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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 note proposes a short-term Chinese equity screen combining price movement, activity, and fundamental filters. It selects stocks with an intraday range above 1%, at least one daily gain of 10% or more during the prior 25 trading days, and prior-day…

EquitiesChina marketsMomentumVolatility
SuperMind

The post outlines a Chinese equities screen combining three conditions: rank stocks by capital strength, select the top five by the day’s auction amount, and require the 15-minute MACD histogram’s negative bars to be shrinking. It interprets these filters as…

EquitiesTechnical indicatorsMomentum
SuperMind

This document describes a short-term stock screen combining a minimum price range, an “arc-shaped” price pattern, and a recent two-session high. Its formula reference also checks that recent minute-level volume is rising across progressively longer windows,…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document proposes screening A-shares by turnover between stated bounds, a positive but limited return over ten days, and a positive daily MACD. It frames turnover and recent price appreciation as signs of trading activity and favorable price behavior,…

EquitiesTechnical indicatorsMomentumChina markets
MQL5 code base

The document introduces the higher highs and lower lows stochastic (HHLLS), a momentum oscillator attributed to Vitali Apirine’s February 2016 article. It describes several possible uses: spotting emerging trends, identifying corrections, anticipating…

Technical indicatorsMomentumTrend following
SuperMind

This stock selection method combines a daily amplitude threshold with a weekly moving average crossover and a filter excluding stocks that hit the upper price limit the previous day. The document presents the crossover as a technical strength signal and the…

EquitiesTechnical indicatorsMomentum
SuperMind

This Chinese equities screen combines a turnover rate between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no more than 100%, and a weekly MACD condition above zero. It presents the combination as…

EquitiesChina marketsMomentumTechnical indicators
Cryptohopper blog

This overview introduces trend-following tools for cryptocurrency charts: simple and exponential moving averages, MACD, MESA, and Parabolic SAR. It describes moving averages as smoothed views of price that can help identify trend direction, support or…

CryptoTechnical indicatorsTrend followingMomentum
SuperMind

This stock screen combines a positive MACD reading with a company-category filter and a history of high return on equity. The article describes the intended idea as finding companies with favorable fundamentals and technical trends. Its stated ROE threshold…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This Chinese-language post describes an equity screening rule that selects stocks with an amplitude threshold, prior-day main-fund control, and a rising DEA. It frames the conditions as combining price activity and fund-flow participation with a short-term…

EquitiesTechnical indicatorsMomentumStatistics
Cryptohopper blog

This overview explains how common technical indicators summarize price trends, momentum, volatility, and possible support or resistance. It describes simple and exponential moving averages, RSI, Bollinger Bands, MACD, the Stochastic Oscillator, Fibonacci…

Technical indicatorsMomentumVolatilityRisk management
SuperMind

This Chinese equities screening recipe combines a volatility condition, positive large-order net volume, and a long-term trend filter. It selects stocks with amplitude above 1, large-order net volume above 0.05 for at least three consecutive days, and the…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

The document describes a stock screen for the metaverse industry that combines a newly formed KDJ bullish crossover with three consecutively declining closing prices. It outlines the intended selection logic and gives formula and Python examples for applying…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This post outlines an A-share stock screen using three conditions: a daily high-low range above a threshold, a nonempty convertible-bond name field, and a positive but capped return over ten days. It presents both an indicator-formula example and a Python…

EquitiesChina marketsVolatilityMomentum
SuperMind

This post describes an A-share screening recipe combining a price-range condition, exclusion of stocks marked ST, a five-session closing-high condition, and a limit on the stock’s price increase at 9:25. It also says to select stocks before 10:00. The…

EquitiesChina marketsBreakoutMomentum
SuperMind

The document proposes a China A-share screening rule focused on companies classified in the metaverse industry. Its initial filters include a limit on tradable share count and a positive MACD reading. A later version adds a market-cap ceiling and selects…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock-selection proposal filters for main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a newly formed KDJ golden cross. The accompanying Python example checks recent K and D values for a crossover and adds a J-value…

EquitiesTechnical indicatorsMomentum
SuperMind

This A-share stock screen combines a volatility condition, a weekly moving-average crossover, and positive daily price action. It seeks stocks with amplitude above 1, a weekly MA5 crossing above MA10, and a daily gain greater than 1%, while restricting the…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese stock-screening proposal combines three characteristics: at least five moving averages converging near one another, a preferred enterprise type, and at least two limit-up sessions within a 500-day lookback. The article interprets moving-average…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

The document outlines a Chinese A-share screening idea focused on stocks classified in the metaverse theme. Its initial conditions are turnover above 8% on the previous day and an increase in the K value of the KDJ indicator. The final stated rule adds a…

EquitiesChina marketsMomentumTechnical indicators
MQL5 code base

This indicator adapts MACD by filtering price observations according to trading volume. It updates an analysis buffer only when current tick volume exceeds its average, then calculates the moving averages from the retained data. The intended idea is to give…

Technical indicatorsMomentumMarket microstructure
MQL5 code base

This expert advisor uses the standard MACD indicator to generate directional entry signals. It marks a buy condition when the MACD main line has declined or remained level across the three most recent indexed readings, and a sell condition when those…

Technical indicatorsMomentum
SuperMind

This Chinese-language post outlines a daily stock selection screen based on three filters: rank stocks by trading volume or a stated measure of capital strength, keep those whose gain at 9:25 is below 6%, and require at least two limit-up sessions in the…

EquitiesChina marketsMomentumBreakout
SuperMind

This stock-selection proposal combines three filters: a large high-low range, at least one daily gain of 10% or more in the preceding 25 trading days, and a ranking by capital or fund-flow strength. The intended effect is to find volatile stocks that have…

EquitiesMomentumTechnical indicatorsFactor investing