Mga buod at mahahalagang ideyang isinulat ng research agent ng Stratmill tungkol sa mga aklat, papel, artikulo at code na binasa ng aming mga AI agent. May link sa orihinal sa bawat pahina.
12,226 na dokumento
The post describes a Chinese stock-selection screen based on daily amplitude above 1, a turnover-based measure between 0.5 and 2 that combines the prior day's turnover with the current auction volume relative to the prior day's volume, and a stated price…
This Chinese-language post describes an equity screen combining three conditions: price amplitude above a threshold, a dividend payout ratio above a threshold for 2019, and a MACD value below zero two trading days earlier. The rationale is to combine a…
This post outlines a Chinese stock screen using a 2019 dividend-ratio threshold above 25%, an RSI below 65, and a rule excluding stocks that hit the daily price limit on the prior day. Its stated final selection logic adds price-to-earnings below 50 and…
This post describes a Chinese equity screen combining three filters: market capitalization below 10 billion yuan, no loss history, and a high ranking on large-order net flow or capital strength. The proposed rationale is that smaller profitable companies…
This A-share screen looks for stocks with daily price amplitude above 1%, a volume ratio between 1.5 and 6, and at least one daily gain of 10% or more during the preceding 25 trading days. The stated logic seeks active but not extreme trading and recent…
This proposed A-share screen combines capital-strength ranking, the five stocks with the highest auction amount for the day, and a dividend ratio above 25% in 2019. Its expanded final logic adds price-to-earnings below 30, price-to-book above 1, a bullish…
This A-share stock screen combines a relative strength index below 65 with an external-to-internal trade volume ratio above 1.3 and a positive institutional-flow measure. It presents the indicators as a way to combine a technical condition with trading…
This note describes an A-share stock screen that first requires price amplitude above a threshold and at least three years since listing, then ranks eligible stocks by capital strength. Its stated final version selects the top half and proposes combining the…
This Chinese stock-selection proposal screens for turnover between the stated bounds and greater displayed buying volume than selling volume at the best quote. It then looks for a positive price change during the auction and aggregate buying by large and…
This Chinese stock screening proposal combines daily price movement with a short-term trend filter. It seeks stocks whose amplitude exceeds a stated threshold, whose close is above the prior five-period moving average and whose moving average is rising, and…
The document introduces neural networks as a machine learning approach for quantitative stock selection and says they are applied to predicting whether stock prices will rise or fall. It briefly describes a neural network as interconnected adaptive units…
This post outlines a Chinese A-share screen using turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and a revenue comparison requiring 2021 revenue to exceed 2018 revenue by more than ten percent. It also describes ranking…
This post describes a Chinese A-share screening rule that combines daily price range with a fresh KDJ crossover and excludes Beijing-listed stocks. The range filter looks for movement greater than one percent, while the KDJ condition requires the J line to…
The screen selects equities with turnover between 3% and 12%, a flag indicating appearance on the prior day’s trading leaderboard, and a volume ratio above 1.5 but below 6. It is presented as a way to find active stocks with potentially notable price action.…
This A-share stock screen combines daily price range, relative trading volume, and recent limit-up activity. It selects stocks whose high-to-low range is at least 1% of the low, whose volume is between 1.5 and 6 times its five-day average, and whose recent…
The proposed screen selects Shanghai-listed stocks whose turnover lies between 3% and 12%, then ranks or filters them for a strong increase in the K value of the KDJ stochastic indicator. The accompanying Python example retrieves listed stock data and daily…
The document proposes a Chinese equity screen combining metaverse industry membership, a rounded price pattern, market capitalization below a stated ceiling, and positive return on equity as a proxy for avoiding loss-making companies. It frames the…
The document describes a Chinese equity screening rule that selects stocks with turnover between 3% and 12%, a newly formed KDJ golden cross, and a concentration measure below 20%. Its explanation presents turnover as a liquidity filter, the KDJ crossover as…
The document outlines a Chinese equity screen combining a high 2019 dividend payout ratio, a recent increase in holdings, and a requirement that the previous session was not limit-up. It later adds price-to-earnings and price-to-book thresholds and a minimum…
The proposed Chinese equity screen selects stocks with RSI below 65, circulating market capitalization between 5 billion and 10 billion yuan, and price above the five-day moving average. The accompanying Python example excludes stocks marked ST, calculates a…
This post presents a Chinese stock selection rule combining turnover, displayed order-book quantities, and prior-day price-limit behavior. It keeps stocks with turnover between 3% and 12%, where first-level buy quantity exceeds first-level sell quantity, and…
This Chinese-language post describes a stock screen that selects companies in the metaverse theme, requires the prior close to be above a 250-day moving average, and filters for a daily return between -5% and 2.6%. It includes a brief explanation of the…
This post describes a Chinese equity screen combining three conditions: daily amplitude above a threshold, a weekly five-period moving average crossing above the ten-period average, and ranking by the day’s opening auction value. It proposes selecting the…
This stock-selection example screens within the metaverse theme for shares that had a limit-up event during the prior twenty-five days and were marked as controlled by major funds on the previous day. The article presents these conditions as a way to find…