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
The document describes a China A-share screen for stocks in a metaverse category, requiring a positive daily return and trading activity above a stated threshold. It then adds a short-term moving average crossover: the five-day average must rise above the…
This stock screen selects shares using turnover rate bands and excludes Beijing listed A shares. It first states a turnover range of 3% to 12%, then adds a narrower 2% to 9% condition. Since both conditions apply to the same measure, the effective overlap is…
This stock selection rule combines a volatility screen, a weekly moving average crossover, and a daily price change range. It selects shares with amplitude above 1, a weekly five period moving average crossing the ten period average, and a daily return…
This report reviews the early development of actively managed and enhanced ETFs, focusing on China’s first enhanced ETF launches and the faster-growing US active ETF market. It describes enhanced ETFs as vehicles that seek benchmark outperformance while…
This document describes a daily pre-market A-share screen combining a positive MACD reading, a share price below a stated threshold, and seven consecutive down sessions. It includes a standard MACD parameterization and sample Python logic intended to…
The document outlines an A-share stock screen for companies associated with the metaverse that have positive returns and a circulating market value in a stated mid-size range. Its final version adds a rising 20-day moving average as a trend filter. It…
This stock selection idea combines three filters: amplitude above 1, an opening price near the 10-day moving average, and a positive ranking or reading for net large-order volume. The accompanying examples define the moving-average zone as within five…
This Chinese stock screen combines daily price movement, convertible bond information, and trading activity. It selects shares with amplitude above 1, a nonempty outstanding convertible bond name, and an outside-to-inside trading volume ratio above 1.3. The…
The article describes a stock-selection idea based on a reported increase in holdings above 5% and a share price below 12. It suggests that increased buying could support price gains, while noting that broad market declines or an overvalued stock can still…
The article proposes screening stocks for amplitude above 1, a bullish weekly bar, and a volume ratio above 1.5 but below 6. It presents these conditions as a way to find shares with higher price movement, an upward weekly signal, and elevated but not…
This screen targets stocks in the metaverse sector. It requires the morning price change measured around 9:25 to be below 6%, then checks that the closing price lies above the Bollinger middle line and below the upper band. The article describes Bollinger…
This stock screen selects main-board shares with turnover between 3% and 12%, a daily gain above 1%, and a volume ratio between 1.5 and 6. The article presents the combination as a way to find shares with active trading while limiting the screen to a defined…
The post proposes screening Chinese stocks for a daily high-low range of at least one percent, a nonempty outstanding convertible-bond name, and three simultaneous technical golden crosses. It explains the range filter as selecting volatile names and treats…
The article proposes screening Chinese stocks for daily amplitude above 1, circulating market capitalization above 10 billion yuan, and large-order net inflows that remain positive for at least three consecutive days and exceed a stated threshold. It frames…
This proposed Chinese equity screen combines three filters: turnover between 3% and 12%, year-over-year growth in net profit attributable to parent shareholders above 20% and up to 100%, and positive institutional activity. The article presents the…
This article outlines a monthly stock-selection study based on transaction-derived capital-flow measures. It proposes screening 17 individual indicators, assessing their predictive ability and stability, combining selected measures according to financial…
This A-share stock screen selects candidates after each trading day using a positive MACD condition, then ranks stocks by reported popularity and by the product of percentage price change and a large-order volume measure. The document explains the rationale:…
This stock-selection approach screens Chinese A-shares for turnover between 3% and 12%, market capitalization below 10 billion yuan, and positive income. It then looks for a sufficiently large price rise during the opening auction and combined large and…
This Chinese equity screening rule flags stocks for selling when amplitude exceeds 1, the prior day’s actual turnover rate is between 3% and 28%, and closing prices have fallen for seven consecutive trading days. It combines a volatility condition, a…
This China A-share screening idea combines three conditions: amplitude above 1, a dividend ratio above 25% in 2019, and at least one daily gain of 10% or more during the most recent 25 trading days. The article frames these filters as a mix of volatility,…
This post describes a daily stock-selection rule for Chinese equities in the metaverse industry. It selects stocks that had at least one limit-up event during the previous 25 days and whose 2019 dividend payout ratio exceeded 25%. The stated selection time…
This Chinese stock screen combines an amplitude threshold, circulating market capitalization above 10 billion yuan, and at least one limit-up event within roughly the past month. The article interprets these filters as a mix of volatility, company size, and…
This Chinese equity screen selects stocks using three filters: an amplitude threshold, previous-day actual turnover between 3% and 28%, and a ten-day price gain between 0% and 35%. The stated intent is to combine recent price behavior with trading activity…
This Chinese stock screener combines a daily range filter, afternoon large-order net inflow, and a ratio of aggressive buying volume to selling volume above 1.3. Among stocks that pass, it proposes selecting those with the strongest recent price gains. The…