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-selection post proposes screening for shares with price amplitude above a threshold and a bullish alignment among three moving averages, while excluding a board category. Its Python example uses five-, ten-, and twenty-period averages,…
This post describes a historical stock screen using three conditions: daily price amplitude above 1%, calendar year 2021, and prior-day actual turnover between 3% and 28%. The resulting stocks are intended to form a candidate pool. The author associates a…
This post outlines an intraday stock screen requiring a share price below 12, at least five moving averages to converge, and shortening MACD histogram bars on a 15-minute interval. It interprets moving-average convergence as a sign of relative price…
This post proposes a short-term A-share screen using three conditions: today’s position-increase ratio must exceed 5%, afternoon net inflow from large orders must be positive, and the stock’s 10-day return must be above zero but below 35%. The stated…
This Chinese-language stock-screening post describes a three-part filter: rank stocks by relative volume and retain the top 100, look for MACD DIF and DEA lines forming a rounded shape near zero, and require the 20-day moving average to be above the 120-day…
This note describes a Chinese equity screen for metaverse-related stocks. The stated criteria require a volume ratio between 1.5 and 6, a positive 10-day price change below 35%, and, in the final version, a circulating market value above 1 billion yuan. The…
This note outlines an equity screen based on a contracting MACD histogram on a 15-minute interval, daily amplitude above 1%, and a specified company-type filter. The article frames the shrinking histogram as a possible trading signal and the amplitude…
This note describes a Chinese equity screen combining a 14-period RSI below 65, bid-side volume greater than ask-side volume, and a circulating share count capped at 5.5 billion. It presents the criteria as a way to find stocks with a relatively moderate RSI…
This proposed Chinese main-board stock screen combines a 3% to 12% turnover range, membership in the robotics concept group, floating market capitalization below 10 billion yuan, and an upward relationship between short moving averages. Its sample formula…
This document proposes a Chinese equity screening rule combining prior-session amplitude above 1%, a free float no larger than 5.5 billion shares, and convergence of five moving averages spanning short to longer periods. It frames the amplitude threshold as…
This equity screen selects stocks classified in the metaverse theme when the prior day’s actual turnover rate is between 3% and 28% and the 30-day moving average is rising. The turnover range is presented as a way to focus on shares with trading activity,…
The proposed screen looks for main-board stocks with RSI below 65, a daily gain greater than 1%, and a recent sequence of seven declining sessions. It aims to find stocks that have experienced persistent weakness but are rebounding on the screening day. The…
This stock screen combines a 14-period RSI below 65 with three consecutive sessions in which the close is below the open. It also limits candidates to companies with market capitalization no greater than 100 billion and positive earnings, combining a…
This proposed short-term equity screen combines three filters: membership in China’s metaverse industry group, a recent appearance on the market’s limit-list disclosure, and a bullish reversal-style price condition. The article describes the final condition…
This stock-selection approach screens for shares with daily amplitude above 1%, RSI below 65, and a rising trend as represented by a shorter moving average above a longer one. The range condition seeks active price movement, while the RSI filter avoids…
This note describes a stock screen combining three conditions: an intraday high-low range greater than 1% of the opening price, a dividend yield above 25% for 2019, and total assets exceeding 200 million. The author presents volatility, historical dividend…
This note presents an A-share stock screen for companies associated with the metaverse. It selects stocks whose prior-day volume-price measure is more than 8% higher than its reference value, whose turnover rate is between 2% and 9%, and whose market…
This Chinese equity screen filters for main-board stocks outside Beijing, with a daily range above 1% and a daily gain above 1%. The article describes these criteria as a way to focus on volatile stocks with short-term upward movement. It also suggests…
The proposed screen selects stocks whose codes begin with 60, whose daily amplitude exceeds 1, and whose opening auction amount ranks among the top five. The article frames the range condition as a way to focus on volatile stocks and the auction ranking as a…
This proposed Chinese equity screen combines a turnover range, a cap on circulating shares, and the closing price’s position within Bollinger Bands. The stated logic seeks stocks with turnover from 3% to 12%, circulating shares no greater than 5.5 billion,…
This document outlines the risk-neutral argument behind the Black–Scholes partial differential equation for a European option. It starts with a stochastic model of a stock price and applies Itô’s lemma to describe how an option’s value changes with the…
This Chinese A-share screening idea combines four conditions: daily price range of at least 1%, volume relative to its five-day average between 1.5 and 6, a weekly five-period moving average crossing above the ten-period average, and an opening price below…
This post describes a stock screen intended to find Chinese equities with strong trading activity, low share prices, and repeated limit-up moves. Its listed rules rank stocks by volume ratio and select the top 100, apply a price ceiling, and look for at…
This Chinese equity screening idea combines a turnover filter, parent-company net profit growth, and a recent price-high condition. It selects stocks with turnover between 3% and 12%, year-over-year profit growth above 20% and at most 100%, and a price…