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
The document describes an indicator that displays BrainTrend2_V2 trend colors across ten separate timeframes. Each line represents an instance of that indicator, with its color reflecting the source indicator’s candlestick state. This lets a trader compare…
This indicator presents trend information by tracking the positions of Chandelier Stops calculated across ten timeframes. Each plotted line corresponds to one timeframe’s indicator. The line color indicates whether the stop is below the chart’s minimum price…
This study examines whether generative adversarial networks can produce realistic multi-asset financial time series. It combines the convolutional architecture of DCGAN with the Wasserstein-distance loss used by WGAN: convolutional layers replace some…
This strategy rotates among a fixed pool of 11 ETFs spanning several asset classes and markets. Every five trading days, it ranks candidates using a 25-day linear-regression slope multiplied by R-squared, then adds a short-term signal based on the five-day…
The document describes a chart indicator that draws one vertical line each month at a user-specified time. It uses indicator buffers with a two-part histogram drawing style. The line can be shown in the main price chart, and the text recommends placing it…
This overview surveys private fund investment approaches, outlining how managers combine asset selection, portfolio construction, and risk management. It covers equity long-only, long-short, and market-neutral strategies; managed futures trend and arbitrage…
This report summary introduces entropy pooling as a way to incorporate qualitative or quantitative views into a risk model by updating a probability distribution. It contrasts the approach with the Black–Litterman model, describing broader choices for risk…
The document describes a higher-timeframe version of the LaguerreFilter indicator. Its distinguishing feature is a user-selectable chart period, with the supplied input example defaulting to a four-hour timeframe. This lets the indicator use a chosen period…
This overview presents fixed-income-plus investing as a way to seek steadier returns by combining bonds and equities. Its central portfolio argument is that historically low, often negative, correlations between Chinese stocks and bonds can let an…
The document outlines a portfolio-allocation framework built around five macro risk factors: economic growth, consumer inflation, producer inflation, interest rates, and exchange rates. It describes constructing tradable factor proxies, reducing overlap…
The document introduces tactical asset allocation (TAA) as a systematic, relatively low-frequency approach to adjusting a diversified portfolio. It contrasts TAA with both buy-and-hold investing and short-term trading, and describes potential benefits such…
MultiMACDSignal displays trend information using six MACD indicators calculated on different time frames. Each indicator appears as a separate line, with color indicating the relationship between the MACD histogram and its signal line: green when the…
This indicator presents the direction of ColorZerolagJCCX across ten separate timeframes. It encodes oscillator movement visually: rising movement is light blue, falling movement is pink, and other conditions are gray. Dots mark changes in the bar for each…
The document summarizes lifecycle fund design through human-capital theory and liability-driven dynamic asset allocation. Under stated assumptions, it says an optimal glide path can be derived analytically, and discusses how design factors affect the path.…
This indicator displays whether candles are rising, falling, or unchanged across intraday and longer timeframes, from one-minute bars through monthly bars. It compares each candle’s open and close, then uses a color-coded text label to show the direction for…
The document outlines a framework for allocating across asset classes according to macroeconomic trends. It first identifies whether individual indicators are rising or falling, using historical averages or filtering, then compares asset returns over the…
The document introduces quantitative investing as an approach that uses numerical models to build an investment process, contrasting it with methods that rely more on qualitative judgment. It describes how quantitative methods can combine computing with…
This short assignment response defines quantitative investing as turning recurring patterns observed through statistical analysis of financial markets into structured methods for future trading. It mentions stocks, futures, and digital assets, and describes…
This document introduces a series on building a multi-currency Expert Advisor that coordinates several trading strategies in one system. The design aims to make parallel strategies easier to manage on a shared trading account. The articles describe a…
The document examines how trend following could address the equity risk concentration in conventional target-date funds. Their glide paths reduce stock allocations as retirement approaches, yet the portfolio may remain dominated by equity risk, leaving…
The document describes an indicator that plots two ColorX2MA lines calculated on separate, selectable timeframes and fills the space between them with a cloud. The cloud color is intended to represent the prevailing trend direction. Its inputs allow users to…
MACD-V modifies the classic MACD by scaling the difference between short and long exponential moving averages by the asset’s average true range, then multiplying by 100. The resulting momentum reading is designed to be more comparable across time and markets…
This document explains copula-based measures for comparing financial return series by separating marginal distributions from dependence. It presents Spearman’s rho as a rank-based dependence measure and contrasts it with Pearson correlation, which captures…
This Chinese-language summary reviews a quantitative research team’s 2017 results across four areas: multi-asset allocation, index enhancement, factor timing, and commodity trading adviser strategies. It reports that an equity-and-bond active risk-parity…