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.
21,023 documents
This essay argues that quantitative, discretionary, short-term, long-term, active, and passive approaches coexist within a market ecosystem. It warns that historical models can fail in unusual conditions, crowded strategies may lose their edge, and…
The report treats corporate events as equity style factors and evaluates them within a multi-factor research framework. It describes differences in event prevalence across industries and relationships between event factors: private placements and dividends…
The document describes a simple price/volume indicator that divides price by volume and uses a simple moving average as its price input. It offers only a brief description of the calculation and does not specify a formula for the averaging period, signal…
The post describes an equity screen combining company profitability, market capitalization, and a measure of today’s increase in holdings. Its stated conditions include companies without losses and a buying-activity threshold above 5%. The title refers to…
The indicator described here displays the standard Commodity Channel Index as a histogram after rounding its values to selected increments. Available settings range from no rounding through division by progressively larger values, including a coarse setting…
This note describes a modification to the Stochastic RVI signaling approach attributed to John Ehlers. The original method uses a trigger line that the document characterizes as functioning like an exponential moving average. Although that trigger may be…
This stock-selection screen combines a daily price-range condition, a minimum circulating market value, and a profitability filter requiring return on equity above a stated threshold across five years. The document presents the combination as a way to find…
This introduction explains technical analysis as the study of an asset’s price history and chart behavior to inform trading decisions. It presents charts as a visual way to inspect past prices, current direction, movement variability, and signs of market…
This method uses principal component analysis to separate broad equity return drivers from stock-specific residuals, then trades residual portfolios expected to revert toward equilibrium. Returns are standardized before estimating their correlation matrix;…
This tutorial introduces feedforward neural networks, convolutional neural networks, recurrent neural networks, and LSTMs. It explains how perceptrons combine features with learned weights and an activation function, how layers build representations, and how…
The study estimates duration for medium- and long-term pure bond funds using rolling regressions of fund returns on bond-index returns across maturity segments. It compares constrained linear regression, stepwise selection, and LASSO, selecting LASSO to…
This Expert Advisor provides a framework for testing whether the previous trading day’s direction predicts continuation or reversal on a selected weekday. Users can choose weekdays and compare entries that follow or oppose the prior day’s move. Positions may…
The article introduces financial time series as sequential observations modeled as realizations of stochastic processes. It identifies trends, seasonal variation, and serial dependence as recurring features, with volatility clustering and commodity…
Aroon Horn is described as a trend-direction indicator built from the Aroon indicator. It aims to filter minor price fluctuations and displays bullish, bearish, and filtered or neutral readings with different colors. The user can adjust the calculation…
The document explains factors as measurable characteristics of assets that can serve as inputs to quantitative models and investment strategies. It outlines four common feature-engineering steps: cleaning missing or erroneous observations, standardizing…
This document introduces an indicator that draws a vertical histogram representing the distribution of extreme prices. It identifies the author and says the indicator was originally written for MQL4 and published in 2012. The available description is brief:…
MT4Orders QuickReport is a browser-based reporting tool for trades from MT4, MT5, and virtual testers. It moves report calculations and chart generation into JavaScript and paginates large reports. The described views include profit and loss over time,…
GMACD is presented as a two-line MACD indicator intended for trading platforms that do not include this variant by default. The description identifies configurable smoothing methods for the histogram and signal line, along with fast and slow moving-average…
The document describes a market indicator inspired by Edgar Peters’s work and based on the Bollerslev GARCH model. It presents the indicator as a way to track changing volatility: its value rises when market volatility is high. The author also suggests that…
This research summary presents a framework for replicating the returns of an index, fund, or individual stock with a selected set of holdings. It first applies LASSO regression to choose securities that capture the target portfolio’s characteristics, then…
The document describes the Forecast Oscillator, attributed to Tushar Chande and based on his Time Frame Forecast method. It says the indicator compares the applied price with the prior time-series forecast and expresses the difference as a percentage of…
A strategy performance report brings together trade records, returns over different periods, graphs, and summary statistics for either historical tests or live trading. The document recommends beginning with total net profit, profit factor, percent…
This study note explains how to build a directed stock network from news coverage: a stock named in a headline is treated as a lead, while stocks mentioned in the article body are followers. Edge weights count their co-occurrences over a rolling window. The…
This indicator is designed to add context to bullish and bearish engulfing patterns. At a bearish engulfing, it counts the consecutive prior closes above a moving average; at a bullish engulfing, it counts consecutive prior closes below the average and…