A-Share Screening with Amplitude, Convertible-Bond Data, and Industry Filters

Summary

This note proposes an A-share stock screen combining amplitude above 1, a nonempty outstanding convertible-bond name field, and an industry-related concentration condition. It describes ranking qualifying stocks by average daily trading value. The stated rationale is to pair a volatility filter with convertible-bond information and a measure intended to identify less concentrated market conditions. The note also suggests adding company fundamentals, such as revenue or profit growth, and technical indicators such as KDJ or MACD.

The document includes formula and Python references, but their conditions do not consistently match the prose: the industry comparisons differ, and the code adds filters such as price, listing region, and industry exclusions. The meaning of the stated concentration condition is also unclear. No backtest or performance evidence is supplied. The author notes that omitting company size and other fundamentals can exclude potential growth companies, and that a broad concentration measure may be imprecise. These inconsistencies make the screen difficult to reproduce without resolving its definitions and data fields first.

Key ideas

• The proposed screen combines amplitude, convertible-bond name data, and an industry-related condition.
• The note proposes ranking selected stocks by average trading value.
• It recommends adding fundamental measures and technical indicators to broaden the selection criteria.
• The prose, formula reference, and Python example use conflicting industry conditions and additional filters.
• No backtest is presented, and the concentration measure is not clearly defined.

Tags

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