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12,226 dokumentů
The article introduces logistic regression as a binary classifier that maps a weighted combination of features to a probability. It outlines fitting the model by maximizing the likelihood of observed labels, equivalently minimizing a loss with gradient…
This post proposes selecting Chinese equities that combine a positive MACD reading, favorable company characteristics, and net buying by large orders in the afternoon. It describes the signals as complementary: MACD is used to identify positive price…
This post describes a Chinese equity screen for stocks in the metaverse industry. It requires relative volume to fall between 1.5 and 6 and uses a weekly five-period moving average crossing above the ten-period average as a trend filter. The rationale is to…
The document describes a stock screen combining amplitude above 1, a weekly five period moving average crossing above the ten period average, and positive returns. It presents these conditions as a way to find shares with larger price movement, an upward…
This document describes an equity screen for stocks with turnover between 3% and 12%, an IPO year of 2021, and a price below 12. Its rationale is to find relatively inexpensive, recently listed companies with moderate trading activity, while acknowledging…
The document proposes a short-term stock screen requiring amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and a price below 12. It presents the shrinking histogram as a possible sign of a change in direction and uses the…
This document outlines a Chinese equity screen using three conditions: price amplitude above 1, a 9:25 price increase below 6%, and recent revenue at least 1.1 times the 2018 revenue figure. It frames the revenue comparison as a growth filter and combines it…
This document describes an A-share stock screen combining a 14-period RSI below 65, year-over-year net profit growth above 20% and no more than 100%, and a 9:25 price increase below 6%. Its accompanying query example adds positive net profit, a free-float…
This note outlines a Chinese equity screen using RSI below 65, float market value between 5 and 10 billion yuan, and daily price change between −5% and 2.6%. It combines a short-term technical indicator with company size and recent price movement, then…
This Chinese stock selection note describes a short-term screen requiring amplitude above 1, three moving-average crossovers to occur together, and exclusion of stocks that hit the daily limit the previous day. The crossover sequence uses moving averages…
The document describes a stock selection rule combining three conditions: daily price amplitude above a threshold, circulating market capitalization above a threshold, and best bid volume greater than best ask volume. It presents the conditions as filters…
This document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and volume ratio between 1.5 and 6. The stated rationale is to find stocks with…
This Chinese A-share screen selects stocks with MACD above zero, a qualitative business-character assessment, and a daily price change within a specified range. The article frames the rule as combining a technical momentum condition with a basic…
This Chinese stock-selection rule combines three conditions: daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and yesterday’s turnover rate above a stated level. The crossover is intended to…
This Chinese A-share screening rule combines a metaverse industry filter and a maximum circulating share count with a measure based on yesterday’s turnover rate and today’s auction volume relative to yesterday’s trading volume. It selects stocks where the…
The proposed screen targets Chinese stocks with prior-session amplitude above a threshold, a listing on the previous day’s Dragon-Tiger ranking, and no ST designation. It then selects up to five stocks that reach the daily limit-up before 10 a.m., sorting…
The document describes a historical stock screen that selects non-KSTAR-board Chinese stocks on dates in 2021 when the daily high-low range exceeds 1% of the low. It presents the range as a measure of elevated price movement that may identify stocks with…
The document presents a stock screen combining membership in the metaverse industry, an arc-shaped price pattern, and a daily return between -5% and 2.6%. It frames the return band as a way to avoid stocks that have already moved too sharply, while the…
This screening idea selects stocks associated with the metaverse theme when three bullish technical crossovers occur together: MACD crosses its signal line, the 5-day average crosses the 10-day average, and the 5-day average crosses the 20-day average. It…
This stock-selection recipe combines a moving-average condition, an opening-price filter, and a revenue growth test. It targets Chinese equities whose 5-, 10-, 20-, 30-, and 60-day moving averages are described as overlapping, whose 9:25 a.m. gain is below…
The proposed Chinese equity screen selects stocks with turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a stated circulating market value above 10 billion yuan. The accompanying explanation treats turnover as a measure of…
This article outlines a technical stock screen for the Chinese metaverse theme. It requires bullish crossovers in MACD and two short-term moving-average comparisons, along with the 20-day average above the 120-day average. The stated intent is to find stocks…
The document describes a stock screen combining an RSI threshold below 65, membership in the beverage and alcohol import-export industry, and a condition it labels a rounded-arc pattern. The supplied formula defines that pattern as the five-period and…
The study tests institutional ownership data as a quarterly stock-selection factor in Chinese equities. It measures ownership share, the number of institutions holding a stock, and average holdings per institution as a proxy for ownership concentration. For…