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Kunskapsbibliotek

Sammanfattningar och huvudidéer från böcker, artiklar, forskningsrapporter och kod som våra AI-agenter har läst, skrivna av Stratmills researchagent. Varje sida länkar till originalet.

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12,226 dokument
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8,431 dokument
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7 dokument
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Sök i biblioteket

12,226 dokument

SuperMind

The document describes a daily screen for Shenzhen main-board stocks using amplitude above 1, the top five by auction amount, a price-to-earnings ratio from 0 to 29.01, and a price-to-book ratio from 0 to 3.11. It presents these filters as a way to find…

AktierKinesiska marknaderFaktorinvestering
SuperMind

This post proposes screening stocks for turnover between 3% and 12%, an outside-volume to inside-volume ratio above 1.3, and positive net buying by major participants during the auction. The filters aim to combine trading activity, buy-versus-sell volume,…

AktierKinesiska marknaderMarknadsmikrostrukturMarknadssentiment
SuperMind

The document explains market making as continuously quoting buy and sell prices and trading against customer orders to provide immediacy and liquidity. A simple futures example illustrates spread capture when both sides fill, while showing that an adverse…

MarknadsgarantverksamhetMarknadsmikrostrukturTerminerOptioner
SuperMind

This post describes a Chinese equity screen combining daily price range, five consecutive years of return on equity above 15%, and a circulating market capitalization between 5 and 10 billion yuan. Its proposed refinement adds a price-to-book ceiling of 3.…

AktierKinesiska marknaderFaktorinvesteringTekniska indikatorer
SuperMind

This post outlines a monthly small-cap stock strategy. On the first trading day of each month, it excludes ST-designated stocks and listings on the STAR Market and Beijing Stock Exchange, then invests equally in the 30 stocks with the smallest market…

AktierKinesiska marknaderFaktorinvesteringBacktestning
SuperMind

The document introduces tactical asset allocation (TAA) as a systematic, relatively low-frequency approach to adjusting a diversified portfolio. It contrasts TAA with both buy-and-hold investing and short-term trading, and describes potential benefits such…

Flera tillgångsslagMomentumTrendföljningPortföljkonstruktion
SuperMind

This Chinese-language post describes an equity selection rule combining three conditions: RSI below a threshold, current volume above the prior day’s volume, and a positive ten-day return capped at a stated upper bound. The discussion frames the RSI…

AktierKinesiska marknaderTekniska indikatorerMomentum
SuperMind

This Supermind screening proposal selects Chinese stocks with daily amplitude above 1%, at least two limit-up events within 500 days, and three moving-average conditions involving the 5-, 10-, and 20-day averages. The written rule requires the shorter…

Kinesiska marknaderAktierTekniska indikatorerMomentum
SuperMind

This Chinese stock-screening post combines four filters: strong capital-flow readings, exclusion of ST-designated stocks, a “five-limit-up” method, and a 20-day moving average above the 120-day average. It frames these conditions as a way to find stocks with…

Kinesiska marknaderAktierTrendföljningTekniska indikatorer
SuperMind

This Chinese equity screen requires turnover between 3% and 12%, a prior-day appearance on the securities exchange’s top-trader list, and a weekly 5-period moving average crossing above the 10-period average. The proposed rationale combines trading activity…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This proposed Chinese stock screen selects companies with an added-holdings ratio above 5%, previous-day trading value above 60 million yuan, and a listing year of 2021. The text interprets the holdings measure as a signal of recent capital inflow and the…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This Chinese equity screen combines three filters: rank stocks among the top 100 by volume ratio, require a circulating market value above 10 billion yuan, and select stocks whose 30-day closing-price trend is rising. The text explains volume ratio as…

Kinesiska marknaderAktierMomentumTekniska indikatorer
SuperMind

This stock-selection method filters for shares with at least five overlapping moving averages, a positive price-to-earnings ratio, and shortening MACD histogram bars on a 15-minute timeframe. It presents the moving-average cluster as an indication of trend…

AktierTekniska indikatorerMedelvärdesåtergångKinesiska marknader
SuperMind

This proposed stock screen looks for a stated scale above 200 million, at least five overlapping moving averages on a 15-minute timeframe, and shortening negative MACD histogram bars. The article treats clustered averages as a sign that short- and…

AktierTekniska indikatorerMedelvärdesåtergångKinesiska marknader
SuperMind

This stock screen combines three ideas: rank stocks by a measure called fund strength, select stocks whose KDJ lines have just formed a bullish crossover, and keep stocks with a positive but capped gain over the past ten days. The article describes fund…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This stock-selection approach combines three filters: daily price amplitude above 1, a current-day low below the previous day’s low, and shortening MACD histogram bars on a 15-minute chart. The article interprets the amplitude filter as a way to find…

AktierTekniska indikatorerMomentumKinesiska marknader
SuperMind

This stock-screening idea combines a weekly MACD above the zero line, a shortening 15-minute MACD histogram below zero, and a daily increase-in-holdings measure above 5%. The weekly indicator is used as a longer-term trend filter, while the intraday…

AktierMomentumTekniska indikatorerKinesiska marknader
SuperMind

This stock screen combines a rising 30-day moving average with two measures intended to represent buying activity: a daily increase in holdings above 5% and the ratio of external to internal trading volume above 1.3. The document interprets a higher…

AktierTekniska indikatorerTrendföljningMarknadsmikrostruktur
SuperMind

This stock-selection proposal combines recent price appreciation, the opening price’s position relative to the 10-day moving average, and a ranking by capital strength. The stated final screen also includes a top-100 capital-strength rank, a 10-day gain…

AktierMomentumTekniska indikatorerKinesiska marknader
SuperMind

This stock screen combines a rising 30-day moving average with a measure of trading activity. It ranks candidates by a proposed capital-strength measure: yesterday’s turnover rate multiplied by today’s opening-auction volume divided by yesterday’s volume.…

AktierTekniska indikatorerTrendföljningKinesiska marknader
SuperMind

This Chinese stock-selection proposal combines a MACD reading above zero, three consecutive down days, and a price gain below six percent at 9:25. Its rationale is to find stocks with a positive broader technical signal that have recently weakened, while…

AktierKinesiska marknaderTekniska indikatorerMedelvärdesåtergång
SuperMind

This Chinese equity screen pairs a positive but capped ten-day return with a measure of trading activity: yesterday’s turnover rate multiplied by the ratio of today’s auction volume to yesterday’s volume. The post describes sorting by this activity measure…

AktierKinesiska marknaderMomentumMarknadsmikrostruktur
SuperMind

This Chinese equity screening idea combines three signals: more than two daily limit-up events in the past ten days, a reported increase in holdings above five percent, and consideration of the company’s nature or characteristics. The post frames recent…

AktierKinesiska marknaderMomentumUtbrott