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.
5,701 documents
The document gives a brief overview of models commonly used to price exotic options across asset classes. For equity and foreign exchange products, it identifies local stochastic volatility models as a widely used family. It says individual firms may…
The document explains how swap cash-flow schedules are built from trade and effective dates, a tenor, payment frequency, and market conventions. Its examples describe deriving an effective date by adding business days to the trade date, calculating maturity…
This indicator constructs a simplified financial conditions index from market data. It standardizes component log returns as rolling Z-scores, applies direction adjustments so that each component is intended to reflect easier or tighter conditions…
This indicator presents a framework for estimating whether Federal Reserve policy conditions lean toward a rate cut, hold, or hike. Its stated components combine a Taylor Rule measure with employment, financial conditions, inflation expectations, growth, and…
This indicator turns several macroeconomic and market series into a color coded dashboard and a simple composite recession risk score. Its inputs include S&P 500 moving average growth, the US 10 year versus 3 month Treasury yield spread, M2 direction, a GDP…
This indicator plots a historical trail of year-over-year GDP growth and CPI inflation against user-defined sustainable benchmarks. It maps inflation relative to its threshold horizontally and growth relative to its threshold vertically, then labels the four…
This indicator places a set of equity indices, currency pairs, and two-year yields into a compact visual dashboard. It retrieves open, high, low, and close data for the selected symbols on the chart timeframe. For each instrument it displays the latest value…
This indicator builds a heatmap of government yields across short and long maturities for a selected country. Users choose a sampling interval and retrieve observations either from a chosen start date or for a specified number of periods. The table aligns…
This indicator measures how broadly the U.S. Treasury yield curve is inverted. It gathers yields across maturities from one month to thirty years, compares each available pair, and plots the percentage in which the shorter-maturity yield is higher than the…
The indicator presents two formulas intended to summarize market risk. The original MMRI multiplies a dollar-strength measure by the US 10-year yield and divides by a configurable denominator. The modified version scales that result by the debt-to-GDP ratio,…
This strategy uses the 10-year US Treasury yield as a macro risk filter for long exposure to the S&P 500. It measures the latest daily yield close against the high and low of a configurable recent lookback window, expressing the close’s location as a…
This weekly market review links accelerating U.S. producer-price inflation and Middle East supply concerns to possible moves in rates, equities, the dollar, gold, and crude oil. It highlights energy as a key contributor to the PPI increase and explains that…
The article outlines how expectations around Donald Trump’s second term could influence crypto regulation, Bitcoin demand, institutional participation, and traditional markets. It connects campaign promises such as regulatory changes and a possible national…
This weekly market recap connects Federal Reserve minutes, inflation and employment readings, Treasury yields, the dollar, precious metals, and equity indices. It describes a hawkish tone in the minutes alongside falling long-term yields and a weaker dollar,…
The document presents five exchange-traded funds as building blocks for exposure to different market segments: U.S. large caps, U.S. small caps, long-term Treasury bonds, semiconductors, and South Korean companies. It associates each fund with a portfolio…
The article compares Archax with cryptocurrency exchanges and traditional financial firms, focusing on its claimed UK regulatory permissions, integrated services, and infrastructure for tokenized securities. It describes a model that combines trading,…
The document explains Bitget Smart Trend, a locked crypto structured product whose return depends on an underlying asset’s settlement price relative to a product-specific range. It describes bullish and bearish versions: the bullish example pays a base APR…
This guide introduces traditional finance through its main institutions, asset classes, analytical approaches, and trading mechanics. It distinguishes centralized markets, which rely on regulated intermediaries, from decentralized finance, then outlines…
The document profiles Kevin Warsh’s Federal Reserve experience and summarizes his policy views as structurally hawkish, with some openness to rate cuts if productivity gains curb inflation. It describes his support for quantitative tightening, reduced…
The article explains why gold declined after the Federal Reserve cut its policy rate on October 30, 2025. Its central argument is that markets respond to the expected path of rates, not just the day’s decision: Chair Powell’s cautious comments reduced…
The recap explains how moderating U.S. CPI and weaker employment data reduced near-term expectations of another Federal Reserve rate hike, while sticky service prices and renewed oil supply concerns kept the outlook uncertain. It connects these developments…
USD.AI is presented as a DeFi credit protocol that directs on-chain liquidity into loans collateralized by GPUs and related hardware. Its liquidity structure uses USDai, described as a synthetic dollar backed by short-duration U.S. Treasuries, and sUSDai, a…
The document explains how Federal Reserve expectations, relative economic performance, and shifts in risk appetite can affect the U.S. Dollar Index and major currency pairs. It identifies employment, inflation, consumption, central-bank communication, and…
The article links Bitcoin’s price action in May 2025 to volatility in government bond markets, equity strength in India, exchange balances, ETF flows, and derivatives activity. It describes a bullish interpretation: rising yields and inflation concerns may…