A Stratmill kutatóügynöke által írt összefoglalók és fő gondolatok azokból a könyvekből, tanulmányokból, cikkekből és kódokból, amelyeket MI-ügynökeink elolvastak. Minden oldal az eredeti műre mutat.
Dokumentumok száma: 12,226
This Chinese-language post describes a technical stock screen for mainland China equities. It looks for stocks with daily price amplitude above 1, trading volume above 10,000 lots, an open above the prior close, and a Force Index condition intended to…
This stock screen selects for daily price amplitude of at least one percent, a volume ratio between 1.5 and 6 relative to a five-day average, and positive weekly price bars. The article frames the amplitude condition as a way to focus on more active stocks,…
This stock-screening approach combines three technical conditions: amplitude above a threshold, a rising sequence of price lows, and a MACD signal above its zero line. The document describes the idea as a way to find volatile stocks whose price structure is…
The document summarizes two ways to classify crowded equity holdings. For passive crowding, it first divides stocks into size groups using market-capitalization thresholds, then ranks them within each group by the rolling change in passive-fund ownership as…
This document describes a Chinese equity screening rule that combines daily price range, turnover, and a prior-day indicator intended to represent dominant capital control. The stated thresholds are an amplitude above 1 and turnover above 2% but no more than…
This Chinese-language post outlines a short-term stock selection screen. It looks for stocks with at least five overlapping moving averages, a positive but below 35% return over ten days, and a shortening MACD histogram below zero on a 15-minute chart. The…
The document presents a basic stock selection screen combining positive MACD, upward movement in short moving averages, and a share price below 12 yuan. It interprets positive MACD as a sign of an upward state and rising averages as evidence of trend…
This stock selection rule combines three daily conditions: price range exceeds 1%, the KDJ indicator has just formed a bullish crossover, and the day’s high matches the highest high over the current and previous day. The article presents the combination as a…
This stock-screening note proposes selecting companies in the metaverse sector whose latest price return is positive and whose stated circulating share count is at or below a specified threshold. It explains that free-float shares describe stock available…
This Chinese stock-selection post proposes combining daily price amplitude, a ranking based on net large-order volume, and a candlestick pattern described as a morning star. It presents these conditions as a way to find active stocks with short-term momentum…
This Chinese stock-screening note describes a rules-based screen for metaverse stocks. Its stated conditions combine a price above the 250-day moving average with a weekly five-period moving average crossing above the ten-period average. The screen is…
The document outlines a Chinese equity screen intended to run before 10 a.m. It selects stocks with intraday amplitude of at least one percent, market capitalization no greater than 10 billion yuan, positive net profit, and no special-treatment designation.…
This Chinese stock-screening note begins with three technical conditions: amplitude above 1, a KDJ value below 20, and positive daily MACD. It presents these as a way to find shares with subdued short-term readings alongside a positive MACD signal. It then…
This Chinese stock-screening note combines a price-amplitude filter with a volume and turnover condition. It describes selecting shares whose amplitude exceeds 1 and whose prior-day turnover multiplied by the ratio of current auction volume to prior-day…
This Chinese stock-screening note proposes selecting main-board shares with an RSI below 65, a daily gain above 1%, and total market capitalization above 200 million. It frames the RSI threshold as a way to find shares with room to rebound, the daily gain as…
This stock-selection recipe begins with shares whose 9:25 a.m. price gain is below 6%, circulating market capitalization is above 10 billion yuan, and volume ratio ranks among the top 100. The explanation frames the volume measure as a way to find actively…
This Chinese equity screening approach combines three conditions: price amplitude above 1%, afternoon large-order net inflow, and the 20-day moving average above the 120-day moving average. The article interprets the shorter average as more responsive to…
This stock screen combines a 14-period RSI below 65, a daily gain above 1%, and positive institutional flow, while limiting candidates to main-board shares. The accompanying explanation presents RSI as a gauge of market sentiment, daily price change as a…
The document describes a Chinese equity screening strategy that combines a 14-period RSI below 65, upward-diverging moving averages, and strong returns during 2021. Its proposed refinement broadens the historical-return cutoff to the top 30% and allocates…
The note describes a Chinese stock screen using a turnover ratio between 3% and 12%, a circulating share count no greater than 5.5 billion shares, and positive net large-order flow in the afternoon. Its accompanying Python example applies corresponding…
The note presents a stock screen combining amplitude above one, rising lows, and at least five converging moving averages. It describes the convergence condition as a way to identify stocks with steadier price behavior, alongside a rising price base. The…
This post describes a simple equity screen using three conditions: a closing price below 12, daily high-low range above 1% of the previous close, and a 30-day moving average that rose from the prior day. The stated rationale is to combine comparatively low…
This Chinese-language post presents an equity screening rule for stocks associated with robotics. It combines a turnover-rate band of 3% to 12%, a stated circulating market-cap ceiling below 10 billion yuan, and a high ranking by large-order net flow. Its…
This post discusses portfolio risk measurement and argues that return volatility and Value at Risk do not capture losses beyond their usual thresholds. It proposes Expected Shortfall, also called ES, to measure extreme losses in the tail beyond a confidence…