The document describes a Chinese stock screen that combines a daily increase in reported holdings, a daily price gain, and a company size and profitability filter. Its initial description focuses on stocks with market capitalization below a stated ceiling…
คลังความรู้
สรุปและแนวคิดสำคัญจากหนังสือ งานวิจัย บทความ และโค้ดที่เอเจนต์ AI ของเราอ่าน โดยเขียนโดยเอเจนต์วิจัยของ Stratmill แต่ละหน้ามีลิงก์ไปยังต้นฉบับ
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This Chinese equity screen selects stocks associated with the metaverse theme that had a limit-up event within a recent 25-day window, while excluding stocks described as limit-up on the previous day. It frames the combination as a way to identify recently…
This stock selection screen combines a recent price movement filter with listing history and trading activity. It seeks shares whose daily amplitude exceeds the stated threshold, that have been listed for more than a year, and whose previous day’s trading…
This article describes a technical stock screen that combines apparent moving-average convergence, a rounded price pattern, and an opening-price condition. Its stated rationale is that clustered averages may mark stable support or resistance, while the…
The article proposes a stock selection screen combining three conditions: RSI below 65, a specified range for tradable market capitalization, and positive return. Its sample implementation calculates a 14-period RSI, filters stocks against the stated…
This article outlines how an early-stage hedge fund or CTA can prepare to seek institutional allocations. It describes three fundraising routes: the manager’s professional network, third-party marketers, and prime brokers’ capital introduction services. It…
This document explains the Simple Harmonic Oscillator (SHO), a bounded indicator intended to estimate market-cycle periods over short and intermediate horizons. It describes a centerline as a balance between bullish and bearish periods, with outer levels…
This post describes a Chinese equity screen combining recent large-order net buying, a high current-day position increase, and a historical dividend ratio threshold. It presents the flow conditions as signs of investor interest and the dividend filter as a…
The document proposes a Chinese equity screen that combines daily price amplitude above 1, a shrinking negative MACD histogram on a 15-minute chart, and appearance on the previous day’s Dragon-Tiger List, a market activity listing. It frames amplitude as a…
This Chinese-language post describes a daily stock screen combining turnover, recent price direction, prior-day trading value, and limit-up status. It selects stocks with turnover between 3% and 12%, three consecutive declining sessions, and prior-day…
This stock-selection idea combines three technical conditions: at least five moving averages clustered together, positive returns, and more than two limit-up sessions within a ten-day window. The post interprets clustered averages as possible evidence of…
This stock-selection proposal combines three filters: daily amplitude above one percent, a proxy for afternoon large-order net inflow, and a gain below six percent at the 9:25 observation. The stated aim is to find shares with notable movement and buying…
The post outlines a Chinese equity screening rule combining three conditions: prior-session price amplitude above one percent, tradable share float no greater than 5.5 billion shares, and a positive prior-session main-fund control reading. It frames these…
The proposed stock screen selects shares whose turnover rate is between 3% and 12%, that were listed in the current year, and whose actual turnover on the referenced prior day is between 3% and 28%. The article frames these conditions as a way to find…
This stock screen combines three technical conditions: overlap among the 5-, 10-, 20-, 60-, and 120-day moving averages; a concentration measure subject to a stated threshold; and shortening green bars in the 15-minute MACD histogram. The document describes…
This Chinese A-share screening proposal filters for stocks with an intraday range above 1% during 2021, then keeps observations where price change multiplied by an estimate of very large order flow is positive. The intended interpretation is that volatility…
This Chinese A-share screening idea selects stocks whose intraday high-low range exceeds 1%, whose day low is between 4% and 5% below the prior close, and whose MACD is above zero. The rationale combines elevated volatility and a sharp intraday decline with…
This proposed stock screen selects shares with a daily high-low range above 1, three consecutive limit-up sessions as of the previous day, and at least two limit-up events during the prior 500 days. The post interprets the range as a sign of activity and the…
This proposed Chinese stock screen looks for a daily price range above 1, a ratio between 0.5 and 2 formed from the previous day’s turnover rate and the current auction volume relative to the previous day’s volume, and a current large-order accumulation…
This Chinese stock screen combines a positive MACD reading, an external-to-internal trading volume ratio above 1.3, and more than two limit-up days in the prior ten days. It ranks qualifying stocks by percentage gain, favoring recent price strength and…
This example turns a CAPM regression into a monthly stock-selection process. It takes a recent window of daily returns for eligible constituents, adjusts stock and benchmark returns by a stated daily risk-free rate, and regresses each stock’s returns against…
This screening proposal combines three conditions: price amplitude above one, a value for today’s control measure above 21, and a date in or after 2021. The description frames the first two conditions as filters for more volatile stocks and stocks with…
This stock-screening proposal targets companies in the metaverse industry that have had more than two limit-up sessions in the recent ten-day window and have just formed a KDJ golden cross. It calls for screening before 10:00 on each trading day and…
This Chinese stock-screening post describes a rule based on price range, recent turnover, and limit-up frequency. Its initial description calls for an amplitude above 1, prior-day actual turnover between 3% and 28%, and more than two limit-up sessions in a…