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 summary outlines a strategic allocation model that maps Chinese equities and bonds to underlying macroeconomic risks. It uses principal component analysis to define five factors: economic growth, interest rates, credit, term spread, and…
The document outlines the role of an integrated quantitative trading platform. It describes a workflow that brings market data analysis, strategy development, historical backtesting, risk assessment, and automated execution together. It also notes that…
This report surveys asset-allocation approaches grouped by their inputs: mean-variance models, risk-allocation models, and subjective methods. It expresses several optimization-based risk models, including mean-variance, risk parity, and maximum…
The document introduces quantitative investing as using computer technology to analyze investment data, make trading decisions, and execute trades. It outlines two practical advantages: computers can process large amounts of information quickly, and…
This Chinese-language report reviews the development of China’s quantitative fund industry across three periods: before 2010, 2010–2015, and 2016 onward. It outlines a strategy landscape spanning market-neutral equity, index enhancement, quantitative stock…
This indicator summarizes current trends across ten timeframes using the colors produced by a Wajdyss Ichimoku candle indicator. Each line represents a separate indicator for one timeframe, and its color reflects the corresponding candle color. Colored dots…
The article reviews a historical-data study comparing value averaging (VA), dollar-cost averaging (DCA), and a randomized contribution schedule across equity, gold, and commodity indexes. DCA invests a fixed amount at regular intervals. VA instead sets a…
This algorithm allocates among five ETFs representing US stocks, foreign stocks, bonds, real estate, and commodities. It ranks them by trailing 12-month rate of change, selects the three with the strongest momentum, and assigns them equal portfolio weights.…
The document describes a higher-timeframe option for the XFisher_org_v1_Candle indicator. A timeframe input lets the user select the chart period from which the indicator operates; the provided default is a four-hour period. The feature allows the candle…
The forum exchange answers where VeighNa Elite stores downloaded market data and how to change that location. A reply points users to the Elite database configuration and says to set its database path to the folder where the database should reside. This…
The report explains the Black-Litterman model as a portfolio construction approach that starts from market-equilibrium expected returns and blends them with an investor’s views. It describes the prior return estimates as grounded in CAPM and mean-variance…
The article describes an architecture that combines iTick market feeds, other economic and alternative data, and DeepSeek-R1 to support quantitative research workflows. It proposes attention-based data fusion, automated strategy variant generation,…
The document summarizes U.S. retirement accounts, especially 401(k) plans and IRAs, as flexible account structures that offer a broad range of investments. It reports that mutual funds represent about half of assets and describes equity funds as the largest…
The document explains the traditional 60/40 allocation: 60% in equities and 40% in bonds, periodically rebalanced to restore those weights. It presents the portfolio as a simple, low-cost benchmark that can use domestic or global assets. Its rationale is…
This brief note describes ExVolV2_HTF, a version of the ExVolV2 indicator with a user-selectable chart timeframe. The timeframe is exposed as an input parameter and defaults to a four-hour period, allowing the indicator to reference a chosen interval. The…
This report develops indicators from the gap between actual Chinese economic releases and market forecasts. It groups indicators into growth, liquidity, and inflation categories, assigns expected effects on domestic equities, bonds, and commodities, and…
This document describes a portfolio allocation overlay that uses rolling economic drawdown as a control target. It adjusts allocation weights using drawdown measured over a moving window while accounting for the time value of money, aiming to reflect…
The article explains constant proportion portfolio insurance (CPPI) by building it up through five related allocation strategies. It starts with investing only interest income in stocks, then considers the present value of future interest, reserving enough…
The MultiBullsBearsEyesTrend indicator presents the BullsBearsEyes oscillator state across ten timeframes at once. Each line represents one timeframe’s indicator reading, giving the user a compact way to compare whether oscillator conditions are aligned or…
This document compares long-only index funds, index-enhanced funds, and quantitative funds in the Chinese public fund market. It notes differences in fees and subscription or redemption efficiency, and frames market, sector, size, and other style exposures…
This overview surveys a broad range of investment approaches and the decisions they emphasize. It covers value and growth selection, quantitative modeling, momentum, income generation, index investing, and diversification across asset classes. It also…
The MultiStochasticTrend_x10 indicator displays the Stochastic oscillator state across ten separate timeframes. Each line represents one timeframe’s oscillator, giving a compact view of whether readings are in oversold, overbought, or intermediate territory.…
This strategy takes monthly long or short positions across a diversified set of commodity, currency, equity-index, and government-bond futures. For each contract, it compares its excess return over the previous 12 months with zero, going long after a…
This short assignment defines quantitative investing as using data-based portfolio strategies to seek steady investment growth. It presents automation and reduced emotional influence as advantages, while identifying a steep learning curve and substantial…