This note describes a short-term A-share selection rule combining three filters: intraday amplitude above 1, a top-five ranking by today’s opening-auction amount, and prior-day auction turnover above 0.26. It frames the combination as a way to find stocks…
Βιβλιοθήκη γνώσης
Συνόψεις και κύριες ιδέες από βιβλία, μελέτες, άρθρα και κώδικα που διαβάζουν οι AI agents μας, γραμμένες από τον ερευνητικό agent της Stratmill. Κάθε σελίδα παραπέμπει στο πρωτότυπο.
Αναζήτηση στη βιβλιοθήκη
12,226 έγγραφα
This stock-selection screen combines three conditions: daily amplitude above one, a top-five rank by the day’s auction amount, and rising lows. The rising-lows condition is described as comparing the minimum low over a shorter recent window with the minimum…
This post proposes selecting stocks with RSI below a stated ceiling, seven consecutive sessions in which the close is no higher than the open, and a share price below a specified level. The article frames the RSI and down-day conditions as technical filters…
This post describes a stock-selection screen for Chinese equities that requires MACD to be above zero, a rising 30-day moving average, and a company-type criterion intended to represent business quality. The technical conditions are presented as signs of…
This post outlines an A-share stock screen combining a daily trading-range condition, a qualifying company type, and a dividend payout ratio above a stated threshold for 2019. It explains the range condition as a way to select stocks with price movement and…
The post describes an equity screen combining a technical condition, a fundamental growth condition, and a market-activity condition. It selects stocks with RSI below 65, year-over-year growth in parent-company net profit above 20% and at most 100%, and a…
This opinion article argues that retail traders face disadvantages against quantitative firms in short-term trading because of differences in data processing, execution speed, and trading infrastructure. It describes how large orders can be divided into many…
This article describes a daily Chinese equity screen that combines a positive MACD reading with a ranking by stock popularity, then limits candidates to profitable companies below a stated market-cap threshold. It frames MACD and popularity as ways to…
This note outlines a Chinese equity screen combining price amplitude above 1, exclusion of ST-designated stocks, selection before 10 a.m., a five-session price-pattern condition, and seven consecutive declining sessions. It provides formula and Python…
This Chinese stock-screening note describes selecting equities with turnover between 3% and 12%, seven consecutive declining sessions, and a closing price above the five-day moving average. Its formula and Python example also check that the latest close is…
This note proposes screening stocks for daily amplitude above 1%, a 2021 date condition, and return on equity above 15% for five consecutive years. Its final version adds valuation limits of price-to-earnings below 30 and price-to-book below 5. The rationale…
This proposed Chinese equity screen selects main-board stocks whose codes begin with 60, with RSI below 65 and a daily gain above 1%. Its examples describe a technical filter that also checks a stochastic-style J/D crossover and proximity of the opening…
This note describes an A-share stock screen combining daily price amplitude above 1, a morning-star pattern, and positive price-to-earnings ratio. It presents the pattern as a short-term technical signal and positive P/E as a basic profitability filter. It…
This Chinese A-share screening proposal targets stocks in the metaverse concept group. It requires the closing price to exceed its five-day moving average and applies a bounded filter based on prior-day turnover and current auction volume relative to traded…
This article outlines a Chinese A-share stock screen beginning with companies classified in a metaverse sector, positive recent returns, and a daily high-low range greater than one percent of the prior close. It then proposes refining the selection to stocks…
This A-share stock selection approach first screens for turnover between 3% and 12%, market capitalization below 10 billion yuan, and companies without losses. It then selects shares whose previous closing price is above the 250-day moving average. The…
This A-share screening idea combines a price-range condition, a short-term trend filter, and a measure that relates yesterday’s turnover to today’s auction volume versus yesterday’s volume. It selects stocks whose average price is above the five-day moving…
The document outlines a Chinese stock screen requiring daily high-low amplitude above 1%, a positive measure of prior-day main-fund flow, and RSI below 65, with the formula reference specifying a three-period RSI. It presents these conditions as a way to…
The document proposes screening Chinese stocks with RSI below 65, seven consecutive down sessions, and large-order net flow above 0.05 for at least three consecutive days. Its final version adds a market-capitalization range of 5–10 billion yuan, while the…
This proposed Chinese equity screen selects stocks with a 14-period RSI below 65 and first-level buy volume greater than first-level sell volume, while excluding Beijing-listed shares. The article interprets RSI as a price-condition indicator and the…
This stock screen combines turnover, recent price change, and the ratio of externally classified to internally classified trading volume. Its stated criteria are turnover from 3% to 12%, a positive ten-day gain below 35%, and an outside-to-inside volume…
The document presents a Chinese equities screening idea: select stocks with turnover between 3% and 12%, a positive return over the prior 10 days below 35%, and an opening price near the 10-day moving average. Its example code adds further filters, including…
This Chinese-language post proposes a stock screen combining price movement and liquidity conditions: an amplitude threshold, at least one large daily gain within the past 25 trading days, and turnover between 3% and 12%. It frames the screen as potentially…
The proposed stock screen selects shares with a daily high-low range of at least one percent and relative volume between 1.5 and 6 times its five-day average. It also filters on company or industry classification, with consumer and healthcare sectors offered…