A-Share Stock Screen Using Amplitude, Convertible Bonds, and an Arc Indicator

Summary

This Chinese equity screen combines a price-amplitude condition, the presence of an outstanding convertible bond, and a positive arc-shaped technical indicator. The accompanying formula also applies a market-capitalization threshold and filters out certain security codes. A Python example outlines a universe selection process and checks company and bond data before evaluating recent daily price history.

The document characterizes the method as combining volatility, company-related data, and technical analysis, but it does not report backtest results or define the arc indicator clearly. Its risk discussion notes that historical indicators may not predict future returns, the arc condition may be subjective, and filters can exclude smaller companies. It suggests supplementing the screen with additional technical and fundamental measures, though it offers no evidence that such additions improve performance. The implementation details and selection conditions are specific to the referenced Chinese market data sources.

Key ideas

• The screen combines price amplitude, outstanding convertible-bond information, and an arc indicator.
• The example applies additional market capitalization and security-code filters.
• The Python outline evaluates company, bond, and recent price data for A-share candidates.
• The arc indicator is not clearly defined, and no empirical performance results are provided.
• The document warns that historical signals may fail and that filtering can exclude smaller firms.

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