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 MQL5 indicator description explains an alpha-beta filter that smooths price while estimating trend velocity. Each bar, it predicts price and velocity from the prior state, then updates both using the observed close and the prediction error. Alpha…
The document describes a chart indicator that displays candles from a selected higher timeframe on the current chart. A timeframe offset selects how many steps above the current chart timeframe to use, and a bars-back setting controls how many…
This report discusses using optimization methods for asset allocation and portfolio construction, especially when objectives are complex, high dimensional, discontinuous, or heavily constrained. It argues that the in-sample optimum may not remain optimal in…
This Chinese-language document outlines how asset allocation models and fund portfolios can support wealth management. It frames portfolio design as a way to make investment choices more accessible to clients facing gaps in financial knowledge, behavioral…
The indicator plots open, high, low, and close levels from prior yearly, quarterly, monthly, weekly, daily, four-hour, or one-hour periods. Settings let users choose which time frames and price values to show, while a lookback setting selects how many…
This overview explains how environmental, social, and governance considerations can enter investment decisions alongside conventional financial analysis. It surveys approaches including positive and negative screening, thematic allocation, impact investing,…
This Chinese-language survey discusses fundamental allocation, mean-variance optimization, Kelly-CVaR, Black-Litterman, and risk-parity approaches. Fundamental methods include mapping economic-cycle phases to asset weights and using macroeconomic factors to…
This document explains a chart overlay that marks the Tokyo, European, and US trading sessions with colored backgrounds. It also describes optional shading for lunch periods and a distinct color for the overlap between European and US hours. The intended use…
The document describes a chart-based dashboard for scanning RSI and stochastic indicators across multiple timeframes. It displays both the main stochastic value and its signal line, alongside RSI readings. Input controls placed on the chart allow users to…
This document explains a chart indicator that displays the Money Flow Index (MFI) oscillator state across ten timeframes. For each timeframe, it checks the most recently completed bar and colors a square according to whether MFI is below the oversold…
This brief note describes a higher-timeframe variant of the XPVT indicator. A user-selectable timeframe is exposed as an input parameter, with a four-hour period shown as the default. This allows the indicator to use a chart period different from the current…
This document summarizes two discussions of portfolio diversification. The first describes Bridgewater’s explanation of risk parity and its All Weather strategy, including a comparison with traditional portfolios and responses to common criticisms. The…
This indicator overlays JFatl candles from a higher timeframe as filled rectangles on a chart. It uses filling buffers to render each candle’s body and shadows: bullish and bearish bodies receive different colors, as do the shadows. The description is about…
This research summary reviews how unexpected U.S. monetary policy changes affected U.S.-registered stock and bond mutual funds from 2009 through early 2017. It measures policy surprises using narrow-window changes in Treasury yields around Federal Open…
This report explains the structure of US retirement savings, focusing on employer defined contribution plans, defined benefit plans, and individual retirement accounts. It describes the 401(k) as a participant-directed plan supported by tax advantages and…
This brief example introduces a recursive structure for calculating an indicator across multiple timeframes. It separates the indicator’s calculation from the process that retrieves higher-timeframe data, so either part can be adapted independently. The…
MultiT3_TRIXx7Signal summarizes active trends using seven T3_TRIX indicators, each associated with a different timeframe. It displays one line for each indicator: dark blue indicates a rising T3_TRIX cloud, while pink indicates a falling cloud. Colored dots…
The document summarizes research on long memory and fractal behavior in returns across global equity markets. It describes a multivariate wavelet approach intended to examine long-term dependence jointly across markets, rather than treating each market's…
The document presents several model-generated views on investing, quantitative trading, and platforms such as BigQuant. Its investing discussion emphasizes asset value, the time value of money, risk and return, opportunity cost, diversification, and…
This indicator presents DeMarker oscillator readings for selected timeframes in a customizable chart text panel. Users can adjust the panel’s size and font and hide timeframes they do not need. The display supports up to ten simultaneous indicator instances,…
This document describes a multi-timeframe version of a relative moving average indicator. In addition to the standard timeframes available in MetaTrader 5, it offers choices for the next higher timeframe, the second higher timeframe, and the third higher…
This indicator displays three Stochastic Oscillators calculated on user-selected timeframes in a separate chart window, together with their average value. Its inputs let the user set the %K, %D, and slowing periods, define overbought and oversold levels,…
This example builds a macro ETF portfolio through several AI roles: agents assess growth, inflation and rates, debt and liquidity, and challenge one another’s conclusions. A trading agent then combines their views into a diversified basket drawn from equity,…
This report uses a cycle model to assess global markets in 2018. It identifies recurring short, medium, and long cycles in year-over-year financial and economic indicators, and says regression analysis supports their role in asset-price movements. The…