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 report summary reviews Markowitz portfolio theory and its mean-variance efficient frontier, then questions the normal-return assumption underlying variance as a complete measure of risk. Since observed asset returns can be sharply peaked and…
This overview describes Chan theory as a chart-analysis framework built from nested price structures. It moves from processed candlestick fractals to strokes, segments, and overlapping consolidation zones, then classifies larger moves as advances, declines,…
This brief note describes a version of the MFIWithFlat indicator that lets the user choose its calculation timeframe through an input parameter. The example default is a four-hour period, allowing the indicator to use a selected higher timeframe while…
The document summarizes a research paper that uses a neural network to produce portfolio weights for exchange-traded funds. Instead of forecasting expected returns and then feeding those forecasts into a conventional optimizer, the approach directly tunes…
This Chinese-language seminar summary frames AI adoption as a response to falling asset-management margins despite growing assets under management. It sketches a progression from adjusting active portfolios using factor analysis, to building long-short…
This report proposes diversifying portfolios across market, style, and strategy risk premia rather than allocating only among broad asset classes. It uses representative global equity, bond, and commodity indices to construct long-only strategies reflecting…
This review summarizes historical evidence on how assets and active strategies performed during periods of high and rising inflation in the United States, United Kingdom, and Japan. It defines inflation episodes using accelerating year-over-year inflation…
This review summarizes historical evidence on how assets and active strategies performed during periods of high and rising inflation in the United States, United Kingdom, and Japan. It defines inflation episodes using accelerating year-over-year inflation…
This indicator identifies three-candle Fair Value Gaps (FVGs) across four configurable timeframes and displays unfilled zones on the active chart. A bullish gap occurs when the first candle’s high is below the third candle’s low; a bearish gap occurs when…
This document is available here only as a Chinese-language title and outline, with the body represented by a link to a PDF. The outline describes a quantitative approach to asset allocation that separates strategic allocation from tactical allocation. It…
Synthetic crypto assets are blockchain tokens designed to provide indirect exposure to real-world assets. The document frames them as crypto derivatives: like futures or options, they track the price of an underlying asset such as a stock, fiat currency, or…
This document is a monthly price-level table for Bitcoin alongside the S&P 500, gold, long-term U.S. Treasuries, and emerging-market equities. It runs from July 2010 through August 2021 and provides dated observations for each series, with the final…
This review examines target-risk funds, which aim to maintain a relatively stable portfolio risk level through fixed style categories such as aggressive, moderate, and conservative. It describes their role in US retirement accounts, their fund-of-funds fee…
The article explains how tokenization represents claims or economic rights linked to tangible and intangible assets as blockchain-based tokens. It describes fractional ownership and the use of smart contracts to automate functions such as settlement and…
This report outlines a strategic and tactical framework for multi-asset allocation. Strategic allocation favors assets with relative strength over a medium-term horizon, while tactical timing adjusts asset weights according to changing conditions. The…
The document summarizes research on whether hedge funds that perform well continue to do so, depending on overall market conditions. It describes two performance measures based on returns across hedge fund industries: RET_DOWN for weaker markets and RET_UP…
The document presents a flow-based framework for macro trading, arguing that traders should study how liquidity and credit move through central banks, commercial banks, companies, and shadow banks. It explains how bank lending creates deposits, why…
The document presents a relative strength ranking indicator for comparing stocks, ETFs, or futures within a chosen universe. It combines short- and long-term price movement relative to moving averages, averages those components, and divides by a 10-day…
A short forum exchange addresses an error that occurs when a portfolio backtest combines instruments, even though testing each instrument individually works. The reply attributes the problem to a data update that lacks a bar for the JD9999 symbol and…
This document is a QuantStats performance tearsheet comparing a strategy labeled Ray Dalio Luna with SPY over the stated January 4–15, 2026 interval. It reports return and risk statistics, including a 1% total return for both, a 63.01% annualized return for…
MultiSilverTrend_x10 is an indicator that displays SilverTrend trend information from ten separate timeframes. Each line represents an indicator for one timeframe, with line and point colors tied to the original indicator’s candlestick colors. A colored…
This indicator description explains how a T3 trend tool can be displayed as an oscillator using floating levels. It can use an extended set of price inputs and identify changes through three kinds of events: crossing outer levels, crossing the middle or zero…
This indicator overlays candles from a chosen higher timeframe onto a chart using a lower default timeframe. It aggregates lower-timeframe bars into higher-timeframe open, high, low, and close values, detecting when a new higher-timeframe bar begins. A shift…
This document summarizes a research note on building a systematic framework for allocating among asset classes, with a focus on domestic equities and bonds. It says the research team had worked on asset allocation for several years and began consolidating…