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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 screening recipe combines three main conditions: a daily high-to-low range greater than one percent, a reversal or engulfing-style price pattern, and prior-day turnover above eight percent. Its indicator examples also check that current volume exceeds…

EquitiesTechnical indicatorsMomentumVolatility
SuperMind

This stock-selection idea filters for shares associated with the metaverse theme whose close is above the previous session’s low, then ranks candidates by trading heat. The provided examples use trading volume as a proxy for attention and select the…

EquitiesMomentumSentimentTechnical indicators
SuperMind

This Chinese equity screen looks for stocks with at least five moving averages converging and more than two limit-up days within a ten-day period, while excluding Beijing-listed A shares. The document interprets moving-average convergence as a sign of an…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This document describes a Chinese equity screen using three conditions: daily price amplitude above 1, the 9:25 a.m. gain below 6%, and prior-day actual turnover between 3% and 28%. It presents these filters as ways to select for short-term movement and…

EquitiesVolatilityMomentumTechnical indicators
MQL5 code base

This brief set of trading notes describes how to manage signals from an EMA crossover system. It advises closing a losing position when an opposite signal appears, on the premise that later gains may offset losses. It also gives conditions for standing…

Technical indicatorsMomentumRisk management
SuperMind

This Chinese-language post describes an equity screen that combines a positive MACD condition and rising DEA with a 2019 dividend ratio above 25%. It applies the rules to constituents of the CSI 300 and gives illustrative selection and portfolio-management…

EquitiesMomentumTechnical indicatorsFactor investing
SuperMind

This Chinese-language post proposes screening equities for turnover between 3% and 12%, a rising DEA condition, and a positive return. It presents the combination as a liquidity and technical-momentum filter intended to find stocks that may continue upward.…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen combines three filters: membership in the metaverse sector, a positive institutional-flow measure, and a rising-bottom price condition. The note gives an indicator formula that compares recent and longer-window lows and checks…

EquitiesTechnical indicatorsChina marketsMomentum
SuperMind

This short-term stock screen selects shares with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and a 14-period RSI below 65. The document frames turnover and leaderboard appearance as signs of trading activity, while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This screen combines daily price range, a share-price ceiling, and a moving-average crossover. It seeks stocks with amplitude above 1%, a closing price below 20, and a 5-period moving average crossing above a 10-period average. The text describes the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note outlines a screen for metaverse-related stocks using a positive recent return and a moving-average condition. The initial description refers to the average price being above the five-day moving average, while the final selection rule and formulas…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This proposed A-share screen combines three short-term signals: a shorter 15-minute MACD histogram, a report that major investors controlled trading the previous day, and a daily increase in holdings above 5%. The document treats the capital-flow and control…

EquitiesTechnical indicatorsMomentumRisk management
MQL5 code base

This indicator classifies MACD conditions using the relationship between the MACD line, its signal line, and the zero line. It marks a bullish condition when the signal line is below MACD while MACD is above zero. It marks a bearish condition when the signal…

Technical indicatorsMomentumTrend following
BigQuant

The article presents a discretionary framework for interpreting MACD through parameter choices, the zero line, and price-indicator divergence. It suggests shortening the conventional settings to (10, 20 or 22, 7), arguing that these better fit a five-day…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening example selects companies classified in the metaverse industry whose opening price is near the ten-day moving average, with relative volume between 1.5 and 6. The accompanying explanation frames the industry classification and…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock-selection note combines two filters: rank stocks by the strength of fund inflows and retain those that reached the daily price limit at least once during the prior 25 days. It describes stronger inflows and recent limit-up moves as signs of…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese-language strategy note proposes adding stocks to a candidate pool when they have a price range above a stated threshold, at least one limit-up event in the preceding 25 days, and a current close above the previous session’s low. It interprets…

EquitiesMomentumVolatilityTechnical indicators
SuperMind

The article proposes a short-term stock screen combining three conditions: daily high-low amplitude above one percent, a large-order net-flow ranking threshold, and exclusion of stocks listed on China's STAR Market. Candidates are then ranked by trading…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese-language post outlines an equity screen using three main conditions: amplitude above 1, rising bottoms, and exclusion of stocks that hit the daily limit the previous day. It provides sample indicator formulas and Python-like logic, and proposes…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The article proposes screening Chinese stocks using three conditions: daily high-low range greater than one percent of the previous close, weekly MACD above zero, and a daily price increase greater than five percent. It frames the range as a volatility…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock screen ranks candidates by volume ratio, filters for net large-order volume above a stated threshold for at least three consecutive days, and restricts the preceding ten-day price change to a positive range below a stated ceiling. The intended…

EquitiesMomentumMarket microstructureTechnical indicators
SuperMind

This stock-screening proposal combines three conditions: MACD above zero, bid volume greater than ask volume, and a shortening MACD histogram on a 15-minute chart. It presents the setup as a way to identify stocks with positive momentum and improving…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese equity screen selects stocks with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and a positive day-over-day change in the KDJ K value. The article explains RSI as a measure related to recent overbought or…

EquitiesTechnical indicatorsMomentumChina markets