This research summary examines whether trading behavior can serve as a proxy for speculative intensity in Chinese A-shares. It studies four measures: idiosyncratic volatility, idiosyncrasy, price delay, and size-adjusted turnover. The proposed intuition is…
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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.
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This article outlines a simple screen for Chinese equities associated with the metaverse theme. It selects stocks whose actual turnover rate from two trading days earlier falls between 3% and 28%, while excluding stocks that hit the upper price limit on the…
The post outlines a Chinese equity screening idea that combines at least five overlapping moving averages, company or industry characteristics, and a 15-minute MACD histogram whose negative bars are getting shorter. It interprets moving average overlap as…
This stock screen selects shares whose daily amplitude exceeds a threshold, whose price is above the five-day moving average, and whose prior session was not a limit-up day. The article frames a larger daily range as potentially useful for short-term trading…
The proposed screen seeks Chinese stocks with turnover between 3% and 12% and a positive gain below 35% over ten days, then looks for three technical indicators to cross upward at the same time. The accompanying formula describes rising 12-period and…
This document describes a Chinese stock selection rule combining daily price range, recent limit-up activity, and a long-term moving average. Stocks enter the candidate pool when their amplitude exceeds 1%, at least one limit-up occurred in the prior 25…
This stock-screening proposal combines three conditions: a 14-period RSI below 65, first-level buy volume greater than first-level sell volume, and a rising KDJ component. It presents these as filters for stocks with moderate momentum, buying pressure, and…
This post describes a Chinese main-board stock screen requiring turnover between 3% and 12%, a daily gain above 1%, and a nonempty name for an outstanding convertible bond. It presents the bond-linked filter as a way to identify companies with…
This post presents a stock screen using three conditions: daily price range above 1%, positive price-to-earnings ratio, and a ten-day return above zero but below 35%. The intended rationale is to find profitable companies showing recent gains and active…
This post describes a Chinese A-share screening rule: select stocks in the metaverse theme with a positive institutional-flow signal and prior-session auction turnover above 0.26. It gives indicator references and a Python example intended to implement the…
This proposed stock screen combines a daily turnover rate between 3% and 12%, a positive product of daily price change and large-order net flow, and a 2019 dividend ratio above 25%. The article frames turnover as a measure of market activity and the…
This stock screen selects companies assigned to the metaverse industry using two size conditions: circulating shares at or below 5.5 billion and a stated size threshold of at least 200 million. The document presents the screen as a way to find larger…
This stock-selection recipe filters Shenzhen main-board listings using turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and up to 100%, price-to-earnings ratios from 0 to 29.01, and…
This stock screen combines a daily range filter, a qualitative company-quality condition, and a trend rule requiring the 20-day moving average to exceed the 120-day average. The article interprets the moving-average relationship as evidence that recent price…
This stock screen combines a daily price-amplitude threshold, a MACD condition above the zero line, and year-over-year growth in net profit attributable to parent-company shareholders. The stated profit-growth range is above 20% and up to 100%. The rationale…
The article proposes a Chinese stock screen combining three price-based conditions: amplitude above a threshold, a rising bottom pattern, and at least one limit-up move within the prior 25 days. It frames wide swings and rising lows as technical signals and…
This stock-screening approach ranks shares by reported buy and sell amounts in the previous day’s trading leaderboard, then filters for names with leaderboard activity and a 20-day moving average above the 120-day average. The ranking is intended to…
This Chinese equity-screening note selects stocks with MACD above zero, positive price-to-earnings ratio, and turnover between three and twelve percent. It interprets the MACD condition as an upward trend filter, positive PE as a basic valuation sanity…
This Chinese stock-screening note combines three conditions: daily trading range above one percent of the previous close, weekly MACD above zero, and a prior-day 9:15 matching price at the lower price limit. It presents the screen as a way to find stocks…
This document describes a Chinese A-share screening rule combining three conditions: amplitude above 1, MACD below zero two days earlier, and a gain below 6% around 9:25. It presents the screen as a way to combine a volatility measure, a trend signal, and a…
The screen selects stocks assigned to the metaverse concept group using two same-day price conditions: the reported move at 9:25 is below 6%, and the day's maximum decline is between 4% and 5%. The accompanying explanation frames these conditions as a way to…
This stock screen first limits candidates to companies classified in the metaverse industry. It then looks for an opening price described as near the 10-day moving average and positive net buying by major participants during the opening auction. The article…
This Chinese equity screening method selects stocks with turnover between 3% and 12%, year-over-year growth in net profit attributable to parent-company shareholders above 20% and no higher than 100%, and a daily increase-in-holdings ratio above 5%. The…
This Chinese equity screening example combines a metaverse industry classification with a volume-ratio band and a condition described as rising bottoms. It then adds a market-value ceiling to the proposed final screen. The article also sketches how to…