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
This stock screen combines a turnover-rate range of 3% to 12%, exclusion of Beijing-listed A shares, and a rounded price-pattern condition. The article frames turnover as a measure of capital activity and the chart pattern as a possible indicator of upside…
This article describes a factor test of price-to-earnings ratio as a stock selection signal among CSI 300 constituents. It divides stocks into five groups, then compares group returns under weekly and monthly rebalancing. The reported qualitative result is…
The document proposes a Chinese stock screen combining three conditions: daily amplitude above a threshold, evidence interpreted as main-fund control on the prior day, and membership in the beverage manufacturing industry as a proxy for beverage and alcohol…
This post outlines a short-term Chinese equity screen that combines amplitude above one, exclusion of special-treatment stocks, selection before 10 a.m., a five-session closing-price high condition, and a candlestick signal described as a morning star. The…
This post describes a Chinese equity screening rule using three conditions: amplitude above one, circulating market capitalization above 10 billion yuan, and weekly MACD above zero. The rationale is to combine price movement and company size with a trend…
This document outlines a stock selection rule based on three daily market signals: an intraday high-low range above one percent of the previous close, a proxy for afternoon large-order net inflow, and turnover between two and nine percent. The screen is…
This document proposes screening metaverse-sector stocks for a positive return and an associated outstanding convertible bond with a nonempty short name. It presents the bond link as a way to focus on companies that have issued convertible debt, while the…
This document describes a short-term stock screen for companies in the metaverse sector. It requires a limit-up move within the prior 25 days and a current morning star reversal pattern, then suggests ranking candidates with an oscillator. The intended…
This stock screen targets companies classified in the metaverse theme. It first requires prior-day turnover above 8%, then selects stocks whose current day’s low falls between 4% and 5% below the preceding close. The final version adds a trend filter: the…
This Chinese-language post describes an equity screening idea that combines price movement, a morning-star pattern associated with a named stock, and positive large-order net flow over consecutive sessions. The intended rationale is to find stocks with…
The post describes a stock screen combining three conditions: turnover between 3% and 12%, a rising DEA signal, and positive afternoon large-order flow. It frames the filters as measures of trading activity, short-term direction, and buying pressure. The…
This post describes a Chinese equity screen combining daily price amplitude above 1%, membership in a robotics concept group, free-float market capitalization below 10 billion, and previous-day opening-auction turnover above 0.26. It sketches implementations…
This document presents a short-term Chinese equity screen based on three signals: daily price amplitude, the share of total market value represented by circulating shares, and the number of limit-up days in a recent ten-day window. Its revised criteria…
This document describes a Chinese equity screen for Shenzhen main board companies associated with beverage and alcohol imports or exports. It selects stocks with turnover between 3% and 12%, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios…
The screen selects main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a closing price between the 20-day moving average and the Bollinger upper band. The post frames turnover and daily price change as filters for activity and…
This document describes a Chinese equities screen that selects stocks with turnover between 3% and 12%, an IPO year of 2021, and weekly MACD above zero. It explains the screen as a way to identify potentially growing, smaller-cap stocks, though the stated…
This research note describes a tactical asset allocation method that converts the tone of company and macroeconomic news into a slower-moving signal. News sentiment scores are aggregated weekly, then filtered with a two-sided cumulative sum (CUSUM) procedure…
This document proposes screening stocks for turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and positive price-to-earnings. It presents turnover as a measure of market activity, the volume ratio as an indication of buying…
This document outlines a daily stock selection method that keeps shares with MACD above its zero line, ranks candidates by reported popularity, and requires first-level bid volume to exceed ask volume. Selection is intended to take place after each trading…
This document describes a short-term A-share screening rule based on price amplitude above 1, current volume above 10,000 lots, a higher opening price, and an opening price near the ten-day moving average. It explains the intended rationale: amplitude and…
This short-term stock screen selects shares with amplitude above 1, an indicator described as main-player control on the prior day, and turnover between 2% and 9%. The note interprets amplitude as evidence of larger price swings, the control measure as a…
This short-term stock-selection idea filters for daily amplitude above 1, a current high equal to the highest high over the current and prior day, and an opening-price change between −2 and 5 relative to the stated settlement price. The author frames the…
This stock screen combines three conditions: at least five moving averages coincide, the stock’s ten-day return is positive but below 35, and revenue in 2021 divided by revenue in 2018 exceeds 1.1. The note explains the moving averages using 5-, 10-, 20-,…
This Chinese stock-selection note proposes finding short-term rebound candidates by combining daily amplitude above 1, an upward divergence in moving averages, and seven consecutive down sessions. It interprets amplitude as a measure of price movement, the…