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12,226 dokumentů
The document proposes an A-share stock screen combining daily price amplitude, a specified share-price level, and a weekly close above its 30-week moving average. It presents the rules as a way to combine volatility, a price filter, and a trend signal. It…
This A-share screening idea selects stocks with RSI below 65, seven consecutive down days, and an opening move below 6% at 9:25. It combines a technical condition, an extended run of declining sessions, and a limit on the current day's early price change.…
This document proposes screening stocks when MACD is above zero, the price-to-earnings ratio is positive, and the 15-minute MACD histogram's negative bars are shortening. The positive MACD condition is treated as evidence of an upward trend, while…
This article describes an A-share screen for stocks with turnover between 3% and 12%, market capitalization below 10 billion yuan, no reported loss, and a volume ratio between 1.5 and 6. The rationale centers on trading activity: turnover and volume ratio…
This document outlines an A-share stock screen combining daily amplitude above 1, a share price above its five-day moving average, and a rounded upward price pattern. It interprets higher amplitude as evidence of trading activity and the moving-average and…
The document outlines an A-share stock selection rule that starts with companies reporting no losses, market capitalization below 10 billion yuan, and turnover between 3% and 12%. It then selects firms whose 2019 dividend ratio exceeds 25%, presenting…
This Chinese equity screening idea selects stocks with price amplitude above 1%, positive afternoon large-order net inflow, and an exclusion for companies categorized in Beijing. The post treats amplitude as a sign of active price movement and the order-flow…
This Chinese equity screen combines daily price amplitude above 1%, circulating market value above 10 billion yuan, and a ratio of 2021 revenue to 2018 revenue above 1.1. The conditions aim to select stocks with noticeable price movement, larger market…
This document describes a Chinese equity screen combining a turnover range, a cap on circulating shares or market value, a minimum current volume, and an opening price above the prior close. The intended rationale is to find liquid, actively traded stocks…
This Chinese-language post describes a stock selection screen using three conditions: turnover between 3% and 12%, appearance on the market’s trading leaderboard the previous day, and circulating share count no greater than 5.5 billion. It frames the…
The document outlines a financial time-series study using returns on the CSI 300 index. It says the analysis applies TGARCH and related derivative models, compares their behavior, and attempts to fit and forecast both prices and volatility. This frames…
This post describes a Chinese equity screen that combines three conditions: daily price range greater than one percent, a trading date in 2021, and a nonempty name for an outstanding convertible bond. It provides example implementations in a charting formula…
This Chinese stock-selection post combines three screening ideas: rank stocks by turnover or “fund strength,” rank them by net large-order volume, and require positive but capped gains over the recent ten trading days. It describes turnover as a proxy for…
This document presents a Chinese stock screening rule that combines a five-period amplitude threshold, a change in a proxy for institutional trading activity, and a newly formed bullish KDJ crossover. The crossover condition requires the J line to move above…
This Chinese stock-selection rule combines turnover between 3% and 12% with a rising DEA condition and a KDJ stochastic K reading from 0 to 20. The post describes the low K reading as a possible trough area and treats rising DEA as a sign of improving trend.…
This Chinese equity screen selects main-board stocks linked to the robotics concept, with turnover between 3% and 12%, floating market value below 10 billion yuan, and prior-day trading value above 60 million yuan. It combines a theme classification with…
This stock-selection proposal screens Chinese equities using three conditions: RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and turnover between 2% and 9%. It presents the screen as a way to combine a technical…
The document introduces the Sharpe ratio as a measure of excess return per unit of portfolio risk, then describes a method for forecasting how that ratio changes over time. It outlines an approach associated with Whitelaw that estimates Sharpe ratios from…
This Chinese-language post proposes a short-term stock selection screen using daily amplitude, a measure described as today’s controlling-shareholder change, and a ratio combining yesterday’s turnover with today’s auction volume relative to yesterday’s…
This proposed screen selects main-board stocks using an RSI ceiling, a positive daily gain, and a comparison involving the prior session's opening auction price. Eligible stocks are ranked by auction amount, with the highest-ranked names selected for a small…
This stock screen combines a daily price-range threshold with MACD conditions and a 15-minute chart signal. It looks for stocks whose intraday MACD histogram bars are getting shorter, alongside a prior MACD reading condition, with the idea that short-term…
This A-share screening rule combines a current amplitude threshold with a prior-day signal involving the 9:15 matched price and limit-down conditions. It also excludes Beijing-listed shares and, in the final version, ST-designated stocks. The article…
This A-share screening idea combines three conditions: MACD above zero, positive trailing P/E, and at least one limit-up day within the prior 25 days. It proposes running the screen before each trading session and sorting selected stocks by daily price…
This Chinese equity screen filters for stocks in the beverage and alcohol import-export sector, with amplitude above 1 and a positive ten-day return below 35%. The stated rationale is to focus on shares showing price movement and recent gains that have not…