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 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…