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 article summarizes commentary on Chinese quantitative private funds following drawdowns that began in the fourth quarter of 2021. It compares index-enhancement, market-neutral, and hybrid quantitative approaches. Index-enhancement returns were described…
This introduction explains correlation as a statistical measure of how variables move together, focusing on Pearson correlation for linear relationships. It describes the coefficient’s range from negative to positive one, with the sign indicating direction…
This brief VeighNa community exchange concerns downloading custom Wind indices through the platform’s data-management interface. A user asks whether self-defined index series, including weighted commodity indices, can be fetched and what code and exchange…
This resource organizes a broad curriculum for learning quantitative investing. It begins with the idea of using financial data and mathematical models to guide decisions, then groups learning materials into strategy examples, market and risk fundamentals,…
This timing strategy trades a basket of ETFs representing international equity markets, gold, agricultural commodities, and oil. Its stated portfolio idea is to combine assets with low correlations, then use a golden cross to enter and a death cross to exit.…
MultiMartin is a multi-symbol expert adviser built around a reversal strategy that increases trade size after each loss. The sequence continues until a profitable trade occurs or a configured multiplication limit is reached, after which the next trade…
This indicator description explains how to display four ZigZag series from different timeframes—hourly, four-hour, daily, and weekly—together on one chart. The chart should use the shortest of those timeframes for the display to align correctly. The author…
This 2019 outlook reviews China’s financial product and asset management markets amid regulatory change. It argues that rapid market expansion had already slowed before the new asset management rules, with aggregate assets contracting in 2018. The report…
This overview describes LumiBot as a Python framework for building rule-based strategies, AI agents, or systems that combine both. It presents a workflow that starts with a demo backtest, then lets users edit a generated strategy, run historical simulations,…
This short learner response defines quantitative investing as using scientific inputs, such as mathematics, public opinion data, or financial information, together with software to make investment decisions partly or fully automatically. It identifies…
This event description outlines a defensive quantitative fund of funds approach built around diversification across asset classes. It proposes combining macroeconomic conditions—growth, interest rates, inflation, and credit—with market-level measures such as…
This article examines how often an investor should make decisions when each decision reflects some degree of skill and incurs trading costs. It models repeated independent outcomes and argues that expected compounded return depends nonlinearly on skill,…
This implementation outlines a workflow for building a mean-reversion spread from three or more assets. It fills missing price observations using forward filling or spline interpolation, converts prices to logarithms, and applies the Johansen procedure to…
The report combines risk parity with the Black-Litterman framework to build stock-and-bond and broader multi-asset portfolios. It uses risk-parity weights as the prior allocation, short-term momentum as an investment view, and Black-Litterman to estimate…
The indicator described here plots Relative Strength Index values for four user-selected instruments in a shared indicator window. Users can choose the instruments, set a separate display color and style for each, and configure the RSI period and applied…
The document outlines a framework that combines monetary and credit conditions to time Chinese equities and bonds, then adds momentum, oil, or inflation signals for commodities, equities, and bonds. It argues that monetary policy can lead markets because of…
This document explains a multi-timeframe trend display built from the ColorZerolagMomentumOSMA indicator. It presents the indicator’s direction across ten timeframes at once, with each line corresponding to one timeframe. The display uses light blue for a…
This guide recommends six books for readers learning quantitative and algorithmic trading, describing the topics each covers and the intended audience. The selections span professional quant fund operations, system building, momentum and mean-reversion…
This research summary explains why monthly and year-over-year macroeconomic readings can mislead when economic series contain seasonal and calendar effects. It describes X-13-ARIMA-SEATS as a widely used adjustment approach and emphasizes that seasonal…
The document describes an indicator that estimates volatility, directional price amplitude, and the difference between them. It builds range-based trend levels, counts price behavior relative to a trend line, and uses those counts to set a lookback period…
This document describes a MetaTrader 5 dashboard that scans multiple symbols and timeframes for Wolfe Wave chart patterns. Its detection rules use alternating pivots and the convergence of two pattern lines, with configurable tolerances and limits on pattern…
This brief note describes a version of the XFatlXSatlMACD indicator that lets the user choose its calculation timeframe through an input parameter. The shown default is a four-hour period. The indicator is intended to use the selected timeframe, allowing its…
This document describes a multi-symbol Expert Advisor that trades London-session breakouts from the pre-London Asian range. It places pending buy or sell stop orders only beyond the corresponding range boundary. Parabolic SAR swing levels anchor entries and…
This configuration describes a multi-asset systematic trading framework that combines rules for breakouts, relative and absolute momentum, moving-average trends, carry, acceleration, and skew-related factors. The rules use multiple horizons and include…