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.
20 documents
This research-agent record considers whether the Federal Reserve will raise the upper bound of its target rate during 2026. It contains a market price, search traces, and agent probability estimates. The first rationale favors a hike, citing inflation risks…
This notebook compares Polymarket’s crypto-settled event contracts with the regulated Kalshi venue as sources of alternative data. It explains how access rules, settlement assets, position limits, and listing policies shape which participants influence…
This notebook analyzes timestamped financial event edges from a knowledge graph, distinguishing when an event happened, when it became public, and when the extraction pipeline created the edge. It calculates disclosure and extraction lags, builds snapshots…
This chapter review describes a hypothesis-driven process for defining trading strategies before backtesting. It connects documented data assumptions and immutable configuration to exploratory analysis, event studies, and a structured strategy term sheet.…
This event study uses Bayesian structural time-series models to estimate how Federal Reserve announcements affect a bond ETF. It learns the target’s relationship with selected international equity and commodity ETF returns during a pre-event window, then…
This reference describes two public SEC filing sources for studying equity positions and insider activity. Quarterly 13F reports provide institutional holdings, either for a curated set of managers or through bulk data covering a full filing window. Form 4…
This notebook explains how to extract insider transactions from raw SEC Form 4 XML for quantitative equity research. It uses an XML parser to keep each trade’s code, date, share count, price, and direction attached to its transaction block, while separately…
This notebook presents a workflow for turning SEC annual and quarterly filings into structured text suitable for later sentiment, topic, and embedding analysis. It maps desired sections to form-specific item numbers, emphasizing that management discussion…
This module describes a search interface for research agents, with a live provider and a deterministic mock provider. Searches can limit result counts and apply a publication-date cutoff, supporting point-in-time research by removing results dated on or…
This notebook applies Bayesian structural time-series event-study methods to estimate the impact of Federal Reserve announcements on a bond ETF. It builds a counterfactual from pre-event relationships between the target’s daily log returns and returns on…
This notebook surveys EdgarTools for exploring SEC filings and extracting structured company data. It explains how to identify filers by stable CIK, retrieve filings by form, and turn XBRL-tagged annual reports into financial statement tables. It also covers…
This notebook shows how to analyze a financial event graph without confusing when an event happened, when it became public, and when the graph pipeline extracted it. It loads timestamped 8-K relationships, measures disclosure and extraction delays, and…
This notebook presents a pipeline for extracting structured corporate events from SEC 8-K filings and loading them into a Neo4j knowledge graph. A language model processes filings in batches to produce event records with subjects, relations, objects, and…
This notebook explains how to extract narrative sections from 10-K and 10-Q filings for later text analysis. It maps form-specific item numbers, converts filing HTML while preserving paragraph boundaries, cleans page furniture, and identifies section starts…
This document explains how to measure returns around events such as signal triggers, earnings announcements, or macro releases. Its worked example uses momentum breakouts in liquid ETFs. For each event, a market model fitted to a pre-event estimation window…
This notebook compares Polymarket’s crypto-settled event contracts with Kalshi’s regulated contracts, focusing on how access rules and listing policies shape the prices and questions each venue represents. It inspects a small Polymarket snapshot, checks how…
This utility describes a workflow for collecting public SEC 10-Q, 10-K, and 8-K filings and converting them into a common tabular dataset for downstream research. It applies form-specific text extraction: quarterly filings yield the management discussion…
The document describes a pipeline for turning SEC 8-K filings into structured corporate events. A language model extracts event relationships, while explicit schema checks validate entity names, relation types, categories, and dates. Deterministic…
This notebook explains how to extract insider transactions from raw SEC Form 4 XML for equity research. It treats each transaction block as the unit of parsing, preserving the association among transaction code, date, share count, price, and direction. XML…
This notebook describes slow-moving contextual features for daily trading decisions: accounting ratios, macroeconomic conditions, and calendar encodings. It outlines value and quality measures such as earnings yield, profitability, accruals, leverage, and…