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.
2,013 documents
The document introduces ColorJVariation_HTF, a version of the ColorJVariation indicator that adds a selectable timeframe input. Its example configuration defaults to a four-hour chart period, allowing the indicator to use a timeframe different from the chart…
This Backtrader example shows how a strategy can use two data feeds: a moving average crossover on the second asset generates long entry and exit signals, while orders are placed on the first. The signal uses a simple moving average and a crossover of the…
This note groups four risk-based portfolio approaches—global minimum variance, equal risk contribution, maximum diversification, and equal weight—within one optimization framework. The framework uses three adjustable parameters to represent the individual…
This document describes a MetaTrader indicator that summarizes trend direction across nine chart periods, from one minute through monthly. It combines readings from the Stochastic oscillator, RSI, and Commodity Channel Index, displaying the directions…
The report asks whether property-level real estate returns can be explained by style characteristics in addition to property type and location. Using quarterly data on more than 25,000 UK retail, office, and industrial properties from 2002 to 2020, it…
This installment of an overseas research review introduces two studies, one on strategic asset allocation and another on quantitative stock selection. The allocation study asks whether a portfolio should be rebalanced and how the frequency and size of…
This document describes a MetaTrader 5 indicator based on a Kalman filter and extended to work across multiple timeframes. Alongside the platform’s standard timeframe choices, it provides three additional higher timeframe selections, each representing the…
The document describes an MT5 chart indicator that turns daily loss and overall drawdown limits into price levels based on a trader’s current net positions in the chart symbol. It displays the stricter of the two levels as the main line, with optional…
This indicator presents the Relative Vigor Index oscillator across ten timeframes at once. It marks each timeframe according to the oscillator’s position relative to its overbought and oversold levels: pink indicates a reading below the oversold threshold,…
This indicator presents the BullsBearsEyes oscillator state across ten timeframes using a set of colored squares. Pink indicates that the oscillator is below its oversold threshold, light blue indicates that it is above its overbought threshold, and gray…
The document describes a daily macro trading process built around distinct research perspectives. Separate agents assess economic growth, inflation and interest rates, and debt, liquidity, currency, and central bank policy. A disagreement agent challenges…
The document introduces the manager-of-managers fund structure, in which a central manager allocates capital among independent subaccounts managed by different investment advisers. It distinguishes this approach from a fund of funds: MOM evaluates and…
This macro commentary argues that markets may shift from pricing direct conflict risk to pricing the inflation and monetary tightening that an energy supply shock could cause. It describes a possible chain from disrupted shipping through higher oil and gas…
This report overview introduces supervised neural networks, unsupervised learning, and reinforcement learning, then considers their possible roles in finance. It describes deep networks as learning nonlinear mappings through layered representations;…
This conference recap presents qualitative themes about institutional participation in digital assets. It reports that attendees observed broader participation by traditional financial institutions, and links growing interest to regulatory, market-structure,…
The document summarizes a study of factors associated with bilateral trade between Egypt and BRICS partners. It applies a gravity-model framework to panel data spanning 2001–2021, using information attributed to the World Bank and International Monetary…
This brief description concerns an Ichimoku indicator that lets the user select the timeframe used for its calculations through an input parameter. The example shown sets the indicator period to four hours, illustrating that the calculation timeframe can be…
This research summary outlines a framework for evaluating and allocating active equity and bond funds. For equity funds, it describes classification and performance attribution using both holdings and returns, then discusses portfolios of active funds and…
This VeighNa guide compares database choices for storing trading data, including embedded SQLite, relational systems such as MySQL and PostgreSQL, and non-SQL options such as MongoDB, InfluxDB, DolphinDB, Arctic, and LevelDB. It describes their broad storage…
The document outlines a portfolio construction method for fund-of-funds portfolios targeting absolute returns. It combines Black-Litterman expected-return estimates, which blend market equilibrium returns with investors’ absolute or relative views according…
This document is a dated market data table spanning observations from 2013 through 2018, with a truncated section indicated by an ellipsis. Columns identify Western Canadian Select crude, gas, WTI, several currency series, Edmonton, gold, and the Canadian…
This indicator presents buy and sell readings from Parabolic SAR, Money Flow Index, and Triple Exponential Moving Average across nine selectable chart timeframes, ranging from minute charts to monthly charts. Users can configure the SAR acceleration…
Unity Pro estimates relative values for currencies, metals, and other instruments that share a common currency. It relates each instrument’s quote to the underlying asset values and constrains those values to sum to one, then derives the values…
This document is a brief synopsis of a research report on strategic asset allocation and fund-of-funds investing. It says the report covers the research context, an asset-allocation framework, calculation models, and empirical strategy analysis. The subject…