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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 document describes a Chinese stock screen combining turnover, year-over-year net profit growth attributable to parent-company shareholders, and bullish technical crossovers. It specifies turnover from 3% to 12%, profit growth above 20% and at most 100%,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language post describes a stock screen combining a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and three consecutive daily declines in closing price. It presents the rules as a way to identify stocks in a…

EquitiesTechnical indicatorsMean reversionMomentum
SuperMind

This daily stock screen selects shares with MACD above zero, a K value below 20, and ranks qualifying names by individual stock popularity or heat. The article describes running the screen after the market opens. Its rationale treats positive MACD as a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a stock screen requiring MACD above zero, a positive price-to-earnings ratio, and positive institutional direction. It treats the MACD filter as an upward-trend signal, positive earnings valuation as a basic financial condition, and the…

EquitiesTechnical indicatorsMomentumStatistics
SuperMind

This post proposes a short-term A-share screening rule that combines MACD above zero, upward-diverging moving averages, and a volume-based condition. The volume condition multiplies the prior day’s turnover rate by the ratio of today’s auction volume to the…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This document outlines a technical A-share screen using RSI below a threshold, an external-to-internal trading volume ratio above a threshold, and a positive weekly MACD histogram. The accompanying explanation interprets the RSI condition as avoiding an…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This document presents an A-share selection rule combining a metaverse-sector classification, elevated prior-day turnover, and a stock-code prefix. Its final stated logic also ranks candidates by market value and selects the top portion. The accompanying…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This note outlines an A-share stock screen based on daily price amplitude above 1%, a share price of 18.5 yuan, and a rising K value from the KDJ stochastic indicator. It presents the amplitude threshold as a way to find stocks with notable price movement…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This note describes a daily A-share stock screen combining three filters: MACD above its zero line, a share price below 12 yuan, and previous-day trading value above 60 million yuan. It says the screen is run before the market opens and presents the turnover…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This Chinese-language event listing outlines a dynamic trading approach for timing exchange-traded funds. It identifies three components: selecting a pool of highly liquid ETFs, ranking candidates with multiple momentum dimensions, and adjusting the approach…

EquitiesMomentumTechnical indicatorsExecution
BigQuant

This Chinese equity market report summarizes sector performance, index and industry valuations, market breadth, fund positioning, and an intermediate-term trend model. It reports that building materials, agriculture and forestry, utilities, light…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This post presents a Chinese equity screen based on price amplitude above 1%, excluding Beijing-listed shares, and auction turnover above 0.26%. Its proposed refinement also filters for prices within 2% of a 60-day moving average and adds positive valuation…

EquitiesChina marketsTechnical indicatorsMomentum
MQL5 code base

The indicator measures each candle’s body relative to its full range, using the ratio to classify candles as strong, weak, or neutral. It presents the current candle’s body and wick proportions alongside a lookback summary of average body ratio and…

Technical indicatorsMomentumStatistics
SuperMind

This stock-selection proposal combines three filters: RSI below 65, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no greater than 100%, and exclusion of stocks that hit the daily limit-up on the prior day. It…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post describes a Chinese stock selection rule that combines a daily price-range threshold, a newly formed KDJ crossover, and a weekly moving-average trend condition. The intended portfolio contains stocks whose high-low range exceeds one percent, whose…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The post describes a Chinese equity screen for stocks in the metaverse theme, combining a short-term price condition with a longer moving-average trend filter. Its stated rationale is that prices above a five-day average may reflect near-term strength, while…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post outlines a short-term stock screen based on more than two limit-up sessions within ten days and previous-day turnover above 60 million yuan, with candidates ranked by capital-flow strength. It frames these conditions as a way to find active stocks…

EquitiesChina marketsMomentumBreakout
MQL5 code base

The Percentage Price Oscillator (PPO) expresses the gap between a short and a long exponential moving average as a percentage of the long average. The document uses nine-day and 26-day averages, making the value comparable across instruments with different…

MomentumTechnical indicators
MQL5 code base

The document presents a stock-selection rule combining three conditions: RSI below 65, first-level bid volume greater than ask volume, and a weekly five-period moving average crossing above the ten-period average. It interprets the RSI threshold as a…

EquitiesTechnical indicatorsMomentumMarket microstructure
SuperMind

This Chinese-language post proposes a stock screen combining daily amplitude above one, three moving-average crossover conditions, and a requirement involving at least five moving averages. It characterizes the overlap condition as a sign of consolidation…

EquitiesTechnical indicatorsMomentum
SuperMind

This stock screen combines high price movement, recent strong gains, and moving-average crossovers. It calls for amplitude above 1, at least one daily gain of 10% or more within the past 25 trading days, and three moving-average golden crosses involving the…

EquitiesMomentumBreakoutTechnical indicators
SuperMind

This strategy screens stocks in the metaverse industry for a short-term trend condition and a momentum signal: the 20-day moving average must be above the 120-day moving average, and the KDJ indicator must have just formed a golden cross. It proposes…

EquitiesMomentumTechnical indicatorsRisk management
SuperMind

The document proposes screening Chinese stocks for turnover between 3% and 12%, a rising KDJ K line, and classification as related to the metaverse theme. The KDJ condition is expressed as the latest K value exceeding the prior value. The article frames this…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

This document outlines an Expert Advisor strategy that combines custom moving-average levels with a custom stochastic indicator. It evaluates signals when a new bar appears. A sell condition occurs when the prior close is below the lower moving-average level…

Technical indicatorsTrend followingMomentumRisk management