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 post proposes buying stocks whose daily high-low range divided by the open exceeds one, whose institutional-flow measure is positive, and which are not flagged by its prior-day limit-up filter. It explains range and fund-flow readings as indicators of…
This post describes a short-term A-share screen combining three conditions: today’s accumulation ratio must exceed five percent, the outside-to-inside trading volume ratio must be above 1.3, and the stock must have had more than two limit-up days in the…
This Chinese stock-selection proposal combines three filters: daily amplitude above 1, a top-five rank by the day’s opening-auction amount, and large-order net volume above 0.05 for at least three consecutive days. The author interprets persistent positive…
This stock screen targets companies in China’s metaverse sector. It requires three bullish crossovers at once: MACD crossing its signal line, the five-period moving average crossing above the ten-period average, and the five-period average crossing above the…
This Chinese-language post describes a stock selection screen combining three conditions: daily amplitude above one percent, a reversal or engulfing-style pattern, and prior-day actual turnover between three and twenty-eight percent. It provides formula and…
This tutorial introduces finite difference methods for approximating derivatives in a parabolic partial differential equation, using the heat equation as its example. It motivates the approach for quantitative finance by noting that the Black-Scholes…
This Chinese-language post proposes a stock screen combining three conditions: six-period RSI below 65, closing price below 12 yuan, and a measure of the opening price change below 6%. It frames the filters as a way to select lower-priced stocks with…
The document outlines a stock screen that ranks shares by a capital-strength measure, described with examples such as turnover rate and volume ratio, and applies a moving-average trend filter. Its initial description specifies stocks from 2021 whose 20-day…
The document describes a stock-selection screen based on current turnover, circulating market value, and the prior day’s turnover. It selects shares with turnover between 3% and 12%, circulating value between 5 billion and 10 billion yuan, and prior-day…
This Chinese-language post proposes a stock screen requiring MACD to be above zero, price-to-earnings ratio to be positive, and the KDJ K value to be rising. It presents the conditions as filters intended to combine a positive MACD reading, a conventional…
The document describes a stock screen requiring an amplitude measure above 1, prior-day actual turnover between 3% and 28%, and an increase in institutional ownership. It presents these conditions as a way to combine price fluctuation, trading activity, and…
The document presents a Chinese stock-selection screen combining three conditions: turnover between 3% and 12%, the ratio of outside to inside trading volume above 1.3, and a daily MACD reading above zero. It frames turnover as a liquidity or…
This note proposes screening Chinese stocks whose codes begin with 60 and whose turnover lies between 3% and 12%, then ranking them by the product of price change and very-large-order net flow. The intended logic is to combine trading activity, recent price…
This note describes a China A-share screen that combines turnover between 3% and 12%, beverage and alcohol-related industry classification, and a large-order net-flow ranking. Its rationale is to favor actively traded sector stocks receiving market…
This article proposes screening Chinese stocks associated with the metaverse theme. Candidates are described as opening near the ten-day moving average and meeting a volume condition based on the prior day’s turnover multiplied by the ratio of current…
This Chinese-equity screening proposal selects stocks with daily amplitude above 1, a listing history longer than three years, and a shortening MACD green histogram on a 15-minute interval. The text presents higher amplitude as a way to find stocks likely to…
This Freqtrade strategy builds many Triple Exponential Moving Average (TEMA) series and compares them at intervals controlled by a count and gap parameter. For long entries, it adds conditions when a TEMA is below the preceding TEMA in the selected sequence,…
This stock-screening idea combines three filters: market capitalization below 10 billion yuan, no reported losses, and an opening price near the 10-day moving average. It then ranks candidates by a measure of money strength, which the text associates with…
The post describes a Chinese A-share screening rule that combines daily price range, market capitalization, positive net profit, and repeated limit-up closes over a recent 500-day period. It presents the screen as a way to find relatively volatile, smaller…
This proposed Chinese A-share screen selects stocks with turnover between 3% and 12%, excludes Beijing-listed shares, and requires more than two limit-up days within a recent ten-day window. The document frames repeated limit-ups as a possible sign of…
This proposed Chinese A-share screen selects stocks whose prior session’s high-low range exceeds 1% of the prior close, whose tradable share count is no more than 5.5 billion, and that are not listed on the STAR Market. The document presents the conditions…
This Chinese stock-screening post combines an intraday selection before 10 a.m. with several filters: a price range measure above 1, non-ST status, a five-session limit-up pattern, and a volume condition. The volume condition multiplies the prior day’s…
This Chinese stock-selection post describes a screen for metaverse-related shares on the Shenzhen main board. It combines a limit-up event within the prior 25 days with positive price-to-earnings and price-to-book ratios capped at 29.01 and 3.11,…
This stock-screening idea combines a positive MACD condition with upward moving-average alignment and a price filter relative to the 30-day average. The accompanying example calculates MACD from exponential averages and compares the five-day and 30-day…