A-Share Stock Screening with Turnover, Convertible Bonds, and Size

Summary

This document outlines an A-share stock screen combining a price-range filter, the presence of an outstanding convertible bond name, and a minimum circulating market value. It then ranks qualifying stocks by average trading value. The accompanying examples describe implementing the filters with market data and Python, although the written logic and code do not align consistently: the code adds extra price, exchange, region, and industry conditions, while its ranking uses recent average amount rather than the stated single-day ordering.

The author cautions that relying on company size alone overlooks growth and earnings, and suggests combining size with other fundamentals or technical indicators. No backtest results or performance evidence are provided, and the example implementation contains apparent data-field and condition inconsistencies. Treat it as a rough screening template rather than a validated strategy; the document itself advises adapting its conditions to investment needs.

Key ideas

• The proposed screen combines price amplitude, convertible-bond information, and a minimum company-size measure.
• Qualifying stocks are ranked by trading activity, described as average trading value in the implementation.
• The Python example applies additional filters beyond the stated screening logic.
• The author recommends combining size with other fundamental or technical measures.
• The document gives no backtest evidence and warns that a narrow set of filters can be misleading.

Tags

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