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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

This Chinese equity screen selects stocks with turnover between 3% and 12%, a circulating market value between 5 billion and 10 billion yuan, and at least one daily gain of 10% or more during the past 25 trading days. The stated rationale is to constrain the…

EquitiesMomentumTechnical indicatorsChina markets
SuperMind

This proposed Chinese stock screen ranks candidates by volume ratio, requires a limit-up event within the previous 25 days, and filters for an opening gain below 6% at 9:25. The document describes the volume ratio as the measure for ranking capital intensity…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document outlines a stock-selection idea combining three filters: rank by trading-volume-based fund strength, select prices above the Bollinger middle band but below the upper band, and focus on companies below a stated market-cap ceiling with no…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese stock screen for main board companies in the beverage and alcohol import-export sector. It selects shares with turnover between 3% and 12% and a daily gain above 1%, excluding specially treated stocks. It includes…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screening strategy that looks for stocks with amplitude above 1, rising lows, and high auction trading value, initially selecting the top five by that value. Its expanded rules also require the 20-day moving average…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The document outlines a divergence trading setup that uses RSI to restrict when MACD divergence signals can open trades. A bullish divergence is considered for a long entry when RSI is below 30; a bearish divergence is considered for a short entry when RSI…

Technical indicatorsMomentumRisk management
SuperMind

This Chinese stock-selection heuristic combines three chart-based conditions: amplitude greater than 1, a rounded price pattern, and a positive daily MACD reading. The accompanying formula operationalizes the rounded-pattern condition using the prior close’s…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection method filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a positive 10-day return below 35%. The article describes the added 10-day return band as a way to focus on recent upward movement while…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

This stock screen combines an intraday amplitude threshold, a high ranking for net large-order volume, and an RSI below 65. The accompanying explanation presents the range as a volatility filter, large-order flow as a proxy for capital movement, and RSI as a…

EquitiesTechnical indicatorsMomentumRisk management
SuperMind

This Chinese equity screen selects stocks assigned to a metaverse sector, applies a condition described as a 9:25 rise below 6%, and requires seven consecutive sessions of falling closes. The post gives a formula for the sector membership and price…

EquitiesChina marketsTechnical indicatorsMomentum
FMZ forum

The code describes a strategy that compares two exponential moving averages calculated from Heikin-Ashi prices on configurable timeframes. A crossover of the faster average above the slower average triggers a long entry; a cross below triggers a short entry.…

Technical indicatorsMomentumTrend followingBacktesting
ProRealCode

The document explains a QQE variant that smooths RSI and builds adaptive trailing bands from the volatility of the smoothed RSI. The band distance is scaled by a configurable factor, while upper and lower threshold zones mark stronger positive or negative…

Technical indicatorsMomentumMean reversionVolatility
SuperMind

This stock screen combines a metaverse theme filter with two price conditions: the close must be above the previous session’s low and between the Bollinger middle line and upper band. The post presents the range as a sign of upward price strength and…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection example combines a 14-period RSI below 65 with MACD above its zero line, alongside a reference to the year 2021. The stated rationale is to seek stocks with relatively moderate RSI readings and positive trend momentum. The document…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This note describes a Chinese A-share screening rule for stocks in the metaverse sector. It combines a 9:25 a.m. price-gain ceiling of 6% with an RSI reading below 65, aiming to identify stocks with limited early-session gains and a moderate momentum…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese equity screen combines three conditions: RSI below 65, seven consecutive sessions in which the close is below the open, and positive net buying attributed to major participants during the opening auction. The article presents the combination as…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock-selection proposal filters for amplitude above 1, weekly MACD above zero, and turnover between 2% and 9%. It combines a price-range condition and a weekly trend measure with turnover as a proxy for trading activity and liquidity. The document…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This stock screen combines three technical conditions: amplitude above 1, MACD above the zero line, and a newly formed KDJ golden cross. The document interprets amplitude as a sign of price movement, positive MACD as evidence of a favorable trend, and the…

EquitiesTechnical indicatorsMomentumRisk management
ProRealCode

The indicator uses a 40-period Williams %R oscillator with reference levels at -25, -50, and -75. It marks a bullish cycle when the oscillator crosses above the midpoint and a bearish cycle when it crosses below. Crossings through the outer levels generate…

Technical indicatorsMomentumTrend following
SuperMind

This note describes a momentum-oriented stock screen with four conditions: amplitude above 1%, MACD crossing above zero, current volume above 10,000 lots, and an opening price above the previous session’s high. The proposed rationale is that a volatile move,…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document describes a Chinese equity screen that selects stocks with codes beginning with 60, ranks them by volume ratio, and requires an upward trend in the 30-day closing-price average. The article treats volume ratio as a rough measure of trading…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document describes a Chinese equity screening rule that selects stocks with amplitude above a threshold, three moving averages in a bullish crossover arrangement, and a rising DEA line. It frames the combination as a way to find relatively strong stocks…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese A-share screening idea combines a metaverse industry filter with evidence of a recent limit-up session and three rising technical indicators. It proposes checking moving-average, RSI, and MACD-style signals together, then selecting stocks weekly…

China marketsEquitiesTechnical indicatorsMomentum