Handling Missingness in BigQuant Money-Flow Features

Summary

This forum post reports gaps in BigQuant’s money-flow feature series, including measures of net flow percentages by order size and net flow amounts. It shows example missing observations across several Chinese stock codes and dates, and notes that some stocks appear to have no data in a more recent period. The examples establish that missing values occur, but the post does not identify their cause or quantify how widespread the issue is.

Key ideas

• Several money-flow feature families are reported to contain missing observations.
• The post gives dated examples for multiple stock codes, including missing main-flow percentage values.
• Some stocks are said to lack data beginning in a later period.
• The post does not explain whether missingness reflects collection, coverage, or other data issues.

Tags

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