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79,386 dokumenti
This report examines stocks that mutual funds hold at a larger portfolio weight than their benchmark index. It describes these holdings as tending toward larger, higher-valued companies and certain sectors, and reports that many outperformed during fund…
This article describes a Chinese A-share screen combining turnover between 3% and 12%, at least one limit-up event in the prior 25 days, current volume above 10,000 lots, and a high-open condition. It argues that moderate turnover and recent limit-ups may…
This article proposes screening Chinese beverage and alcohol import-export stocks for turnover between 3% and 12%, while excluding stocks that reached the previous day's upper price limit. The stated rationale combines trading activity with an industry…
The article describes a Chinese stock screen that looks for daily amplitude above 1%, total market capitalization no greater than 10 billion yuan, positive net profit, and tradable market capitalization from 5 to 10 billion yuan. It presents volatility as a…
This article presents a Chinese equity screen combining three conditions: at least five overlapping moving averages, more than two limit-up sessions within ten days, and a rising 30-day average. It interprets clustered averages as short- and medium-term…
The document outlines a Chinese A-share screen that starts with stocks showing an amplitude above 1, excludes Beijing-listed shares, and ranks the remaining names by individual stock heat. It then proposes a more involved version using amplitude above 2%,…
Projection Bands are presented as a way to estimate upper and lower boundaries of a price range, alongside tools such as channels, envelopes, and Bollinger Bands. The indicator has a configurable lookback period. Its upper boundary uses the maximum high…
This indicator overlays candles from a configurable higher time frame onto a lower-time-frame price chart. The interval is specified in minutes, with examples including an hour, four hours, and a day. It tracks elapsed chart time to detect the start of a new…
This document proposes a Chinese main-board stock screen combining price amplitude, institutional participation, and the balance of aggressive buying and selling. The final rule specifies an amplitude threshold over a 15-day window, institutional…
This document describes a Chinese equity screening rule that combines price movement, trend, momentum, and trading activity. Its final version selects stocks with amplitude above 1, MACD above zero, RSI(14) above 50, and prior-day auction turnover above…
The document presents a stock screen for securities whose codes begin with the specified Shanghai prefix, whose daily trading range exceeds a threshold, and whose moving averages are described as diverging upward. It includes a technical formula and a Python…
The document describes a Chinese equity selection rule combining turnover, the ratio of market buy volume to market sell volume, and institutional net buying. It filters for turnover between the stated bounds, a buy-to-sell volume ratio above the specified…
The document explains how a backtest engine turns an investment strategy into simulated trades. It distinguishes strategy logic, such as selecting securities and generating signals, from trade logic, such as deciding position size, rebalance timing, order…
The document proposes a stock screen that combines price amplitude above one, a rising sequence of recent lows, and a positive price-to-earnings ratio. It presents these as technical and fundamental filters intended to identify shares with substantial…
This document introduces the cyclically adjusted price-to-earnings ratio, or CAPE, as a way to compare equity prices with a decade of inflation-adjusted earnings. It summarizes historical analyses of the S&P 500 and Shanghai Composite, reporting that higher…
This short programming example shows how to screen daily stock data with several conditions at once, then select only the desired columns. The example combines a date cutoff, a minimum trading amount, and a maximum closing price using boolean masks joined…
The document explains the cyclically adjusted price-to-earnings ratio (CAPE), calculated as an inflation-adjusted share price divided by the average inflation-adjusted earnings per share over the prior decade. It compares CAPE with future real returns for…
This stock-selection rule screens companies associated with the metaverse theme, requiring a volume ratio above 1.5 and below 6, alongside circulating market value above 10 billion yuan. The rationale is to combine a thematic industry filter with relatively…
The strategy identifies a signal bar whose high-to-low range is smaller than that of each of the six preceding bars. It then places a buy limit at the lowest low and a short limit at the highest high across those prior bars, aiming to trade reversals within…
This page summarizes two research topics from an overseas literature review. The first concerns systematic value investing: it describes examining common claims about the value effect, considering how diversified value strategies might be implemented more…
This post describes an equity screen that combines membership in the metaverse concept group with two price conditions: the close must exceed the previous session’s low, and the open must fall within ten percent above or below the ten-day simple moving…
This post describes a China A-share screening idea focused on stocks in the metaverse sector. It adds two filters: a morning price-change condition below six percent and a measure intended to indicate that large participants controlled trading on the prior…
This Chinese-language post outlines a stock screen combining three conditions: price amplitude above one, prior-day turnover above 60 million, and MACD above its zero line. It frames amplitude as a measure of price movement, turnover as a gauge of activity,…
This brief MetaTrader 5 listing describes a higher-timeframe variant of the Mikahekin indicator. Its stated feature is a user-selectable chart period, with a four-hour period shown as the default. This lets the indicator be configured to use a timeframe…