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 document describes a Chinese stock screen that combines a daily increase in reported holdings, a daily price gain, and a company size and profitability filter. Its initial description focuses on stocks with market capitalization below a stated ceiling…
This Chinese equity screen selects stocks associated with the metaverse theme that had a limit-up event within a recent 25-day window, while excluding stocks described as limit-up on the previous day. It frames the combination as a way to identify recently…
This stock selection screen combines a recent price movement filter with listing history and trading activity. It seeks shares whose daily amplitude exceeds the stated threshold, that have been listed for more than a year, and whose previous day’s trading…
This article describes a technical stock screen that combines apparent moving-average convergence, a rounded price pattern, and an opening-price condition. Its stated rationale is that clustered averages may mark stable support or resistance, while the…
The article proposes a stock selection screen combining three conditions: RSI below 65, a specified range for tradable market capitalization, and positive return. Its sample implementation calculates a 14-period RSI, filters stocks against the stated…
This article outlines how an early-stage hedge fund or CTA can prepare to seek institutional allocations. It describes three fundraising routes: the manager’s professional network, third-party marketers, and prime brokers’ capital introduction services. It…
This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…
This post describes a Chinese equity screen combining recent large-order net buying, a high current-day position increase, and a historical dividend ratio threshold. It presents the flow conditions as signs of investor interest and the dividend filter as a…
The document proposes a Chinese equity screen that combines daily price amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and appearance on the previous day’s Dragon-Tiger List, a market activity listing. It frames amplitude as a…
This Chinese-language post describes a daily stock screen combining turnover, recent price direction, prior-day trading value, and limit-up status. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and prior-day…
This stock-selection idea combines three technical conditions: at least five moving averages clustered together, positive returns, and more than two limit-up sessions within a ten-day window. The post interprets clustered averages as possible evidence of…
This stock-selection proposal combines three filters: daily amplitude above one percent, a proxy for afternoon large-order net inflow, and a gain below six percent at the 9:25 observation. The stated aim is to find shares with notable movement and buying…
The post outlines a Chinese equity screening rule combining three conditions: prior-session price amplitude above one percent, tradable share float no greater than 5.5 billion shares, and a positive prior-session main-fund control reading. It frames these…
The proposed stock screen selects shares whose turnover rate is between 3% and 12%, that were listed in the current year, and whose actual turnover on the referenced prior day is between 3% and 28%. The article frames these conditions as a way to find…
This stock screen combines three technical conditions: overlap among the 5-, 10-, 20-, 60-, and 120-day moving averages; a concentration measure subject to a stated threshold; and shortening green bars in the 15-minute MACD histogram. The document describes…
This Chinese A-share screening proposal filters for stocks with an intraday range above 1% during 2021, then keeps observations where price change multiplied by an estimate of very large order flow is positive. The intended interpretation is that volatility…
This Chinese A-share screening idea selects stocks whose intraday high-low range exceeds 1%, whose day low is between 4% and 5% below the prior close, and whose MACD is above zero. The rationale combines elevated volatility and a sharp intraday decline with…
This proposed stock screen selects shares with a daily high-low range above 1, three consecutive limit-up sessions as of the previous day, and at least two limit-up events during the prior 500 days. The post interprets the range as a sign of activity and the…
This proposed Chinese stock screen looks for a daily price range above 1, a ratio between 0.5 and 2 formed from the previous day’s turnover rate and the current auction volume relative to the previous day’s volume, and a current large-order accumulation…
This Chinese stock screen combines a positive MACD reading, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days in the prior ten days. It ranks qualifying stocks by percentage gain, favoring recent price strength and…
This example turns a CAPM regression into a monthly stock-selection process. It takes a recent window of daily returns for eligible constituents, adjusts stock and benchmark returns by a stated daily risk-free rate, and regresses each stock’s returns against…
This screening proposal combines three conditions: price amplitude above one, a value for today’s control measure above 21, and a date in or after 2021. The description frames the first two conditions as filters for more volatile stocks and stocks with…
This stock-screening proposal targets companies in the metaverse industry that have had more than two limit-up sessions in the recent ten-day window and have just formed a KDJ golden cross. It calls for screening before 10:00 on each trading day and…
This Chinese stock-screening post describes a rule based on price range, recent turnover, and limit-up frequency. Its initial description calls for an amplitude above 1, prior-day actual turnover between 3% and 28%, and more than two limit-up sessions in a…