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 research note distinguishes continuous timing systems, which maintain a directional view, from event-driven signals that become meaningful only under specific conditions. Event signals are described as relatively infrequent but potentially more reliable…
This report overview describes Vanguard’s growth, product mix, and emphasis on keeping investment costs low. It presents historical figures for assets, product counts, investor reach, and average fees, and discusses the firm’s expansion into ETFs and…
This essay contrasts three broad approaches to investing through Warren Buffett, George Soros, and James Simons. It describes Soros’s reflexivity framework, in which investor beliefs can move prices and price changes can then reinforce those beliefs. Buffett…
The Trend Dashboard Indicator summarizes trend directions across nine chart intervals, from one-minute bars through monthly bars. It combines three standard technical indicators: the Stochastic oscillator, the Relative Strength Index, and the Commodity…
This introductory guide compares two versions of a quantitative data platform and outlines programming skills for building research workflows. It describes the newer platform as using SQL for data access and calculations, while the older version uses a…
This document describes a MetaTrader indicator for mapping smart money concepts on price charts. It displays internal and swing structure, break-of-structure and change-of-character events, swing labels, order blocks, fair value gaps, equal highs and lows,…
This indicator summarizes active trend conditions using seven Blau Stochastic indicators configured for different timeframes. It plots one line for each timeframe's indicator, allowing the values to be viewed together. A line turns dark lime when its…
This note describes a color-coded trend filter built from a fast moving average and an inverted Bollinger Band. It classifies conditions as upward when the average is above the upper band, downward when it falls below the lower band, and undefined when it…
This indicator description explains how to display the open, high, low, and close associated with a selected period on a chart. It supports multi-timeframe use, so the plotted price levels can come from a timeframe different from the chart’s current one. A…
This example organizes an AI-assisted sector ETF strategy into research pods for technology, financials, healthcare, energy, and consumer sectors. The pods rank ETFs using recent news and macroeconomic context, with optional company or sector filings where…
This indicator description presents an extension of an RSI slope divergence tool. It adds optional background coloring for possible channels and supports analysis on multiple time frames. In addition to standard platform intervals, it offers settings that…
The document describes two Monetary Authority of Singapore initiatives using distributed ledger technology: Project Guardian, which explores institutional asset tokenization, and Project Orchid, which develops infrastructure relevant to retail central bank…
This report summary outlines a fixed-income-plus-equity portfolio design in three stages: strategic allocation, tactical timing, and capital management. Strategic weights are set with a mean-variance model using broad equity and bond indices, with periodic…
This document outlines a simplified Merrill Clock approach that classifies economic conditions using the direction of year-over-year GDP and CPI changes. It applies moving averages to reduce short-term noise and delays the economic data by one period in…
This document summarizes a Q2 2024 survey of 100 senior digital asset professionals and interviews with industry contributors. Respondents report existing crypto allocations and expectations for further adoption. They also describe potential blockchain…
The document explains VeighNa's standardized datafeed configuration and lists supported providers, their broad instrument coverage, and available data frequencies. Configuration uses a provider name and credentials, with a token placed in the password field…
The document explains why current rates for senior, junior, and mezzanine real estate financing are difficult to estimate from a single benchmark. Borrowing costs vary with the risk-free rate, the project’s risk premium, and the developer’s perceived credit…
The document distinguishes portfolio returns across securities at one point in time from cumulative returns across time. In its example, the daily portfolio return comes from comparing the combined closing value of one share of each holding with their…
The document proposes a framework that uses macroeconomic and market variables to find historical periods resembling the current environment, then identifies which asset class, investment style, or strategy performed better in those periods. Candidate inputs…
The document asks whether quantitative global macro trading is a form of statistical arbitrage. It describes statistical arbitrage as trading on expected mispricing in asset relationships, often using regression models and mean reversion, while global macro…
The document discusses how exchange-rate movements can change countries’ relative costs in international trade. In the example, currencies in several Asian economies depreciated during the 1997 crisis while Hong Kong’s currency remained linked to the US…
The document distinguishes two US real estate performance measures. NAREIT indices track returns on publicly traded REIT shares, so they reflect investments in listed companies rather than direct ownership of the properties those companies hold. NCREIF…
The document asks how performance attribution can separate an asset’s local-currency return from the foreign-exchange return when reporting in a base currency. It presents the continuous-compounding identity that expresses the base-currency return as the sum…
The document asks where covariance shrinkage belongs in a Black–Litterman workflow: on the covariance input used to estimate posterior returns and risk, or on the posterior covariance after running the model. The accepted response recommends estimating the…