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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

12,140 documents

SuperMind

This Chinese stock selection example combines three kinds of filters: membership in the metaverse concept group, an upward-sloping 30-day moving average, and buying activity during the opening auction. It further requires combined large and extra-large order…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen targets stocks classified in the metaverse industry with relative volume between 1.5 and 6, alongside a technical condition described as the start of a main uptrend. The article supplies an indicator formula and a Python sketch…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-selection example combines an amplitude filter, exclusion of special-treatment stocks, a five-session price-high condition, and a requirement that the closing price be above its five-day moving average. The article frames it as a pre-10…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines three conditions: at least five moving averages are described as overlapping, the 20-day moving average is above the 120-day average, and the stock has had at least two limit-up sessions within the prior 25 days. The article frames…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock selection method filters for companies associated with the metaverse theme, a prior-day actual turnover rate between 3% and 28%, and rising money strength. The article describes money strength as the ratio of an estimated intraday inflow measure…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This short-term Chinese stock screen combines a daily price-amplitude threshold, a 15-minute MACD histogram that remains below zero while becoming less negative, and a ratio using the prior day’s turnover, current auction volume, and prior-day volume. The…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-market stock screen combines three filters: ranking among the top 100 stocks by volume ratio, previous-day turnover above 3% and no more than 28%, and at least two limit-up sessions during the prior 500 days. The post interprets high relative…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

KWAN_RDP is described as a two-color histogram oscillator built from the iDeMarker, iMFI, and iMomentum indicators. Its calculation combines the current readings of the three indicators, scales the product of DeMarker and MFI by 100, divides by Momentum, and…

Technical indicatorsMomentumMean reversion
SuperMind

The proposed screen selects Shanghai-listed shares whose intraday range exceeds a threshold and that recorded three consecutive limit-up sessions through the previous trading day. The document presents the streak as a sign of market attention and strong…

China marketsEquitiesMomentumBreakout
SuperMind

This note describes a Chinese A-share stock screen that combines daily amplitude above 1%, a ranking by large-order net volume, and a positive 10-day return below 35%. It presents the criteria as a way to find active stocks with recent gains, aiming at…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-screening proposal looks for shares with at least five moving averages clustered together, a price below 12, and a 9:25 a.m. gain below 6%. The document associates clustered averages with a stable or clearly defined trend, the price filter…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines amplitude above 1 with a top-five ranking by the day’s auction amount and a 20-day moving average above the 120-day moving average. The final stated selection logic also requires the previous day’s return to be positive.…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese A-share screening idea combines a relative strength index threshold, a price-change and large-order-flow condition, and a Bollinger Band location. It selects stocks with RSI below 65, a positive product of percentage change and a measure of net…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article outlines a short-term stock selection approach for Chinese A-shares based on market attention and capital flows. It recommends tracking sectors with many limit-up stocks and sustained participation, then waiting for signs that the theme persists…

EquitiesChina marketsMomentumSentiment
SuperMind

This post outlines a stock screen using an increase-in-position ratio above 5%, a close above the prior day’s low, and a moving-average trend filter. The rationale is that rising reported buying activity and a recovery above the previous session’s low may…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post proposes selecting Chinese stocks whose MACD is above zero, that meet an unspecified company-type criterion, and that recorded a limit-up event within the previous 25 days. Positive net profit also appears in the cited screening formula and…

EquitiesChina marketsMomentumBreakout
SuperMind

This post describes a short-term A-share stock screen combining daily amplitude above 1, an indication of main-force control on the previous day, positive auction-period buying activity, and combined large and extra-large order buying above 0.7 thousand…

EquitiesChina marketsMomentumMarket microstructure
SuperMind

The document proposes a mainland China equity screen that selects main-board stocks with RSI below 65, a daily gain above 1%, and an industry concentration ratio between 20% and 70%. It also describes sorting qualifying stocks by a heat measure. The…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The WMAO is a momentum-style oscillator formed by subtracting a slower Wilder moving average from a faster Wilder moving average. Its three settings select the fast averaging period, the slow averaging period, and the price series used as input to both…

Technical indicatorsMomentum
SuperMind

This Chinese-market stock screen combines three conditions: RSI below 65, tradable market capitalization between 5 billion and 10 billion yuan, and upward alignment of the 5-, 10-, 20-, and 30-period exponential moving averages. The accompanying Python…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This MetaTrader indicator displays the classic Relative Strength Index alongside a histogram that colors each bar according to whether RSI is rising, falling, or nearly unchanged. A minimum-change filter suppresses color changes caused by small fluctuations.…

Technical indicatorsMomentumMean reversion
SuperMind

This Chinese stock-selection note proposes screening companies in the metaverse sector that had a limit-up event within the prior 25 days and appeared on the market’s trading activity ranking the previous day. It frames these conditions as signs of recent…

EquitiesChina marketsMomentumBreakout
SuperMind

This Chinese-language article outlines a stock selection screen that combines three conditions: rank stocks by trading-volume strength, require the 9:25 opening move to be below 6% relative to the prior close, and look for a shortening negative MACD…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This document describes a slow stochastic oscillator displayed in a separate chart window. It first calculates a fast stochastic value from the close's position within the recent high-low range, then applies a simple moving average over the D period. A…

Technical indicatorsMomentumStatistics