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 Chinese stock-screening example combines a 14-period RSI below 65, three consecutive bearish candles, and a circulating share count no greater than 5.5 billion. The document presents the rules as a way to identify stocks showing short-term weakness…
This Chinese stock-screening example ranks shares by capital strength and initially selects stocks with more than two limit-up sessions in the previous ten days and a gain below six percent at 9:25. The accompanying explanation treats stronger capital inflow…
This note proposes a short-term Chinese equity screen with three conditions: amplitude above 1, the current high equal to the highest high over two days, and the opening price near the ten-day moving average. It gives formula and Python examples, including a…
This forum post raises a factor-research reproducibility problem: a user reports that returns from reproducing four factors differ substantially from the platform’s published results. The suggested comparison holds the factor and backtest period constant,…
This note describes a Chinese equity screening rule that combines price movement, trading activity, opening behavior, and recent limit-up frequency. It selects stocks with amplitude above 1, current volume above 10,000 lots, a higher open, and more than two…
This Chinese equity screen looks for stocks with turnover between 3% and 12%, a negative product of the daily price change and net super-large-order quantity, and a pattern described as three consecutive declining sessions. It uses turnover and large-order…
This Chinese stock-selection idea filters for companies in the metaverse theme whose net major-investor buying during the opening auction is positive and whose KDJ indicator has just formed a bullish crossover. The three conditions combine thematic exposure,…
This Chinese equity screen selects main-board stocks with a 14-period RSI below 65, a daily gain greater than 1%, and an increase-in-position share above 5%. The note interprets the position increase as a possible sign of near-term capital inflow and pairs…
This note describes a Chinese equity screen combining a positive MACD reading with a favorable company classification and a circulating market value between 5 billion and 10 billion yuan. It frames the approach as a blend of technical momentum and company or…
This post presents a Chinese stock-selection screen that combines a daily price-range threshold, a pattern described as a morning star, and ranking by auction activity, selecting the top five names. It frames the inputs as measures of price movement,…
This post outlines a technical screen for Chinese stocks in the metaverse theme. It requires the stock’s price to be above its five-day moving average and applies a rule intended to identify an arc-shaped price pattern. The document describes these…
This post describes a daily, after-close screen for Chinese equities. It selects stocks whose MACD line is above zero, ranks candidates by individual-stock popularity, and restricts turnover to between 2% and 9%. It explains the indicators as rough proxies…
The post proposes an A-share stock screen centered on a reported increase in holdings above 5% and a relationship between price change and net large-order flow. It also refers to 2021 performance, then adds market capitalization above 10 billion and a…
This A-share screening idea looks for stocks classified in the metaverse sector that appeared on the previous day’s trading activity leaderboard and whose intraday low is 4% to 5% below the previous day’s high. The article frames the screen as a way to find…
This Chinese-language post describes a stock-selection screen focused on the metaverse concept. It requires the 30-day moving average to be rising and filters stocks using a measure combining the prior turnover rate with the ratio of today’s auction volume…
This proposed stock screen looks for companies with daily high-low range above 1%, market capitalization below 10 billion, and no losses. The initial description refers to 2021 data; the refined version adds positive net income in each of the latest four…
This stock-selection approach filters for companies in the beverage and alcohol import-export industry, a 14-period RSI below 65, and return on equity above 15% for five consecutive years. It combines a price-based indicator with an industry classification…
This post outlines a stock selection rule that combines MACD above zero, a favorable company classification, and previous-day actual turnover between three and twenty-eight percent. It interprets the MACD condition as a positive technical signal and the…
This post proposes a Chinese equity screen combining recent price-limit events, trading activity, and an increase in position holdings. Its stated initial conditions are more than two limit-up days within ten days, prior-day turnover above sixty million, and…
This proposed screen targets stocks associated with the metaverse theme and combines an arc-shaped price pattern with a rising K value from the KDJ oscillator. The explanation treats a rising K value as a sign of improving bullish momentum. The formula and…
This Chinese-equity screening rule selects companies with turnover between 3% and 12%, circulating market value between 5 billion and 10 billion yuan, total market value below 10 billion yuan, and positive reported profits. Turnover is used as a…
This note describes a stock screen combining daily amplitude above a stated threshold, a positive weekly MACD signal, and first-level buy volume greater than sell volume. It presents the buy-versus-sell volume condition as a way to gauge near-term trading…
The document presents a Chinese A-share screening rule that selects stocks with a daily high-low range exceeding one percent, at least one limit-up session in the prior 25 trading days, and a high ranking on a large-order net-volume measure. The combined…
This overview explains mean reversion as a tendency for a time series to move back toward a typical level, contrasting it with a random walk and relating the idea to the Ornstein–Uhlenbeck process. It describes the Augmented Dickey-Fuller test as a unit-root…