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 stock selection approach combines three technical filters: daily price amplitude above one percent, a reversal or engulfing-style candle condition, and a weekly MACD histogram at or above zero. The post presents the combination as a way to seek active…
The document presents a Chinese-equity screening rule that combines a minimum daily amplitude, a circulating-market-cap threshold, and a morning star candlestick signal. It describes the pattern as a possible bullish reversal after a decline and provides…
This stock-selection idea combines three daily-chart conditions: a price range above a stated threshold, at least two limit-up events during the prior 500 days, and an opening price near the ten-day moving average. The article frames range and limit-up…
This proposed Chinese equities screen selects stocks with turnover between 3% and 12%, an opening price within 5% of the 10-day moving average, and a recent seven-day low condition. The post presents the combination as a way to find active stocks amid a…
This post proposes screening Chinese equities using three conditions: buying-pressure share above a threshold, prior-day turnover value above a threshold, and a high dividend ratio in a specified historical year. It frames buying pressure as a sign of…
This introductory guide lays out five areas for developing quantitative trading capability: mathematics and statistics, programming, financial knowledge, strategy research, and practical testing. It highlights time-series and cross-sectional econometrics,…
This post presents a short-term stock screen combining price amplitude, a morning-star pattern, exclusion of specially treated stocks, a market-wide limit-up count capped at five, and selection before 10 a.m. It includes a platform formula and Python example…
This note describes a rule-based screen for Chinese A-share stocks in the metaverse sector. It selects stocks whose quoted 9:25 price change is below 6% and whose 30-day moving average is rising. The post includes indicator expressions and sample Python…
The document describes a stock screen that looks for shares with an amplitude above 1, an upward-spreading moving-average condition, and high auction trading value. It ranks qualifying stocks by auction value and selects the top five, aiming to combine price…
The document outlines a daily Chinese stock screen taken at 14:00. It retains stocks with MACD above its zero line, positive afternoon large-order net inflow and positive popularity, then sorts candidates by popularity from highest to lowest. It gives the…
The document proposes a Chinese stock selection rule combining current turnover rate, the ratio of external to internal trading volume, and a prior-day opening-auction price condition. It then ranks qualifying stocks by current auction turnover and selects…
This post proposes screening Chinese stocks by metaverse industry membership, a custom “arc” pattern, and dates within 2021. It describes using industry data and a date filter, then adding technical and fundamental measures for a broader assessment. The…
This stock-screening concept combines price amplitude above one percent, RSI below 65, and a shortening negative MACD histogram on a 15-minute chart. The text interprets shrinking negative bars as potentially weakening selling pressure and a possible rebound…
The document presents a Chinese equity screen combining a turnover ratio from 3% to 12%, appearance on the prior day’s 龙虎榜 (a public ranking of notable trading activity), and a dividend ratio above 25% for 2019. It interprets turnover as a liquidity measure,…
This stock selection rule targets companies in the metaverse sector that recorded a limit-up event within the prior 25 days and show positive large-order net inflow in the afternoon. The document frames the combination as a way to find stocks with recent…
This Chinese stock-screening proposal selects equities with turnover between 3% and 12%, an appearance on the previous day’s trading leaderboard, and at least one daily gain of 10% or more during the preceding 25 sessions. It gives equivalent descriptions in…
This note describes an A-share stock-selection rule combining turnover between 3% and 12%, three consecutive declining sessions, and a close above the prior day's low. The intended pattern is a short-term pullback followed by a close recovering above a…
This note outlines an A-share stock screen based on a daily price range above 1%, excluding Beijing-listed shares, requiring a specified reversal or engulfing pattern, and capping circulating market value at 10 billion yuan. It provides formula and Python…
This note describes a short-term A-share stock screen combining turnover, the opening price relative to the 10-day moving average, and the day's low relative to the previous day's low. It selects stocks with turnover between 3% and 12%, an open within 5% of…
This Chinese stock-screening proposal combines three technical conditions: daily high-low amplitude above 1%, a newly formed KDJ crossover, and weekly MACD above its zero axis. The explanation treats a larger daily range as evidence of volatility, the…
This Chinese equity screen selects stocks with turnover between 3% and 12%, membership in the robotics concept, and float market capitalization below 10 billion yuan, while excluding the STAR Market. The post frames the constraints as a way to narrow the…
This proposal screens Chinese stocks using three conditions: daily high-low amplitude above 1%, a reversal or “wrap-up” pattern, and a 2019 dividend ratio above 25%. Its indicator reference defines the amplitude threshold as a one-percent range and describes…
This Chinese A-share screening proposal combines a recent price-limit event with industry filters. Its stated rule looks for stocks in the metaverse sector that had a limit-up within the prior 25 days and are classified under a beverage and alcohol…
The post outlines a Chinese stock screening idea combining a large price amplitude, a three-session limit-up sequence on the prior day, a market capitalization ceiling, and positive earnings. It proposes tightening the amplitude threshold and checking…