A-Share Screening with Turnover, DEA, and Large-Order Flows
Summary
This stock screen combines a turnover band, an upward-moving DEA signal, and persistent positive large-order net flow. It targets A-share stocks with turnover between 3% and 12%, a rising DEA indicator, and large-order net amount above 0.05 for at least three consecutive days. The article also provides example formula and Python implementations of the filters.
The rationale is that substantial large-order flow may indicate buying support, while the turnover and indicator conditions narrow the candidate list. The article cautions that the flow measure is derived from price data and may not accurately represent actual fund movement; calculation errors can also weaken the signal. It offers no performance test or evidence that selected stocks will rise. It suggests supplementing the screen with other technical indicators and fundamental analysis, and checking the reliability of flow data.
Key ideas
- The screen requires turnover between 3% and 12% and a rising DEA signal.
- It selects stocks with large-order net amount above 0.05 for at least three days.
- The article provides example implementations in formula syntax and Python.
- Large-order net amount may not accurately reflect actual capital flows, and no performance results are reported.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.