Metaverse Stock Screening with Turnover and Order-Book Imbalance

Summary

This Chinese-language post presents a stock-selection screen for companies in the metaverse sector. It requires yesterday’s turnover rate to exceed 8% and current best-bid quantity to be greater than best-ask quantity. The author interprets the order-book comparison as a possible indication of near-term market sentiment and combines it with recent trading activity. The post also gives example platform conditions and a Python-oriented outline for selecting sector constituents and filtering quote data.

The post warns that order-book quantities may mislead and that yesterday’s turnover may not describe current conditions. It suggests adding technical and financial measures and considering broader industry and policy conditions. The supplied code is illustrative and includes a data-selection step whose comparison may not faithfully encode the stated turnover threshold; data structure assumptions also require adjustment. No backtest, sample period, or performance statistics are reported, so the screen should be treated as a proposed heuristic rather than a validated strategy.

Key ideas

• The screen selects metaverse-sector stocks with yesterday turnover above 8% and greater best-bid than best-ask quantity.
• The post treats the quote-side quantity imbalance as a possible short-term sentiment signal.
• It cautions that order-book imbalance can mislead and prior-day turnover may not reflect current conditions.
• The example suggests combining the screen with technical, financial, industry, and policy information.
• No backtest results or evidence of profitability are provided.

Tags

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