A-Share Stock Screening with Turnover, Recent Limit-Ups, and Institutional Flows
Summary
This stock-selection method screens Chinese A-shares for turnover between 3% and 12%, at least one limit-up event in the prior 25 days, and positive net trading by institutional seats. The example formula also excludes certain market and status categories and orders candidates by price-to-earnings ratio. The accompanying Python example describes retrieving stock lists, quotes, financial data, and bars before applying related filters.
The rationale is that turnover reflects trading activity, recent limit-ups may indicate market interest, and institutional net buying may signal supportive flows. The article gives no backtest, performance figures, or validation of whether these signals predict returns. It cautions that the screen omits company fundamentals and suggests combining it with fundamental and technical checks and adding stop-loss or take-profit controls. The code examples are implementation references, and their data definitions may not precisely match the stated screening logic.
Key ideas
- The screen requires turnover between 3% and 12%.\nIt looks for at least one limit-up event during the preceding 25 days.\nIt includes stocks with positive net institutional-seat trading.\nThe article recommends adding fundamental analysis and risk controls, but reports no performance evidence.
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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.