Screening Chinese A-Shares by Amplitude, Listing Age, and Region

Summary

This stock-selection rule screens listed Chinese A-shares for amplitude greater than one, excludes companies listed for less than a year, and removes stocks whose area is Beijing. The stated rationale is to focus on higher-amplitude shares while avoiding a regional concentration. The accompanying example uses stock-basic data to obtain listing dates and area, compares listing dates with the current trading date, and filters out Beijing entries.

The example does not define how amplitude is calculated or specify a lookback period, so the central volatility condition is not reproducible from the description alone. Its code then queries income data and leaves the further selection logic as a placeholder, meaning it does not produce a complete ranking or executable strategy. The document itself notes that volatile stocks call for risk control and that the regional exclusion could remove promising companies. It offers no backtest, returns, or evidence that the filters improve diversification or performance.

Key ideas

• The screen requires amplitude above one and at least a year since listing.
• It excludes stocks identified as being from Beijing.
• The example retrieves listing dates and area data before applying the filters.
• The amplitude definition and the remaining stock selection procedure are unspecified.
• The source flags volatility and regional exclusion as potential risks.

Tags

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