Screening Chinese A-Shares by Amplitude, Float Value, and Code

Summary

The document proposes a stock screen combining three criteria: recent price amplitude above a stated threshold, circulating market capitalization above a stated level, and a stock code beginning with 60. It frames the screen as a way to find larger, relatively volatile Chinese listed shares. It also gives a reference formula for a market-data platform and sample Python logic intended to retrieve candidates.

The accompanying discussion cautions that volatility and a code prefix do not establish business quality or strong performance. It recommends adding fundamental measures, industry comparisons, and further review of individual companies, while noting that parameter choices may need adjustment. The examples do not include a candidate list, backtest, returns, or evidence that the screen predicts future performance. The sample code’s amplitude calculation and data fields may also differ from the written screening definition, so implementation details should be checked before use. Overall, this is a basic screening recipe with explicit limitations rather than a tested investment strategy.

Key ideas

• The proposed screen combines price amplitude, circulating market capitalization, and a stock-code prefix.
• The article presents both a platform formula and sample Python retrieval logic.
• A code prefix and high amplitude alone do not establish sound fundamentals or future returns.
• The author suggests adding financial and industry measures and reviewing the chosen thresholds.
• No portfolio results or backtest evidence are reported.

Tags

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