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 describes a MetaTrader 5 version of the Elliott Wave Oscillator that lets the user choose the indicator’s calculation timeframe through an input parameter. The example default is a four-hour period, allowing the indicator to be configured…
This reading list summarizes three studies on portfolio construction. One develops a finite-horizon allocation framework using nominal assets, with closed-form optimal strategies and utility. It describes how hedging demand depends on the investor’s horizon,…
This article outlines how an early-stage hedge fund or CTA can prepare to seek institutional allocations. It describes three fundraising routes: the manager’s professional network, third-party marketers, and prime brokers’ capital introduction services. It…
This report surveys several approaches to allocating across asset classes: macro and cycle-based fundamentals, mean-variance optimization, Kelly-CVaR, Black-Litterman, and risk parity. It describes a macro model that separates directional forecasts from…
This report examines three connected areas of China’s technology sector: 5G communications, artificial intelligence, and semiconductor chips. It presents 5G as infrastructure for faster data transfer and connected devices, AI as an application area that…
This project explores combining strategies associated with different market styles. The author says market styles can persist over a period, so a strategy that fits a clearly expressed style may adapt better to prevailing conditions. They changed a provided…
This indicator overlays levels from six moving averages, each calculated on a selectable timeframe and displayed in the active chart window. The example defaults span short intraday intervals through daily data, allowing a trader to compare price with…
The document introduces VeighNa, an open-source Python framework for quantitative trading, with particular attention to its vnpy.alpha module. That module organizes research into feature creation, model training, strategy development, and workflow…
The document introduces the VIX as an options-derived measure of expected volatility over roughly the next 30 days, then describes the idea of adapting a similar measure to markets beyond the major US stock indexes. It names possible applications such as…
This research overview examines risk parity within the broader development of portfolio allocation methods. It describes several risk measures and risk-allocation principles, emphasizing Euler allocation to define each asset’s contribution to portfolio risk.…
This April 2020 industry-allocation update describes a framework that combines earnings and valuation context with macroeconomic state signals, historical pattern matching, trend measures, and public-fund positioning. Its macro component responds to weaker…
The article describes a framework that links macroeconomic and style factors with traditional asset-class allocation. It proceeds from selecting factors and estimating asset exposures to building factor-mimicking portfolios, forecasting their returns,…
The document describes a multi-timeframe version of the ChannelsFIBO_v2 indicator. Its distinguishing setting is a source-data timeframe parameter: the indicator can display the situation associated with a chosen chart period even when the user’s active…
CandlesticksBW_x10 is a MetaTrader 5 indicator that displays candlestick colors from ten configurable timeframes alongside the chart bar selected by the user. The listed defaults span hourly intervals through daily, weekly, and monthly periods. A signal-bar…
This historical essay introduces John Maynard Keynes’s views on probability and uncertainty, drawing on his work in probability theory and economics. It contrasts objective probabilities, which may exist independently of human beliefs, with the estimates…
The document describes two scripts for changing the vertical scale across all open charts. One switches every chart to automatic scaling; the other applies fixed scaling. For fixed scaling, the user specifies a percentage of the current price, and the chart…
The article surveys the development of quantitative trading through stories about Jules Regnault, Edward Thorp, and James Simons. It describes using historical price data and mathematical models to identify market patterns, Thorp’s probability-based…
This Chinese-language conference excerpt introduces how artificial intelligence is being adopted by global asset managers. It frames technology as one response to falling margins per unit of managed assets, alongside efforts to grow assets under management.…
The document explains the USDX as a measure of the U.S. dollar against a six-currency basket: the euro, yen, pound sterling, Canadian dollar, Swedish krona, and Swiss franc. It describes the index as a weighted geometric calculation and gives the basket…
This implementation explains how a bivariate Gaussian copula represents dependence between two variables after their observations have been converted to uniform pseudo-observations. It estimates the dependence parameter by mapping those observations through…
The article discusses data integration challenges when developing strategies across US equities and forex. It highlights differences in update speed, price conventions, and data formats, arguing that timestamp misalignment and latency can create gaps between…
This report reviews China’s digital finance industry as user growth matures and competition shifts toward retaining and serving customers and merchants. It compares finance apps across user scale, growth, market concentration, and engagement, and describes…
This article explains risk parity as an allocation approach that assigns comparable risk contributions across assets or risk factors, unlike capital-weighted mixes such as a conventional stock and bond portfolio. It lays out assumptions behind the method,…
The document introduces an MQL4 display tool for showing daily percentage changes across symbols in a Market Watch list. It describes three visual modes—scale, gradient, and heatmap—and says the example uses RGB colors with the standard string-to-color…