Resumos e ideias principais, escritos pelo agente de investigação da Stratmill, dos livros, artigos científicos, artigos e código consultados pelos nossos agentes de IA. Cada página inclui uma ligação para o original.
12,226 documentos
This article presents a broad framework for choosing and assessing quantitative trading strategies. It recommends matching a strategy to an investor’s temperament, available time, preferred trading frequency, capital, programming skills, and goals. It argues…
This post outlines a stock screen combining three kinds of conditions: reported same-day position increases, valuation limits, and a short-term MACD signal. Candidates are described as Shenzhen mainboard stocks with price-to-earnings ratios from 0 to 29 and…
This post describes a Chinese A-share screening rule that combines a relative strength index threshold with positive daily price movement. It selects mainboard stocks whose RSI is below 65, whose daily gain exceeds 1%, and whose reported daily return is…
This screening rule combines three conditions: price amplitude above a threshold, a shrinking negative MACD histogram on a 15-minute chart, and exclusion of Beijing-listed shares. The text interprets amplitude as a way to find more volatile stocks and…
The post presents a Chinese equity screening rule combining a positive MACD reading, filters intended to exclude financially troubled or specially treated companies, and a minimum prior-day trading activity threshold. Its rationale is to pair a technical…
The post describes a daily stock screen for main board shares with turnover between 3% and 12%, a daily gain above 1%, and positive return. It frames the turnover band as a way to focus on trading activity and the gain and return filters as profitability…
This post presents a stock selection concept combining a price-amplitude condition, a low K-line-related threshold, and a prior-day appearance on China’s Dragon and Tiger List, a disclosure of notable trading activity. It interprets the listing as a sign of…
This post outlines a China-listed equity screen limited to the metaverse theme. It seeks stocks with three technical indicators crossing upward at the same time and positive net buying by large orders during the opening auction. MACD and its signal line are…
This Chinese-language post describes a stock screening rule that ranks shares by volume ratio, then filters for a ten-day gain above zero but below 35 and a circulating market value no greater than 5.5 billion shares’ worth, as worded in the source. It…
The document presents a Chinese equity screening rule that requires MACD to be above zero, the reported external-to-internal trading volume ratio to exceed 1.3, and the 20-day moving average to be above the 120-day average. Stocks passing all three filters…
The document describes a stock selection rule combining daily price amplitude, a weekly moving-average crossover, and the presence of an outstanding convertible bond. Its stated rationale is to consider both price trend and volatility alongside a…
This Chinese A-share screening proposal selects stocks with RSI below 65, a circulating market value from 5 billion to 10 billion yuan, and positive institutional activity. The article frames the filters as a combination of a short-term technical measure,…
This Chinese A-share screening proposal filters for stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and ranks candidates by large-order net buying. Its stated rationale is to identify actively traded stocks with positive large-order…
This note outlines a stock-selection screen using turnover between 3% and 12%, excluding Beijing-listed A shares, and requiring at least one daily gain of 10% or more within the preceding 25 trading days. The author frames the recent large gain as a way to…
This note describes a Chinese equity screen combining a daily price-range threshold, an indicator that a company has an outstanding convertible bond, and positive large-order net volume over three consecutive days. The accompanying formula expresses the…
This A-share stock selection approach looks for MACD above zero, a rising DEA line, and at least two limit-up events during the previous 500 days. It treats positive MACD and an improving signal line as evidence of strength, while repeated limit-ups identify…
This Chinese A-share screening idea combines three conditions: MACD is above zero, parent-company net profit growth is above 20% and no more than 100%, and the stock has reached the daily limit-up at least twice in the prior 500 days. The intended rationale…
The post proposes a Chinese stock watchlist screen for companies associated with beverage or alcohol imports and exports. It combines daily price amplitude above 1% with at least one limit-up event in a recent window. The accompanying indicator and Python…
The post describes a Chinese equity screen requiring daily amplitude above 1%, a positive 10-day return below 35%, and at least one daily gain of 10% or more during the preceding 25 trading days. It frames these conditions as a way to find volatile stocks…
This stock-selection idea screens for shares with turnover between 3% and 12%, three consecutive declining sessions, and positive net institutional money flow. It frames the pattern as a way to find stocks that have pulled back while attracting institutional…
The document outlines a Chinese stock-selection idea that combines membership in the metaverse industry with a rounded price pattern and a measure built from price change and net volume attributed to very large orders. Its example implementation further…
This stock-selection idea focuses on the metaverse sector and filters for an opening price less than six percent above the prior close, along with a current-day low below the previous day’s low. The article supplies formula and Python examples for applying…
This note describes a Chinese stock screen combining three conditions: at least five moving averages converge, the 30-day average is rising, and free float is no more than 5.5 billion shares. The intended rationale is to find stocks with aligned or…
This Chinese equity screen selects shares priced below 12 yuan whose MACD is above zero, while excluding shares that hit a limit-up on the previous day. The note frames positive MACD as a technical entry condition and the prior-day exclusion as a way to…