A-Share Screen Combining Volatility, Price, and Money Flows
Summary
This note proposes screening A-share stocks for daily amplitude above 1%, a closing price of 18.5 yuan, and signs of rising money flows. It describes volatility and price as basic filters, then uses money-flow strength or an increase in money-flow measures to favor shares attracting more capital. The examples outline a technical indicator condition and a Python workflow using stock and money-flow data; the final stated idea is to identify stocks with an inflow trend.
No backtest, return series, or comparison with a benchmark is provided, so the note offers a screening recipe rather than evidence of profitability. It acknowledges that a fixed share-price threshold is simplistic, flow rankings can change with market conditions, and the approach leaves out fundamentals such as valuation and revenue. The code examples also mix screening and ranking logic and should not be assumed to implement the stated rules consistently. The proposed additions of fundamental and technical measures are suggestions, not tested improvements.
Key ideas
- The proposed screen combines amplitude above 1%, a closing price of 18.5 yuan, and increasing money-flow measures.
- The author frames rising inflows as a way to capture market attention and capital direction.
- The note reports no backtest or evidence of investment performance.
- A fixed price cutoff and unstable flow measures may produce narrow or changing selections.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.