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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

31,205 documents

SuperMind

This stock selection idea combines three filters: price amplitude above one, a listing age greater than one year, and a bullish weekly candle whose upward move exceeds the prior candle’s downward move. The weekly candle condition is intended to identify…

EquitiesMomentumTechnical indicatorsChina markets
MQL5 code base

The document describes a semaphore-style trading indicator based on Average True Range. A signal appears when ATR begins to rise after having fallen, so the indicator is designed to mark a change in volatility rather than a stated directional forecast. Its…

Technical indicatorsVolatility
FMZ forum

This article argues that trading volume cannot be interpreted through a fixed rule that rising prices must come with rising volume. It recommends judging volume relative to the prior price and volume trend, market setting, and position within a move, with…

EquitiesTechnical indicatorsMarket microstructureStatistics
SuperMind

The document outlines a premarket stock screen for Chinese equities. It selects stocks with MACD above the zero line, excludes those that closed at the daily limit on the previous trading day, and ranks the remaining names by a measure of investor attention.…

China marketsEquitiesTechnical indicatorsMomentum
SuperMind

This stock selection approach filters for shares with a daily price range above a threshold, at least a year since listing, and a high ranking in large-order net volume. The article frames the range condition as a way to find active stocks, listing age as a…

EquitiesMarket microstructureTechnical indicatorsStatistics
SuperMind

This stock screen selects candidates before each trading day’s open when MACD is above zero, price-to-earnings is positive, and the KDJ indicator has just formed an upward crossover. The article presents MACD as a trend filter, positive P/E as a basic…

EquitiesTechnical indicatorsMomentumBacktesting
SuperMind

This Chinese stock screen combines a daily price-amplitude condition, afternoon large-order net inflow, and year-over-year growth in net profit attributable to the parent company. It specifies profit growth above 20% and no greater than 100%. The article…

EquitiesChina marketsTechnical indicatorsStatistics
SuperMind

This Chinese equity screen combines three short-term filters: price amplitude above 1, a ranking based on large-order net activity, and a 9:25 a.m. gain below 6%. The stated rationale is to identify active, volatile shares whose early move is comparatively…

EquitiesChina marketsVolatilityTechnical indicators
SuperMind

This Chinese equity screening note combines a price-amplitude threshold with a named candlestick pattern and an exchange-market exclusion. It calls for amplitude above 1, a “Morning Star” pattern associated with Kute Intelligent, and exclusion of…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This note describes a Chinese equity screen combining turnover with a stock-code filter and a recent price condition. It selects stocks whose codes begin with 60 and whose turnover is between 3% and 12%, then ranks candidates by the highest closing price…

EquitiesChina marketsTechnical indicatorsRisk management
SuperMind

This A-share screen selects stocks with a daily range above one percent, a day's low between four and five percent below the previous close, and a rising DEA line. The article presents range and decline as short-term price conditions and DEA movement as a…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This A-share selection rule combines a daily high-low range above one percent, a nonempty unsettled convertible-bond name, and a newly formed upward KDJ crossover. The provided formula further requires the K value to meet or exceed D after being at or below…

EquitiesChina marketsTechnical indicatorsVolatility
SuperMind

This note presents an A-share stock screen that ranks names by capital strength, keeps the five with the largest auction value for the day, and requires the 30-day moving average to be rising. It interprets fund flow and auction activity as signs of…

EquitiesChina marketsTrend followingMomentum
SuperMind

The document proposes screening Chinese metaverse-related stocks for a positive daily close-to-close return while the session low falls between 4% and 5% below the previous close. This combines a positive closing result with a substantial intraday decline,…

China marketsEquitiesMean reversionTechnical indicators
SuperMind

This stock screen combines a price-range filter, a five-day moving-average condition, and a metaverse-related classification. It selects shares whose high-to-low range, measured against the previous close, exceeds a threshold; whose closing price is above…

EquitiesTechnical indicatorsMomentumChina markets
SuperMind

This stock screen combines a turnover range of 3% to 12%, a K value below 20, and year-over-year net profit growth above 20% and no more than 100%. The article frames the turnover condition as a liquidity filter, the K threshold as a technical selection…

EquitiesTechnical indicatorsFactor investingChina markets
MQL5 code base

This document describes a MetaTrader 5 SuperTrend indicator that adapts its volatility bands and selected trade parameters using prior signal outcomes. It offers reversal and failed-breakout signal modes, with optional confirmation from RSI, tick-volume…

Technical indicatorsTrend followingMachine learningRisk management
SuperMind

This Chinese stock-screening example combines a technical threshold with price movement, large-order net volume, and a popularity ranking. It proposes selecting shares with RSI below 65, using the product of percentage change and large-order net volume as a…

EquitiesTechnical indicatorsSentiment
SuperMind

This stock-selection rule combines three short-term conditions: daily amplitude above 1%, an opening price within about 5% of the 10-day moving average, and buying-side volume more than 1.3 times selling-side volume. The accompanying explanation interprets…

EquitiesTechnical indicatorsSentiment
SuperMind

This document outlines a Chinese stock selection rule using turnover of 3% to 12%, circulating market capitalization from 1 to 55 billion yuan, and a control activity indicator above 21. The page gives the criteria in prose and in formula-like and Python…

China marketsEquitiesTechnical indicatorsRisk management
SuperMind

The document describes a Chinese equity screen that selects beverage manufacturing stocks with daily turnover between 3% and 12% and a reversal or engulfing-style pattern. Its rationale is that turnover may indicate trading activity while the pattern may…

China marketsEquitiesTechnical indicatorsMean reversion
SuperMind

This post proposes screening Chinese stocks by daily price amplitude, a measure described as current-day shareholder control, and prior-day major-investor net buying. It presents the combination as a way to capture market sentiment and capital flows. The…

EquitiesChina marketsTechnical indicatorsSentiment
SuperMind

This post describes a Chinese equity screening idea that combines three criteria: a dividend payout ratio above 25% in 2019, strong capital activity ranked from high to low, and evidence of major-investor control on the prior day. It suggests turnover and…

EquitiesChina marketsFactor investingSentiment
MQL5 code base

This product description outlines an automated trading system that uses an “Accelerator” indicator and trades from the open price of a candle. It says the EA is intended for major forex pairs and NASDAQ stocks, across timeframes, and recommends trying it on…

ForexEquitiesTechnical indicatorsRisk management