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
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

12,140 documents

SuperMind

The document proposes a screen for Chinese stocks associated with the metaverse theme. It selects names that appeared on the prior day’s trading leaderboard and have a positive measure of institutional activity. The rationale is to combine a popular market…

EquitiesMomentumSentimentTechnical indicators
SuperMind

This document presents a Chinese A-share stock screen that combines a price range condition, a K-line-related threshold, and a close above the previous day’s low. It gives versions of the selection logic in platform formula form and Python, with the Python…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This proposed equity screen combines three technical conditions: daily amplitude above 1, a rising price floor, and a ratio based on the previous day’s turnover multiplied by today’s auction volume relative to the previous day’s volume. The ratio must fall…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock-screening idea combines a metaverse theme with a rising 30-day moving average and previous-day auction turnover above 0.26. The moving-average condition is intended to identify an upward price trend, while elevated auction turnover is used as a…

EquitiesTechnical indicatorsMomentumPosition sizing
SuperMind

The post proposes a stock screen that combines daily price amplitude above a threshold, a newly formed KDJ crossover, and a dividend ratio above a threshold based on 2019 data. It frames amplitude as a volatility filter, the crossover as a momentum or timing…

China marketsEquitiesTechnical indicatorsVolatility
SuperMind

This Chinese equity screen focuses on stocks classified in the metaverse industry. It selects shares whose opening price falls within five percent above or below the 10-day simple moving average of closing prices, and whose current low is below the previous…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines trading activity, reported profit growth, volume, and opening price. It selects stocks with turnover between 3% and 12%, parent-company net profit growth above 20% and no more than 100%, current volume above 10,000 lots,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post describes a stock screen for the Metaverse sector. It selects shares with a volume ratio above 1.5 and below 6, then ranks candidates by stock popularity. Its proposed final version adds a price-to-earnings ratio below 30. The…

China marketsEquitiesMomentumEvent-driven
MQL5 code base

MultiVote OBV modifies standard On Balance Volume by using changes in the high, low, and close rather than relying on closing-price direction alone. For each bar, it assigns a positive vote when a price component rises from its previous value and a negative…

Technical indicatorsMomentumStatistics
BigQuant

This post describes a Chinese equity strategy centered on buying leading stocks as they rise, alongside a separate strategy based on money flow. It says the approaches were used in simulated trading and reports that the money flow strategy had been traded…

EquitiesMomentumTechnical indicatorsEvent-driven
SuperMind

This A-share screening idea combines recent price strength with a moving-average condition. It looks for stocks with at least two limit-up sessions in the prior ten days, excludes stocks that closed at the limit-up level yesterday, and requires five…

China marketsEquitiesMomentumTechnical indicators
MQL5 code base

The Price Zone Oscillator (PZO) is introduced as a companion to the Volume Zone Oscillator. The text attributes its basis to an article by Walid Khalil and David Steckler, and describes its directional input: a close above the prior close contributes a…

Technical indicatorsMomentum
MQL5 code base

Candle_Ratio is an indicator that compares bullish and bearish candlestick movement over a chosen lookback period. For bullish candles, it records the close-minus-open amount as upward movement and assigns zero downward movement. For bearish candles, it…

Technical indicatorsStatisticsMomentum
SuperMind

This document proposes a Chinese stock screen combining daily price amplitude, a positive weekly MACD reading, and beverage or alcohol import and export data. Its stated logic looks for amplitude above 1, a bullish weekly histogram, and import values…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document describes a stock screen combining three price conditions: amplitude above a threshold, a positive but capped ten-day return, and a run of consecutive declines. The stated rationale is to find volatile stocks that have recently risen without…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This post describes a short-term stock selection rule built from three technical conditions: daily high-low range above one percent, opening price within two percent of the 10-day moving average, and MACD below zero two sessions earlier. It presents the…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This document describes a chart indicator that marks trend turning points using changes in the Relative Strength Index (RSI). With the stated default settings, it draws a point when RSI falls from the upper threshold of 65 or rises from the lower threshold…

Technical indicatorsTrend followingMomentum
SuperMind

The article proposes a Chinese stock screen combining an upward-sloping 30-day moving average, positive recent position increases above a stated threshold, and the absence of a limit-up session on the previous day. Its rationale is to seek stocks with an…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

JMASlope measures the rate of price change after smoothing it with the JMA averaging method. The document positions it as a more responsive counterpart to Bill Williams’ Awesome Oscillator, offering a way to view changes in price momentum with smoothing…

Technical indicatorsMomentum
SuperMind

This Chinese equity screen selects stocks with turnover between 3% and 12%, year-over-year growth in parent-company net profit above 20% and at or below 100%, and at least two limit-up days during the prior 500 days. It also excludes selected growth-market…

China marketsEquitiesMomentumFactor investing
SuperMind

This Chinese community post describes an equity screen combining three criteria: rank stocks by volume ratio and retain the top 100, exclude ST-designated stocks and require circulating market value above 1 billion yuan, and select stocks with at least two…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The document outlines a Chinese stock selection screen combining three filters: rank stocks by trading volume over a period, require a share price below 12 yuan, and look for a shortening negative MACD histogram on a 15-minute chart. The intended logic is to…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

This indicator presents three related series: a colored Fish histogram, a simple moving average of that series, and a second line formed by linearly weighted smoothing of the first average. The Fish value is calculated from a selected price constant, and the…

ForexTechnical indicatorsMomentumTrend following
SuperMind

This note describes a Chinese equity screen focused on the metaverse industry. It selects stocks whose opening price is near the 10-day moving average, then proposes ranking them by individual stock heat, which the article treats as a measure of recent…

EquitiesTechnical indicatorsMomentumChina markets