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12,226 dokumenter
This document describes a Chinese equity screening rule combining trading activity, order-book depth, and price position within Bollinger Bands. It selects listed stocks with turnover between 3% and 12%, greater buy-one than sell-one volume, and a close…
This Chinese equity screening idea selects stocks whose daily high-to-low range is at least 1%, requires a nonempty name for an outstanding convertible bond, and ranks candidates by the day’s auction amount to retain the top five. The stated rationale is to…
This document describes an A-share stock screen combining RSI below 65, MACD above zero, and a factor multiplying the price change by a measure derived from turnover and very large orders. It frames RSI as a filter on short-term weakness, positive MACD as an…
This document outlines a daily, pre-open A-share screen requiring MACD above zero, a share price below 12, and prior-session actual turnover between 3% and 28%. It presents the positive MACD reading as a trend filter and turnover as a measure of trading…
This document presents a short-term A-share screen with three conditions: amplitude above 1, the current low below the previous session’s low, and a ten-day return greater than zero but below 35. The text interprets the range and lower low as signs of…
This document describes an A-share screen combining RSI below 65, seven consecutive sessions in which the close is below the open, and prior-day auction turnover above 0.26. The rationale is that RSI may avoid overbought stocks, a run of down days indicates…
The proposed Chinese equity screen combines a technical filter with a fundamental growth condition. It selects stocks with an RSI below 65 and year-over-year growth in net profit attributable to parent-company shareholders above 20% and at or below 100%,…
The article proposes screening Chinese A-share stocks using three conditions: a dividend payout ratio above 25% in 2019, RSI below 65, and MACD above its zero line. It describes the dividend measure as a fundamental filter and RSI and MACD as technical…
This Chinese equity screening example combines three technical conditions: amplitude above 1%, an upward-moving short average or price crossing above a three-day average, and a rising or supported recent low. The document gives formula and Python-style…
This document describes a Chinese equity screening rule that selects Shenzhen main-board stocks with daily amplitude above 1%, a year filter for 2021, price-to-earnings ratios from 0 to 29.01, and price-to-book ratios from 0 to 3.11. It provides both an…
This Chinese-language post proposes a stock selection rule based on price amplitude, prior-day turnover, and the ratio of current auction volume to the previous day’s volume. It selects shares whose amplitude exceeds one and whose prior turnover multiplied…
This Chinese-language post describes a stock screen combining daily price amplitude greater than 1, a three-day limit-up streak as of the previous day, and a positive price-to-earnings ratio. It frames the amplitude condition as a way to find active shares,…
This article describes a short-term Chinese stock screen based on daily price range, a high ranking for net large-order volume, and MACD above its zero line. It presents the combination as a way to find active stocks with positive momentum, and includes an…
This article outlines a Chinese equities screen combining three signals: confluence among the 5-, 10-, 20-, 60-, and 120-day moving averages, appearance on the prior day’s market leaderboard, and a 20-day moving average above the 120-day average. The…
This stock-selection rule requires the 20-day moving average to be above the 120-day average, RSI to be below 65, and current volume to exceed the prior day's volume by more than five percent. The article interprets the moving-average relationship as an…
This document describes a Chinese equity screen combining three conditions: price amplitude above 1, a weekly five-period moving average crossing above the ten-period average, and large-order net volume above 0.05 for at least three consecutive days. It…
This document describes an equity screening rule that selects stocks with turnover between 3% and 12%, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days within a 10-day window. It frames these conditions as indicators of…
This document presents a short-term Chinese stock selection idea using three conditions: amplitude above 1, a closing price below 20, and a prior-day 9:15 matching price at the limit-down level. It frames the filters as a way to find stocks with price…
This document proposes screening stocks for amplitude above 1, a contracting negative MACD histogram on a 15-minute chart, and a listing age beyond a chosen threshold. The intended interpretation is that a shrinking negative histogram may signal a possible…
This document describes a Chinese main-board stock screen that combines RSI below 65 with a daily gain above 1% and a rising-trend condition. The examples express the trend condition through moving-average alignment: the 5-day average exceeds the 20-day, the…
This overview classifies quantitative funds by strategy, market, instrument, and time horizon. It describes trend following, which seeks sustained price moves and can have a low win rate while relying on occasional large trends, and countertrend trading,…
This Chinese equity screen selects beverage and alcohol related stocks with turnover between 3% and 12%, then applies a comparison involving yesterday’s turnover, today’s auction volume, and yesterday’s trading volume. The stated rule keeps cases where the…
This Chinese equity screening rule combines a turnover range of 3% to 12% with two short-term market conditions: the stock appeared on the previous day’s 龙虎榜, a public ranking of notable trading activity, and its 9:15 opening-auction matched price was at the…
The document describes a stock screen that selects shares with an amplitude above one and a daily maximum decline between four and five percent, restricted to observations from 2021. It presents the screen as a way to identify volatile stocks after a marked…