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12,226 documente
This Chinese-language post describes an equity screening rule that selects stocks with MACD above zero, a short moving average above a longer one, and at least one large daily gain during a recent lookback. It also gives example indicator definitions, a…
This article describes a Chinese equity screen that selects stocks with amplitude above 1, current volume above 10,000 lots, an opening price above the previous close, and an industry classification other than the STAR Market. It presents these conditions as…
This Chinese equity screening idea selects stocks in the metaverse theme using prior-day turnover above 8%, an opening-auction price move below 6% at 9:25, and— in the final stated version—positive cumulative gains over the most recent two days. The article…
This stock screen combines three conditions: prior-day price amplitude above 1%, a prior-day appearance on the market’s top-trading list with buying value greater than selling value, and revenue in 2021 more than 1.1 times its 2018 level. The author presents…
This Chinese-language post describes a daily stock screen that looks for MACD above zero and RSI below 65, then ranks candidates by individual stock heat, a measure of market attention. It presents the screen as a way to find stocks with positive trend…
This Chinese stock screen focuses on the metaverse industry and combines an early-session gain below 6% with a turnover range of 3% to 12%. The post frames the rules as a way to focus on short-term candidates while accounting for liquidity through turnover.…
This Chinese equity screening example selects stocks in the metaverse industry with a volume ratio above 1.5 and below 6, a nonempty name for an outstanding convertible bond, and, in its final stated rules, market capitalization below 5 billion yuan. The…
This Chinese stock screen combines a 14-period RSI below 65 with bid-side quantity greater than ask-side quantity, current volume above 10,000 lots, and an opening price above the previous close. The article presents the conditions as a way to find stocks…
These notes summarize a practical framework for developing an independent quantitative trading operation. They cover choosing strategies that fit a trader’s capital, skills, time, and income goals; screening ideas with benchmark comparisons, Sharpe ratio,…
This note proposes screening stocks for amplitude above 1, a shortening negative MACD histogram on a 15-minute interval, and simultaneous bullish crosses across moving averages of 5, 10, 20, and 60 periods. The combined conditions are intended to identify…
This note describes a Chinese equity screen combining average turnover between 3% and 12%, a Shanghai listing code beginning with 60, and a reversal pattern. It frames turnover as a liquidity filter and the reversal condition as a way to find potential trend…
This stock screen combines three conditions: a minimum price-range measure, a closing price below a specified ceiling, and a 30-day moving average that is rising. The document frames the range and price conditions as filters for stocks with a particular…
This stock-selection rule combines a daily price-range condition with MACD trend filters across weekly and daily data. It seeks stocks whose weekly MACD is above zero and above its prior signal-line value, while daily MACD is also positive. The accompanying…
This report summary examines whether Chinese public mutual funds’ past risk-adjusted performance predicts future performance, with fund selection and fund-of-funds investing as the motivation. It evaluates managers using alpha from several asset-pricing…
This note describes a short-term China A-share screen that selects stocks classified in the metaverse sector, appearing on the prior day’s trading-activity list, and posting a positive daily return. It gives equivalent screening conditions in a formula and…
This proposed equity screen focuses on stocks in the metaverse industry and looks for a bullish MACD crossover alongside yesterday's trading value exceeding sixty million. The article presents the combination as a way to pair a technical signal with evidence…
This stock screen combines three conditions: daily price amplitude above one percent, turnover between two and nine percent, and a KDJ K-line reading below twenty. The article interprets the filters as seeking stocks with noticeable price movement and…
This Chinese equity screen combines a minimum daily price range, exclusion of ST-designated stocks, a five-day closing-high condition, and a name-based filter for the metaverse theme. The accompanying example computes a range measure from the day’s high and…
This A-share stock screen combines a price-amplitude threshold, appearance on the previous day's top-trader list, and simultaneous bullish crossover signals. The examples use moving averages, MACD, and KDJ to represent the technical signals, then intersect…
This review describes a framework for separating portfolio returns into fundamental growth and changes in valuation. It applies the decomposition to value, momentum, quality, and a combined value-quality factor, using long-short portfolios formed from U.S.…
This A-share screening rule combines a daily price-range threshold, the presence of an outstanding convertible bond name, and a weekly bullish-bar condition. The accompanying formula uses a high-low range calculation, a bond-name check, and moving-average…
This A-share stock selection rule looks for a positive MACD reading, a short-term upward moving-average condition, and more than two limit-up days within a ten-day window. The accompanying explanation interprets positive MACD and rising averages as signs of…
The proposed stock screen combines daily price amplitude, a listing-age requirement, and a condition described as evidence of dominant-player control on the prior day. The accompanying rationale treats larger movement as a sign of activity, a longer listing…
This Chinese A-share screening proposal combines a positive MACD reading, upward divergence of short moving averages, positive price change, and super-large-order net flow. It also proposes requiring a stock’s circulating share count to meet or exceed its…