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 document outlines an expert adviser that receives data from six indicators: CCI, fast and slow moving averages, MACD, Stochastic, and RSI. Each indicator is instantiated across six chart periods ranging from one minute through four hours, giving the EA…
This podcast recap contrasts the sharp equity selloff after unexpectedly severe U.S. tariff announcements with Bitcoin’s relative price and implied-volatility stability. It discusses possible explanations, including earlier crypto deleveraging, seller…
This short discussion defines quantitative investing as analyzing financial-market signals with mathematical models to seek investment returns, with automated order placement as a possible part of the process. It identifies reduced emotional influence, the…
The document describes an indicator that displays the DeMarker oscillator across ten timeframes. For each timeframe, it uses the most recently completed bar and marks the oscillator’s state with a colored square: red when it is below the oversold threshold,…
The article examines how global equities, bonds, commodities, and diversified long-short style premia behave across economic growth, inflation, real-rate, volatility, and liquidity regimes. It constructs standardized macro indicators from U.S. economic and…
The document describes a MetaTrader expert advisor that can trade signals from the Stochastic oscillator across as many as four configured financial symbols. Inputs let the user enable or disable each symbol, specify symbol names, set stop-loss and…
The post describes adapting a daily macro timing tool so its computed signals are written to a table that strategies can query. The underlying process derives timing information from macroeconomic data using a series of calculations; the table is intended to…
This article summarizes research on whether mutual fund managers adjust market exposure ahead of rises and declines. It describes Treynor–Mazuy and Henriksson–Merton regression tests, augmented with market, size, value, and momentum factors, and compares…
This historical overview traces the independent development of the Capital Asset Pricing Model by Jack Treynor, William Sharpe, John Lintner, and Jan Mossin. It connects their different starting points to portfolio selection and corporate finance, and…
This presentation transcript surveys quantitative trading practices described for overseas markets. It explains how nontraditional inputs such as news sentiment, ESG reports, satellite imagery, and weather can be converted into structured signals, while…
The document surveys systematic fund approaches and the markets where they are commonly used. It distinguishes trend following, countertrend trading, statistical arbitrage, convertible arbitrage, fixed income trades, commodity spreads, and global macro or…
This reference explains a 24-hour analog clock that displays Greenwich Mean Time alongside the scheduled open and close status of major exchanges across Asia-Pacific, the Middle East, Europe, and North America. It lists session hours in GMT and distinguishes…
The post proposes a U.S. ETF portfolio with fixed target weights: 30% in long-term Treasury exposure, 25% in gold, 20% in intermediate-term Treasury exposure, 15% in a triple-leveraged Nasdaq-100 fund, and 10% in a double-leveraged S&P 500 fund. It asks for…
HLBands is a chart indicator for displaying price levels from a selected timeframe, including on a chart with a shorter timeframe. It can show the period's open together with either its high and low or its open and close. A period setting controls which…
This documentation explains how to use Polygon as a historical price-data source for LumiBot backtests across stocks, options, forex, and cryptocurrencies. It describes supplying an API key, selecting a backtest date range, and running a simple example…
The article compares the first 30 trading days of US spot Bitcoin and Ethereum ETFs, examining net flows, assets under management, issuer patterns, and asset prices. It reports substantial Bitcoin ETF inflows alongside redemptions from Grayscale, while…
This document describes an indicator that displays the daily price change as a percentage for four selected financial instruments. Its purpose is to let a trader compare current daily moves across several instruments in one view. The source notes that the…
This document summarizes lifecycle funds, which adjust their asset allocation as a target date approaches. The described approach gradually reduces portfolio risk over time, with the aim of matching investment risk to the holder’s changing capacity for risk…
This podcast summary describes SOMA.finance’s plans to connect traditional finance with blockchain markets through token issuance, a decentralized exchange, and yield products. It says the platform aims to support tokenized securities and digital assets,…
Unity derives comparable values for currencies and metals from the quoted exchange rates between them. In a simple example with a currency pair and gold, it treats each asset as having an underlying value, then adds a constraint that the sum of squared…
The MultiRVITrend_x10 indicator displays the Relative Vigor Index (RVI) state across ten timeframes. Each line represents one timeframe, with pink indicating an oscillator reading below its oversold threshold, blue indicating a reading above its overbought…
The document explains how a candle feed combines historical and live exchange data to maintain a rolling OHLCV window. Traders can configure the data source, trading pair, candle interval, and maximum number of stored records, then use the resulting data…
This research summary links debt-cycle phases across government, financial, and household sectors to movements in bonds, equities, and commodities in China. It describes a transmission mechanism: rising leverage and easier credit may support bond prices,…
This report summary reviews Chinese private securities funds and market conditions around July 2018. It covers equity, bond, and commodity performance, the size and formation of the private-fund sector, and median fund returns overall and by strategy. It…