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.
5,922 documents
This indicator framework aggregates results for multiple assets and exposes configurable entry signals, trade directions, filters, stops, position sizing, fees, and slippage. Its controls include optional MACD, moving-average, RSI, volume, and price-change…
The document explains how volatility-control portfolios adjust equity exposure to target a chosen level of portfolio volatility. Exposure is scaled inversely to realised volatility, subject to a leverage cap: low volatility can produce leveraged equity…
This regime-based allocation strategy combines three daily market signals: SPX relative to its 200-day simple moving average, the VIX-to-VIX3M ratio, and a standardized HYG-to-IEF credit ratio. Each signal contributes one point when its condition is…
Deeptest is a Pine library for analyzing TradingView strategy backtests. Its described outputs cover trade counts and returns, expectancy, risk-adjusted measures such as Sharpe and Sortino, drawdowns, trade duration, return distribution, risk of ruin, and…
This indicator is a monitoring tool for a user-selected basket of up to five instruments. It uses chosen share quantities and a date window to estimate cost basis, current profit and loss, percentage returns, and portfolio allocation. It also calculates…
This indicator presents a table of pairwise correlations for seven selected symbols, alongside a series labeled PBULL. Users can set the symbols, chart timeframe, input price source, smoothing, and correlation window. Each cell displays the correlation…
This TradingView indicator illustrates a manual portfolio tracker built around up to ten configurable positions. For each enabled holding, the user supplies a symbol, quantity, and cost basis; the script retrieves current prices and estimates position value…
This document presents scheduled dollar-cost averaging as a passive comparison strategy for active trading systems. It invests a fixed quote-currency amount on either a selected weekday or every set number of bars, within configurable start and end dates.…
This indicator provides a chart-based laboratory for comparing a weighted portfolio of up to ten selected assets with a chosen market index. Users assign each asset a return weight and long or short direction, set a calculation window, and select an index…
This indicator compares selected assets over a rolling window and displays pairwise similarity scores in a color-coded table. Users supply a ticker list and choose either returns or volume-modified returns, then select among measures including correlation,…
This indicator compares two ways to estimate outcomes over a chosen holding period. Its historical calculation samples past entry points at intervals, measures returns at the end of the duration, and optionally applies fixed take-profit and stop-loss levels.…
This chart indicator estimates the outcome of investing a fixed amount at a chosen daily, weekly, or monthly interval over a user-selected date range. For each eligible period, it divides the contribution by the selected timeframe’s price, accumulates asset…
This indicator tracks a portfolio of up to ten user-defined positions alongside an optional cash balance. For each enabled position, it retrieves the chart-timeframe closing price and multiplies it by the entered quantity to estimate current value; quantity…
This Pine Script library provides reusable structures and functions for displaying trading strategy statistics in chart tables. Its reported measures include trade counts, win and loss rates, streaks, average profits and gains, variability, position…
This indicator presents a framework for examining drawdown severity relative to a rolling history. It offers percentile bands and standard-deviation bands, with configurable lookback and smoothing, and classifies the current drawdown against user-defined…
This chart tool calculates the compound annual growth rate between two user-selected points in time. It locates the close of the bars corresponding to those timestamps, orders the points chronologically even if they were selected in reverse, and displays a…
This indicator compares the annualized risk and return of up to ten selected assets over a chosen historical start date. It calculates returns from price changes, estimates risk using return standard deviation, and annualizes both measures using a daily-data…
This indicator creates a matrix of Pearson correlations for a user-supplied list of instruments. It first derives weekly or monthly arithmetic returns at aligned sampling points, then calculates pairwise correlations across the retained observations and…
The article presents a reported Bank of America recommendation to allocate up to 4 percent of a client portfolio to Bitcoin and crypto. It interprets that figure as a possible reference for long term portfolio exposure and connects it to broader…
The article describes a US executive order directing agencies to develop a framework for including cryptocurrency and other alternative assets in employer retirement plans. It traces the shift from earlier Department of Labor caution toward a more neutral…
The article introduces Pearson correlation and distinguishes short-term return co-movement from relationships between price levels over time. It compares Bitcoin with equities and gold, citing a two-year BTC–S&P 500 correlation of 0.36 and BTC–gold…
The article surveys renewable energy firms across utilities, project developers, and equipment manufacturers, comparing their positions in solar, wind, and storage. It profiles companies including NextEra Energy, Ørsted, First Solar, Vestas, and Enphase,…
The document introduces GMCI30USDT perpetual futures as a way to gain exposure to a basket of leading cryptocurrencies through one contract. It describes the GMCI 30 Index as market-cap weighted, with eligibility considerations for exchange and custodian…
The article presents Applied Digital as a company combining high-performance computing data centers, AI hosting, and cryptocurrency mining. It identifies potential share-price drivers such as digital-asset prices, energy costs, hosting contracts, capital…