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 operational guide explains how to run multi-contract portfolio strategies through VeighNa Elite Trader’s PortfolioStrategy module. It covers loading strategy classes, creating instances with symbols, gateways, and typed parameters, then initializing…
The article introduces algorithmic trading as a way to automate rule based strategies and reduce some burdens of manual trading. It describes bots as tools for applying predefined entry and exit conditions across markets, including trend following,…
This paper summary challenges common ways of measuring whether assets diversify one another during poor market conditions. It argues that estimating downside correlation only on observations when both assets perform poorly omits cases where one asset gains…
The USDX indicator estimates a dollar index from six exchange rates: EUR/USD, USD/JPY, GBP/USD, USD/CAD, USD/SEK, and USD/CHF. It applies fixed exponents to each rate and multiplies the result by a constant, producing a composite value intended to track the…
This overview surveys risks that can cause portfolio outcomes to diverge from expectations. It covers market exposures such as equity prices, interest rates, currencies, and commodities; credit and liquidity risks; concentration and operational risks;…
The document defines a Turkish lira basket index as the equally weighted average of the USDTRY and EURTRY exchange rates. It presents the index as a line in a separate chart window and describes two optional, customizable moving averages applied to a…
The research summary defines a trend turning point as a period when short-window and long-window time-series momentum signals point in opposite directions. It reports that more frequent turning points are associated with weaker risk-adjusted returns for…
The document introduces multi-task learning (MTL), in which one model addresses several related tasks and uses shared patterns and task-specific differences. It suggests that this can improve learning efficiency and predictive accuracy compared with training…
This strategy rotates between an equity fund and a government bond fund by comparing their returns over the prior quarter. At each quarterly decision point, it invests fully in whichever asset had the higher return during the ranking period, then holds that…
The article explains how liquid factor portfolios can approximate some hedge fund returns, potentially offering an accessible, lower cost substitute for investments with limited liquidity, high fees, or high entry barriers. It reviews linear multifactor…
This release note describes changes to Zipline 1.4.0, a quantitative research and backtesting platform. It removes implicit downloads of treasury and benchmark data, replacing benchmark retrieval with user-supplied files or instruments, or an option to run…
This document describes an indicator that displays Aroon Oscillator status across ten time frames. It uses the oscillator values from the most recently closed bars and marks each time frame with a colored square: pale pink when the oscillator is below its…
Using simple fruit-and-money stories, the essay offers an informal account of how land monetization, initial public offerings, asset repricing, and credit creation may relate to China’s property and equity markets. It distinguishes newly monetized land and…
Greatest Swing Value (GSV) compares recent upward and downward price movement measured from each session’s open. The indicator concept sums or averages moves from the open to the high and from the open to the low over recent periods, then flags a swing from…
This document describes a chart indicator that plots two ColorJFatl lines from different timeframes and fills the space between them with a cloud colored to represent market trend direction. The example defaults to hourly and four-hour timeframes. Inputs…
This reading note summarizes the KKT business-cycle index, a data-driven measure proposed in a referenced academic paper. The index uses Mahalanobis distance and statistical likelihood to compare current economic conditions with a robust-growth state,…
The document surveys crypto regulation developments reported across several regions and institutions. It describes the Financial Stability Board’s planned recommendations, the European Union’s MiCA framework for crypto assets, stablecoins, wallets and…
This document describes a bivariate Frank copula implementation for modeling dependence between two uniform variables. It provides methods to sample paired observations, calculate the copula density and cumulative distribution, and evaluate a conditional…
This article explains the All Weather approach as a way to build a portfolio without relying on precise economic-cycle forecasts. It frames the macro environment along growth and inflation dimensions, then describes matching stocks, bonds, commodities, gold,…
This report examines domestic Chinese fund products that provide exposure to Hong Kong equities and their role in broader asset allocation. It reviews access routes and fund types, including actively managed products and index funds, then compares the…
This overview explains the Kuramoto model, which represents interacting oscillators through phase dynamics. Each oscillator’s motion depends on its natural frequency, coupling strength, and phase differences with the others. Positive coupling draws phases…
This document outlines the development of US investment advisory services across four historical phases and describes the industry’s current structure. It proposes examining market scale, concentration, client types, service models, and fee arrangements, but…
This document describes a version of a period-candle indicator with a user-selectable timeframe input. The example configuration sets the chart period to four hours by default, while the input permits selection of another timeframe. The purpose is to make…
This indicator presents the direction of a color zero-lag JJRSX oscillator across ten timeframes. Each timeframe is represented by a square: green denotes a rising oscillator, pink denotes a falling oscillator, and gray denotes other conditions. The…