Chinese Stock Screening by Amplitude, Float Market Cap, and Main-Flow Control

Summary

This document describes a Chinese equities screen that selects stocks with amplitude above 1, circulating market capitalization above 10 billion yuan, and positive main-fund flow on the prior day. Its example implementation checks stock listings, daily price data, and money-flow data, then adds qualifying symbols to a selection list. The accompanying discussion suggests adding company financial measures and technical indicators to refine the screen.

The document gives a rule set and sample code, but no historical performance results or evidence that the selected stocks outperform. It also flags risks: large-investor flows may not persist or may be misread, and the selection may be vulnerable to market style shifts or crowded buying. The code's amplitude calculation uses the range across returned daily observations, so its implementation may not match a single-day amplitude condition. The screen is therefore a starting point for research, not a validated strategy.

Key ideas

• The screen combines price amplitude, circulating market capitalization, and positive prior-day main-fund flow.
• The example code queries listed stocks and filters them using market, price, and money-flow data.
• The article suggests adding financial and technical measures to assess candidates more fully.
• Main-fund control may be temporary or misclassified, and crowded buying can increase risk.
• No backtest or performance evidence is provided.

Tags

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