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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 associated with the metaverse theme when their volume ratio is above 1.5 and below 6, daily MACD is positive, and market capitalization is below 50 billion yuan. The article describes the volume ratio as a way to…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

This Chinese equity screen combines company size, profitability, and trading activity. Its initial description selects firms valued below 10 billion yuan with no losses and yesterday’s turnover above 60 million yuan, ranking candidates by capital strength.…

EquitiesChina marketsMomentumFactor investing
SuperMind

This note proposes screening main-board stocks for turnover between 3% and 12%, a daily gain above 1%, and a current-day low below the prior day’s low. It frames the turnover and gain requirements as measures of activity and strength, while the lower low…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This Chinese stock-selection note screens for turnover between 3% and 12%, a positive product of the day’s price change and net large-order volume, and an indication that major investors controlled the stock on the prior day. The stated rationale is to…

China marketsEquitiesMomentumMarket microstructure
SuperMind

This note describes a Chinese stock screen that selects shares with amplitude above 1, ranks them among the top five by the day’s auction value, and requires RSI below 65. The rationale combines early trading interest with a price movement filter and a…

China marketsEquitiesMomentumTechnical indicators
SuperMind

This stock screen combines a technical filter with a fundamental growth condition. It selects shares with RSI below 65, parent-company net profit growth above 20% and no more than 100%, and a rising MACD signal line (DEA). The stated rationale is to seek…

EquitiesChina marketsMomentumTechnical indicators
SuperMind

The article describes a Chinese equity screen for robot-concept stocks. It selects shares with turnover between 3% and 12%, a circulating market value below the stated threshold, and more than two limit-up sessions within a ten-day window. It then proposes…

EquitiesChina marketsMomentumEvent-driven
SuperMind

This document outlines a Chinese A-share screening idea focused on companies in the metaverse sector. It combines a circulating-share limit of no more than 5.5 billion shares with a “rising bottom” price pattern: after a rise and pullback, the stock forms a…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock screen focuses on companies classified in the metaverse theme that recorded at least one limit-up day within the previous twenty-five days and have a positive return on the current day. The stated rationale is to identify recent strength and…

EquitiesChina marketsMomentumBreakout
SuperMind

This post outlines a stock selection screen that ranks shares by trading activity and market attention, while requiring the 30-day moving average to trend upward. It suggests using turnover or trading value to gauge capital activity, and market…

EquitiesChina marketsTrend followingMomentum
SuperMind

The screening idea selects stocks priced below 12 yuan whose 30-day moving average is rising and whose price is near at least five moving averages. It frames the overlap of averages as a possible sign of support and upside potential. The stated selection…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The report presents a Chinese equity timing approach that combines a prior model based on limit-move breadth with a price-volume confirmation model. Its premise is that the two systems capture different long-entry periods: the combined model aims to retain…

EquitiesChina marketsMomentumBacktesting
MQL5 code base

The document presents a Chinese equities screening rule combining daily price range, a low KDJ reading, and a recent three-session limit-up streak. Its stated aim is to find volatile stocks whose indicator reading is low while they remain active short-term…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This Chinese-language post outlines an equity screen that combines daily price movement with company profitability and a short-term price trend. Its initial rules require a price range of at least one unit, return on equity above 15% for five consecutive…

EquitiesFactor investingMomentumTechnical indicators
MQL5 code base

The document describes the Relative Vigor Index (RVI), which compares a closing price’s position within its price range and smooths the resulting values with an exponential moving average. It frames the indicator as a way to assess the strength of recent…

Technical indicatorsMean reversionMomentum
SuperMind

This proposed stock screen selects main-board Chinese shares with RSI below 65, a daily gain above 1%, and at least two limit-up moves during the prior 500 days. The article interprets the RSI condition as indicating potential rebound room, the positive…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This Chinese-language note proposes screening stocks with turnover between 3% and 12%, a positive increase in the K value of the KDJ indicator, and no limit-up close on the previous day. It frames the prior-day exclusion as a way to avoid stocks whose recent…

China marketsEquitiesTechnical indicatorsMomentum
MQL5 code base

This MetaTrader expert advisor uses stochastic crossovers for entries: it buys when %K crosses above %D and sells when %K crosses below %D. The stated setup is for an H1 chart, with adjustable stochastic periods and slowing. It assigns each trade a fixed lot…

ForexTechnical indicatorsMomentumRisk management
MQL5 code base

This document describes an XFisher indicator alert tool that notifies users when its main and signal lines intersect alongside a change in the signal cloud’s color. It supports sound alerts and optional email or mobile push notifications, with settings for…

Technical indicatorsMomentum
BigQuant

This post proposes a stock-selection screen using daily price amplitude, a rounded price shape, MACD above its zero line, and volume above its recent average. The stated rationale is that amplitude and the rounded pattern identify active stocks, while…

EquitiesChina marketsTechnical indicatorsMomentum
BigQuant

The article presents four warning signs that a rising equity market may be approaching a peak: an index making new highs while volume contracts, momentum indicators failing to confirm price highs, heavy volume accompanying a falling or sharply rejected…

EquitiesChina marketsTechnical indicatorsMomentum
SuperMind

This stock selection rule filters for turnover between 3% and 12%, requires the product of the day’s percentage price change and a large-order net-flow measure to be positive, and adds positive institutional net buying as a further condition. The…

EquitiesMomentumSentimentStatistics
SuperMind

The document presents a Chinese stock screening rule using price amplitude above 1, a three-consecutive-limit-up condition on the prior day, and MACD above its zero line. It frames amplitude and the recent limit-up streak as signs of active market interest,…

China marketsEquitiesMomentumTechnical indicators
SuperMind

The document proposes a technical stock screen requiring a price range measure above a threshold, turnover between two bounds, and MACD above zero. It presents these conditions as a way to find active stocks with short-term trend or momentum, and includes…

China marketsEquitiesMomentumTechnical indicators