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79,386 dokumentů
This presentation interprets findings from a 2021 survey of Chinese quantitative investment institutions and discusses how the sector was developing at that time. It covers strategy mixes, research organization, talent, artificial intelligence, alternative…
This meetup Q&A contrasts futures CTA strategies, often framed around trend following, with equity multi-factor strategies that combine signals such as value, momentum, quality, and size. It outlines a Bollinger Band example for futures: calculate a…
This document describes a Chinese equity screen that combines a 14-period RSI below 65, market capitalization of at least 200 million, and earnings growth in 2021. It presents the screen as a way to join a technical condition with size and fundamental growth…
The document describes a Chinese stock screen using ranked fund-flow strength, a 2019 dividend ratio above 25%, and a 15-minute MACD histogram whose negative bars are shortening. The MACD condition is presented as a possible sign of improving short-term…
This proposed equity screen selects beverage and alcohol companies with turnover between 3% and 12% and a 2019 dividend ratio above 25%. The document supplies example screening formulas and Python logic that combine industry membership, historical dividend…
The document presents a Chinese equity screen combining a daily price range greater than 1%, market capitalization below 10 billion yuan, positive net profits over the latest four quarters, and a share price of at least 18.5 yuan. It frames these conditions…
This stock-selection approach combines a daily turnover band of 3% to 12%, a positive product of price change and large-order net flow, and a Morning Star candlestick signal associated with Kute Intelligent. The document describes the pattern as a way to…
The document outlines a proposed screen for stocks associated with the metaverse theme. Its final stated rule selects companies with market value no higher than 10 billion yuan, circulating shares no greater than 5.5 billion, and a daily increase in holdings…
This document presents an A-share selection rule combining turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, and an intraday range of at least 1% relative to the prior close. It frames turnover and range as measures…
The document describes an A-share screen requiring an intraday high-low range above 1%, circulating market capitalization above 10 billion yuan, and a daily increase above 5%. Although the narrative calls the last condition an increase in holdings, the…
This proposed daily screen selects stocks in the metaverse sector when KDJ has just formed a bullish crossover and the previous trading day was not a limit-up session. It proposes making the selection before 10 a.m. for trading on the same day. The note…
This proposed stock screen combines a daily volatility filter, a price trend signal, and a profitability criterion. It looks for stocks with an intraday range above 1%, a close crossing above a five-period moving average, and return on equity above 15% for…
This proposed screen targets stocks classified in the metaverse sector that show a bullish MACD crossover and had a dividend ratio above 25% in 2019. It aims to combine a technical signal with a historical shareholder-payout measure. The article describes…
This Chinese-equity screening idea combines daily price movement with a concentration filter. It selects stocks whose intraday range exceeds 1%, whose daily decline falls between 4% and 5%, and whose concentration measure is no higher than 20%. The…
This research summary examines quantitative stock selection among Chinese technology companies. It highlights research and development spending as a candidate signal and also discusses profitability, earnings growth, valuation, company size, turnover, and…
This indicator estimates how often price has crossed levels above the prior candle’s high or below its low, separated according to whether that prior candle was bullish or bearish. It displays the historical percentages at several successive levels on the…
This indicator displays the daily change over a selected number of bars and can play configured alert sounds when the current bar reaches a specified limit. Its purpose is to make a chosen change threshold visible and noticeable on a chart. The document…
This indicator counts consecutive identical candles across currency pairs and lets the user change the displayed text size. Its proposed use is to notice when a long run of matching candles may precede a correction or reversal. The description provides a…
This stock screen combines three conditions: daily high-low range exceeds one percent of the low, the J line of a KDJ indicator has just crossed above its D line, and the security has a nonempty name for an outstanding convertible bond. The article provides…
This example builds a simple portfolio analysis workflow that generates a daily value series for several allocation weights and plots the paths together. A configuration object holds the tested weights, chart dimensions, and date range. The demonstration's…
This MetaTrader 5 chart indicator displays the time remaining until the current candle closes alongside the current bid-ask spread in points. The timer refreshes every second, so it continues to update even when no new tick arrives, and also refreshes when…
This article outlines a Chinese stock screen targeting the metaverse sector. It limits the share float, looks for positive large and extra-large buy orders during the opening auction, and requires an upward trend. The suggested trend check uses MACD, while…
This article describes an intraday Chinese stock screen based on four conditions: price amplitude above a threshold, current volume above a stated level, a higher opening price, and a gain below a cap at 9:25. The idea is to focus on stocks showing price…
This document presents a simple Chinese stock screening rule: find shares with price amplitude above a stated threshold and an indication of main-force control on the previous day, then exclude shares that hit the daily limit-up on that day. The stated…