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.
6 documents
The article demonstrates a spreadsheet workflow for exploring a claimed weekday pattern in gold-related prices. Using GLD price history, it derives log returns and calendar fields, groups returns by weekday in a pivot table, and charts the sums. It reports…
This article weighs gold’s theoretical status against its observed portfolio behavior. Since gold produces no cash flow and has no clear cash-flow-based valuation anchor, the author argues it does not fit a conventional academic account of a risk premium. In…
The article describes a way to lengthen an ETF’s historical price series when the fund has a short trading record. It maps ETFs to earlier mutual-fund or index return series, calculates cumulative returns, and finds the overlap date when the ETF first has a…
The document introduces a webinar about examining a simple seasonality effect with Excel. Its central research lesson is that an upward-sloping equity curve alone may not tell the whole story; researchers should investigate the market behavior behind the…
The article explains how to estimate the volatility risk premium (VRP) by comparing option implied volatility with volatility that is later realised. Using ORATS data, it describes a practical alignment issue: implied volatility looks forward across calendar…
The document describes using the Fréchet distance to compare a price series with a predefined shape, such as a triangle or cup. Pattern arrays encode the desired shape, while parameters control the number of price bars and the pattern’s vertical scale; a…