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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
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3,481 documents
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1,232 documents
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1,124 documents
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1,033 documents
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766 documents
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FMZ digest
662 documents
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560 documents
QuantInsti blog
511 documents
Galaxy Research
340 documents
QuantStart
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195 documents
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191 documents
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181 documents
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175 documents
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164 documents
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152 documents
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144 documents
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116 documents
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86 documents
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86 documents
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79 documents
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68 documents
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62 documents
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61 documents
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54 documents
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50 documents
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45 documents
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45 documents
FMZ guides
38 documents
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Freqtrade docs
32 documents
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28 documents
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22 documents
FMZ live strategies
21 documents
Jesse
17 documents
pyfolio
16 documents
Alphalens
14 documents
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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

22,592 documents

Stratmill research code

This note proposes screening Chinese metaverse-sector equities using two signals: rank by the day’s opening-auction value and retain the leading five, then require at least two limit-up events within a stated 500-day lookback. It includes platform-specific…

EquitiesMomentumChina marketsMarket microstructure
SuperMind

This note describes a Chinese equity screening rule for stocks classified in the metaverse sector. It selects stocks whose latest close is above the previous close and whose current low matches the lowest low over either a 20-session or 30-session lookback.…

EquitiesTechnical indicatorsRisk managementChina markets
SuperMind

The document proposes a Chinese A-share stock screen focused on the metaverse theme. Its initial conditions are yesterday’s turnover above 8% and at least two limit-up events within 500 days. A later version adds a market-capitalization filter, described as…

EquitiesChina marketsMomentumBreakout
SuperMind

This proposed Chinese stock screen selects beverage and alcohol companies with turnover in a stated range and a prior-day signal described as main-force control. The article also supplies platform formulas and a Python example. The code uses industry…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This proposed Chinese equity screen combines a robotics industry classification with a small circulating market capitalization, a price range condition, and a morning star candlestick pattern. The article presents the conditions as a way to find smaller…

China marketsEquitiesTechnical indicatorsBreakout
SuperMind

This A-share screening recipe combines price movement, past limit-up events, and a weekly moving-average crossover. It seeks stocks with an amplitude above 1%, at least two limit-up events within 500 days, and a five-period weekly moving average crossing…

EquitiesChina marketsTechnical indicatorsBreakout
SuperMind

This Chinese A-share stock screen combines a technical condition with fundamental growth and liquidity filters. It selects stocks with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and prior-day trading value above 60…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

This paper compares machine learning methods for forecasting equity returns across the market time series and the cross section of stocks. It frames risk premium measurement as a prediction problem and describes how high-dimensional predictors,…

EquitiesMachine learningStatisticsBacktesting
SuperMind

This Chinese stock-selection rule focuses on companies classified in the metaverse sector. It calls for three technical indicators to cross upward simultaneously and constrains recent price change to a band from −5% to 2.6%. The named indicator conditions…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese A-share screening rule selects stocks with turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume, and prior-day trading value above 60 million. The document presents these conditions as a way to…

EquitiesChina marketsMarket microstructureStatistics
SuperMind

This post proposes screening Shenzhen main-board stocks for daily price amplitude above one percent, a newly formed KDJ golden cross, and specified price-to-earnings and price-to-book ranges. It describes the crossover as a possible sign of improving…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This post outlines a Chinese equity screen that ranks stocks by funding strength, looks for a weekly five-period moving average crossing above a ten-period average, and filters for an opening gain below six percent at 9:25. The proposed rationale is to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese stock-selection post proposes screening metaverse-related shares for positive institutional movement and a prior-day price pattern described as main-force control. It presents the conditions as a way to focus on a specific industry, follow…

EquitiesChina marketsSentimentRisk management
SuperMind

This stock-screening proposal looks for shares with an amplitude measure above 1, three technical indicators said to have bullish crosses, and three consecutive declining closes. Its sample Python logic approximates the multiple-cross condition with the 5-,…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This Chinese A-share screening proposal combines a technical condition with earnings growth and a concentration filter. It selects stocks with a 14-period RSI below 65, year-over-year net-profit growth above 20% and no more than 100%, and a stated…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This document describes a stock-selection rule that combines a daily high-low range threshold, a recent reversal pattern, and a negative MACD reading from two sessions earlier. It frames range as a volatility filter, the reversal as a possible change in…

EquitiesTechnical indicatorsVolatilityBacktesting
SuperMind

This proposed A-share screen targets metaverse-related stocks with a circulating share count no greater than 5.5 billion and an upward-spreading set of moving averages. The article’s example rules add price, volume, and return conditions: price is…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This stock selection rule screens for companies with market value below 10 billion yuan, positive profit history, turnover between 3% and 12%, and a 14-period RSI below 65. It combines a size filter and profitability condition with activity and…

EquitiesChina marketsTechnical indicatorsFactor investing
SuperMind

This post proposes a technical stock screen combining price amplitude above a threshold, progressively rising lows, and a volume ratio between stated bounds. It describes the rising floor as a sign of improving price structure and uses relative volume to…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an A-share stock screen combining daily price range, relative trading volume, and recent return. It selects stocks with a daily high–low range of at least one percent, volume between 1.5 and 6 times its five-day average,…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document outlines an equity screen that selects stocks with turnover between 3% and 12%, a rising KDJ K line, and MACD above its zero line. It describes the rising KDJ reading and positive MACD as indicators of upward price momentum, and provides both a…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese equity screen first restricts the universe to metaverse-related companies that are not marked ST and have circulating share capital at or below 5.5 billion shares. It then applies a so-called five-level limit-up method, with selection intended…

China marketsEquitiesMomentumBreakout
SuperMind

This stock-selection idea combines three filters: price amplitude above one percent, appearance on the prior day's notable-trading list with reported buying exceeding selling, and turnover between three and twelve percent. The article presents the filters as…

China marketsEquitiesTechnical indicatorsMarket microstructure