…

Technical indicatorsMomentum
SuperMind

This proposed stock screen combines a daily amplitude filter, a large single-day gain during the past 25 trading days, and a 15-minute MACD condition in which the negative histogram bars are shortening. The article interprets the criteria as a way to…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This stock-screening rule combines three conditions: daily amplitude above 1%, a positive gain over ten days below 35%, and a rising DEA, the signal line associated with MACD. The article frames the range filter as a way to find volatile shares and the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen selects shares with MACD above zero, a price below 12 yuan, and a positive 10-day return below 35%. It combines a trend indicator with a low nominal price constraint and a recent-momentum band, intended to exclude shares with negative or…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post proposes screening A-share stocks when the daily high-low range exceeds 1%, the KDJ indicator has just formed a bullish cross, and the stock appeared on the previous day’s public top-trader list. It frames the range as a volatility…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note combines three conditions: amplitude above 1, a listing on the prior day's trading leaderboard, and positive daily MACD. It interprets amplitude as evidence of short-term movement, leaderboard presence as a sign of market attention,…

EquitiesMomentumTechnical indicatorsVolatility
MQL5 code base

The Absolute Strength indicator measures the relative strength of buyers and sellers in points, presenting it as an alternative to RSI, Stochastic, and DMI. The description says point-based values can show finer-grained changes in strength than…

Technical indicatorsMomentumStatistics
SuperMind

This stock-selection note proposes screening for shares whose daily range exceeds 1%, whose KDJ indicator has just produced a bullish cross, and whose turnover lies between 2% and 9%. It explains the intended roles of the filters: range as a measure of…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a technical screen for metaverse-related stocks. It combines a bullish MACD crossover with two moving-average crossovers: the 5-period average crossing above the 10-period and 20-period averages. It also includes a condition referring to…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This document presents an equity-selection idea that combines an upward-moving 30-day average with an RSI below 65, then ranks candidates by stock popularity. It frames the rising average as a sign of favorable recent direction and the RSI ceiling as a way…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening note describes a rule for selecting companies associated with the metaverse theme. It looks for stocks that had at least one limit-up session during the previous 25 days and rank near the top by large-order net volume. The…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The post proposes screening main-board stocks for a price amplitude above a threshold, institutional participation above 25% over a 15-day period, and a current-session gain greater than 1%. It frames the combination as a way to identify volatile stocks…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock screen selects equities whose daily price range exceeds a threshold, that have been listed for more than a year, and whose previous session return is positive. The post presents these filters as a way to find active, more established stocks that…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This stock-selection rule combines a minimum daily price amplitude, a bounded turnover rate, and a positive daily MACD reading. The stated rationale is to use amplitude and turnover as measures of trading activity, then use MACD as a technical filter…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

AnchoredMomentum_x10 displays the state of the AnchoredMomentum oscillator across ten timeframes. It uses the most recently closed bar from each timeframe, so the display reflects completed-bar readings rather than values that may change during an unfinished…

Technical indicatorsMomentum
SuperMind

This article describes a daily stock screen combining RSI below 65, first-level bid volume greater than ask volume, and a MACD condition from an earlier session. Its code examples also include a daily price-gain filter above 2%, so the implemented screen has…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This document outlines an equity screen that selects stocks with RSI below 65 and circulating market capitalization between 5 billion and 10 billion yuan, then ranks qualifying names by a money-flow measure. The accompanying example also filters out certain…

EquitiesChina marketsTechnical indicatorsMomentum