Counting Chinese Stocks Below a Market-Capitalization Threshold

Summary

This platform discussion shows how to count Chinese stocks whose total market capitalization is below three billion yuan on each trading date. It queries daily stock-factor data for a selected date range, filters the rows by market capitalization, and groups the remaining instruments by date to produce daily counts.

A follow-up example joins those counts with daily closing prices for the Shanghai Composite Index and plots the two series together. The material is a data-analysis recipe rather than a trading strategy: it supplies no interpretation of the resulting relationship, validation, or investment evidence. The examples assume the named data tables and charting tools are available, and the second snippet appears to refer to an intermediate dataframe name that is not defined in the shown code. Users would need to verify the query and data types in their environment.

Key ideas

• Daily counts are obtained by filtering stock records below a market-capitalization threshold and grouping by date.
• The example uses a three-billion-yuan threshold for Chinese stocks.
• Daily counts can be joined with Shanghai Composite closing prices for a combined chart.
• The snippets depend on platform-specific data and contain an undefined dataframe reference in the chart example.

Tags

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