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 describes an indicator that displays up to eight CrossIndex candlestick charts within the current chart. Users can choose which panels to show, specify a symbol for each, and set whether each chart should be inverted. The example configuration…
This indicator presents the CMx oscillator’s status across ten timeframes in a single display. It compares each timeframe’s oscillator reading with the configured overbought and oversold thresholds, using gold for readings below the oversold level,…
This Freqtrade strategy example uses a five-minute trading timeframe and RSI readings from several higher timeframes and related markets. It calculates RSI for the traded pair on the base, 30-minute, and hourly periods, as well as for BTC against the stake…
The report describes an asset allocation approach that measures cycle states and uses machine learning to estimate the probability that assets will outperform one another. It reviews macroeconomic timing frameworks, then describes cycle factors derived from…
The report describes a framework that combines strategic asset allocation with tactical timing. Strategic weights favor assets that are relatively strong under different economic conditions, while tactical adjustments change overweights and underweights. Its…
This opinion piece argues that quantitative trading’s advantages extend beyond execution speed. It emphasizes systematic research and iteration: models can combine many fundamental and price-based signals, test relationships across historical data, and…
This document is a historical price table for a broad set of country and regional exchange-traded funds. It lists dates alongside one price series for each ETF, with examples spanning markets such as Japan, Brazil, Germany, India, and the United Kingdom. The…
RingSystemEA is described as a multi-currency expert advisor that forms currency rings from a configurable set of three to eight currencies. The user selects currencies through an external parameter and attaches the expert to a single chart; the chart and…
This survey outlines a broad set of systematic approaches across equities, currencies, futures, options, and fixed income. It describes cross-sectional signals such as price and earnings momentum, book-to-price value, volatility, and combinations of factors;…
The article questions whether asset pricing and investment can be understood only by predicting returns from company characteristics. It uses the example of rose prices on Valentine’s Day: prices rise when demand is concentrated and sellers are scarce, then…
The document summarizes a study of deep value episodes, defined as periods when the valuation gap between cheap and expensive securities is unusually wide relative to its history. The study examines individual stocks across global markets, equity index…
This indicator displays DeMarker oscillator conditions across ten timeframes to give a compact view of current market trends. Each line represents an indicator on a separate timeframe. Its color marks whether the oscillator is below the oversold threshold,…
This research summary tests whether hedge funds can time sector-specific returns and whether that ability predicts subsequent performance, flows, and survival. The study first removes market exposure from industry returns, then estimates fund-level timing…
This report summary presents a method for setting equity allocations across a retirement investment horizon when the investor has a specified terminal wealth goal. It works backward from that goal, optimizing allocations while controlling risk. Two objective…
This podcast recap explains how real-world assets can be represented on blockchains, with examples including real estate, commodities, stablecoins, and Treasury-backed products. It presents tokenization as a way to broaden access, improve transferability,…
The document explains how to create synthetic currency strength instruments in MetaTrader 5. For each currency, it combines readings from several currency pairs, where each reading represents the close price’s position within the recent high-low range. The…
This document describes an Expert Advisor that combines an indicator signal from three timeframes: M1, M5, and H1. The H1 indicator value selects the permitted position direction, either buying or selling. The two shorter timeframes then provide entry…
This brief indicator description explains a chart overlay that plots straight price channels from three timeframes on a single chart. It also draws each channel’s upper and lower boundaries, using line widths to distinguish the timeframes. A related version…
The document introduces tokenized equities as blockchain-based tokens representing traditional shares, exchange-traded funds, or other investments. It describes fractional ownership and broader geographic access as potential benefits, and says smart…
The indicator description explains a way to combine moving-average trend readings from several chart intervals into one view of bullish, bearish, or sideways conditions. It also uses dots to flag possible sideways movement and arrows to mark whether a…
This speech transcript outlines a research framework spanning short, intermediate, and long horizons. It associates short-term work with factor models and machine-learning stock selection, intermediate work with industry and style rotation, and long-horizon…
This brief description presents a higher-timeframe variant of the XMA_BBx7 indicator. A timeframe input lets the user select the chart period from which the indicator should draw its information; the provided example selects a four-hour period. The stated…
This 2018 report revisits whether the investment clock can guide asset allocation amid trade tensions and political shocks. Its traditional mapping assigns equities to recovery, commodities to overheating, bonds to recession, and cash to stagflation. It…
This discussion addresses duplicated work in multi-signal trading systems when each signal independently processes ticks and bars using a bar generator and array manager. It recommends centralizing those components in the main strategy when signals use the…