A-Share Metaverse Screening by Opening Gain and Large-Order Flow

Summary

This Chinese-language post describes a stock screen for the metaverse theme in China’s A-share market. It combines membership in the sector with a price-change filter and a ranking based on net large-order flow. The stated logic seeks stocks with an opening gain below six percent and positive large-order net quantity, then ranks qualifying names by that flow measure. The post also gives example formula and Python implementation approaches.

The author presents the screen as a way to combine sector exposure, a restrained opening move, and market-flow information, while cautioning that these inputs are narrow and large-order net quantity can be interpreted inconsistently. It suggests adding common technical indicators or using machine-learning methods to broaden selection. No backtest, portfolio construction rules, execution details, or measured returns are reported. The sample code and formula should be checked carefully before use, since the description’s timing language and code’s referenced bars may not align exactly.

Key ideas

• The screen restricts candidates to the metaverse sector within A-shares.
• It filters for an opening price change below six percent and positive net large-order quantity.
• Qualifying stocks are ranked by the large-order flow measure.
• The post flags narrow feature selection and ambiguity in interpreting large-order net quantity.
• It proposes adding technical indicators or data-driven methods, but supplies no performance evaluation.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.