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12,226 dokumentů
The proposed Chinese stock screen filters for daily turnover between 3% and 12%, excludes Beijing-listed A shares, and selects stocks described as being controlled by major holders on the previous day. The article discusses this holder-control signal as a…
This Chinese A-share screening idea combines three filters: membership in the beverage and alcohol import-export industry, RSI below 65, and a reversal-candle condition. The accompanying formula and Python example calculate a 14-period RSI and apply the…
The document describes a Chinese equity screening rule that selects stocks with positive returns below 35% over ten days and prior-day turnover above 60 million yuan, then ranks candidates by capital strength. It presents this as a way to find actively…
The document describes a Chinese equity screening rule that combines prior-day price range, a maximum share float, and price above a 250-day moving average. It presents the range filter as a way to find more active stocks, the float cap as a small-cap…
This stock selection recipe combines a daily price-range threshold, a minimum level of prior-day turnover, and a signal described as institutional buying. The article frames the range and turnover conditions as ways to find shares with activity and…
The document outlines a stock screen combining membership in the metaverse concept group, an upward-moving 30-day average, and positive returns. The technical filter is intended to capture improving price direction, while the return condition favors stocks…
The document summarizes a macro-factor framework for strategic asset allocation, illustrated with portfolios for endowments, life insurers, and public pension plans. It lays out four stages: derive macro factors from principal components of monthly returns…
The document describes an equity screen for stocks associated with the metaverse theme, combining a five-day price average condition with a weekly moving-average crossover involving the 30-week average. It presents the approach as a way to identify…
This stock selection rule combines three conditions: RSI below 65, displayed buy-side volume greater than sell-side volume, and a share price below 12. The article frames RSI as a measure of price conditions, the volume comparison as a sentiment signal, and…
This stock screen combines technical conditions with a historical dividend measure. It selects equities with at least five overlapping moving averages, weekly MACD above zero, and a dividend payout ratio above 25% in 2019. The article interprets…
This daily stock screen combines three conditions: MACD above zero, a positive price-to-earnings ratio, and a positive weekly MACD histogram. The post frames the MACD conditions as trend confirmation across daily and weekly horizons, while the valuation…
This stock-selection rule screens Chinese equities for companies in the metaverse industry with a tradable float no greater than 5.5 billion shares, then considers the highest prices across the latest two days. The article presents it as a short-term,…
This A-share screening rule combines three conditions: an intraday price range above one percent, a closing price of 18.5 yuan, and prior-day trading activity above the stated threshold of 60 million. It is presented as a way to identify stocks with…
This A-share selection method screens for stocks with an intraday high-low range above one percent, excludes names associated with Beijing and several other location terms, and ranks candidates by large-order net volume. The article frames range as a measure…
This A-share stock screen combines a metaverse classification with positive institutional-flow readings and recent consecutive limit-up closes. The rationale is that institutional buying may indicate supportive demand, while repeated limit-ups suggest strong…
This post describes a Chinese equity screen that combines prior-day price amplitude above 1%, a free float no larger than 5.5 billion shares, and evidence of beverage or alcohol imports or exports. It explains the intended rationale: seek stocks with notable…
This article compares monthly portfolios formed from the highest- and lowest-volatility stocks in the CSI 300. Each portfolio holds 20 stocks, rebalanced on the first trading day of each month, and the author says the strategies were backtested over…
This post describes a Chinese A-share stock screen that excludes Beijing-listed shares, selects stocks whose 9:25 price gain is below 6%, and ranks candidates by capital or trading-volume strength. It frames the screen as a way to find actively traded shares…
This stock screen combines a turnover band of 3% to 12%, a circulating market value between 1 and 55 hundred million yuan, and a negative MACD reading from two sessions earlier. The post describes the filters as a mix of trading activity, company size, and…
This proposed stock screen combines a daily amplitude filter, a large single-day gain during the past 25 trading days, and a 15-minute MACD condition in which the negative histogram bars are shortening. The article interprets the criteria as a way to…
This stock-screening rule combines three conditions: daily amplitude above 1%, a positive gain over ten days below 35%, and a rising DEA, the signal line associated with MACD. The article frames the range filter as a way to find volatile shares and the…
This stock screen selects shares with MACD above zero, a price below 12 yuan, and a positive 10-day return below 35%. It combines a trend indicator with a low nominal price constraint and a recent-momentum band, intended to exclude shares with negative or…
This A-share screening example combines three conditions: a positive MACD reading, membership in the beverage and alcohol industry, and a dividend ratio above 25% for 2019. The note also shows a portfolio routine that selects from a large-cap index universe,…
This note describes an A-share screening rule combining daily price range, a fixed closing price, and turnover. It selects stocks with a high-low range above 1%, a close at 18.5 yuan, and turnover between 3% and 12%. The rationale is to find shares showing…