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
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…
This research overview describes two broad approaches to absolute-return investing: combining equities and bonds, and hedging or taking exposures through derivatives. It lists stock-bond rebalancing, target-volatility, risk-parity, and risk-budgeting…
This July 2018 research summary reviews U.S. equities, gold, and crude oil using earnings, interest rates, investor risk appetite, currency moves, supply conditions, and inventories. For U.S. stocks, it argues that earnings expectations remain supportive and…
This description outlines an always-in-market reversal trend-following system implemented as an MT4 Expert Advisor. It holds either a long or short position: a close above the highest price of the prior 100 days triggers a long entry and closes a short,…
The transcript surveys four ways quantitative methods enter trading: high frequency strategies, statistical arbitrage, execution algorithms, and quantitative tools used alongside discretionary investing. It describes market making as earning bid–ask spreads,…
This example describes a daily portfolio rebalancer for five exchange-traded funds spanning US equities, long-term Treasury bonds, and gold. It starts by checking each holding’s weight against a target allocation. A rebalance is triggered on the first…
This overview presents themes MSCI identified for ESG investing over the coming decade. It groups them into climate and equity, the mainstreaming of ESG, and emerging risks and opportunities. Topics include corporate pressure on net-zero supply chains,…
This weekly report reviews market conditions following a sharp equity selloff and describes trend signals across U.S. and Chinese equities, Hong Kong shares, gold, and bonds. Its trend-following system indicated rising trends in U.S. equities and bonds,…
This monthly allocation report describes a strategic portfolio framework that maps broad asset holdings to underlying macroeconomic risks. It uses principal component analysis to define five factors—economic growth, interest rates, credit, term spread, and…
This indicator extends a double-smoothed exponential moving average with multi-timeframe options. In addition to the platform’s standard timeframes, it can reference the next higher timeframe, the second higher timeframe, or the third higher timeframe…
This report evaluates risk parity, an asset allocation approach that aims to equalize the risk contributions of assets in a portfolio. It tests the approach using two historical data window designs: rolling windows and expanding recursive windows. For each…
The article argues that Bitcoin implied volatility should be read alongside broader market measures. It highlights VIX, VVIX, MOVE, the dollar index, gold volatility, and yield curve shape as potential clues to changes in crypto volatility. It attributes…
This indicator marks candles when their direction matches across selected timeframes. Users can enable or disable timeframes, receive an alert when a new arrow appears, and choose to display every matching candle or only arrows that mark a change in signal…
This Chinese-language README catalogs resources for systematic trading research and implementation, including backtesting frameworks, trading libraries, data sources, strategies, books, videos, blogs, and courses. Its listings span multiple asset classes and…
The article describes REDD-COPS, a dynamic allocation method designed to constrain rolling portfolio drawdown while pursuing long-term growth. It replaces a lifetime peak-to-trough reference with a rolling economic maximum, then adjusts exposure to risky…
The article explains risk-adjusted performance measurement through the Sharpe ratio and its benchmark-relative counterpart, the Information ratio. It describes the Information ratio as excess portfolio return over a benchmark divided by the variability of…
The document explains quantitative trading software as a system for turning investment rules into data analysis, strategy development, historical simulation, risk controls, and automated orders. It describes typical inputs such as prices, volumes, and…
This research summary compares periodic rebalancing with buy-and-hold for portfolios combining stocks and bonds. It reports that monthly rebalancing can lag buy-and-hold when stocks trend strongly relative to bonds, because rebalancing sells some of the…
This utility downloads historical quote data for a selected timeframe across every symbol in the platform’s Market Watch. Its purpose is to make data available for backtesting across multiple instruments while keeping the timeframe consistent. It can also…
This research report examines conditional generative adversarial networks (cGANs) for forecasting asset returns and covariance matrices, then using those forecasts in portfolio allocation. The model conditions on recent multi-asset returns and random inputs…
This short note describes QQECloud_HTF, a version of the QQECloud indicator with a timeframe selectable through an input parameter. The example default is a four-hour chart period, indicating that the indicator can be configured to calculate or display its…
This documentation describes tools for measuring relationships among asset-return series. A dependence matrix computes pairwise codependence using alternatives such as mutual information, variation of information, distance correlation, Spearman rank…
This short description explains an indicator for examining two or more symbols together on a single chart. It uses the first visible bar as the starting point, while chart buttons control its behavior. The documented controls adjust the scale, invert a…
The article explains how inflation, interest rates, and economic growth can shape crypto prices and liquidity. It recommends comparing crypto returns with inflation measures and traditional markets using rolling correlations and regression, since Bitcoin may…