A-Share Screen Using Volatility, Convertible Bonds, and a Year Filter

Summary

This proposed A-share screen selects stocks with amplitude above 1%, a nonempty name for an outstanding convertible bond, and a date in 2021. The stated rationale is to combine a volatility condition with a convertible-bond-related company filter and a calendar restriction. It also provides example formulas and a Python outline for gathering listed-stock, bond, and daily-price data.

The article gives no performance results or evidence that these conditions identify stocks with growth potential. Its explanations are internally inconsistent: it describes the bond condition as fundamental analysis and claims to target prior strong performers, but the rule itself does not specify either a fundamental metric or a past-return requirement. The code adds extra exchange, region, industry, and listing filters, and its amplitude calculation differs from the described condition, so it is not a faithful implementation of the stated screen.

Key ideas

• The proposed screen uses amplitude above 1%, an outstanding convertible bond name, and a 2021 date condition.
• The article supplies formula and Python examples for selecting A-share stocks.
• The Python implementation adds company filters that are absent from the stated rule.
• The code’s amplitude calculation differs from the described condition.
• No backtest results are provided to support the screen’s investment rationale.

Tags

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