Screening Chinese Metaverse Stocks by Trading Volume Ratio

Summary

This stock-selection screen targets Chinese metaverse-sector companies with share codes beginning with 60. It requires a volume ratio above 1.5 and below 6, and the final stated rules also include a market capitalization above 1 billion yuan. The article gives example query logic and a Python-style workflow: identify sector stocks, filter by code and size, calculate a trading-volume measure, and retain names within the specified range.

The proposed rationale is that sector membership and elevated trading activity may capture stocks attracting market attention. The article warns that the screen does not account for company fundamentals or capital flows and may overemphasize short-term price moves. It suggests combining additional factors and risk controls. No backtest, portfolio construction rules, execution assumptions, or evidence of returns is provided, and the example implementation’s volume-ratio calculation may not match the stated screening definition exactly.

Key ideas

• The screen selects metaverse-sector equities with codes beginning with 60.
• It sets a volume-ratio range above 1.5 and below 6, with a final market-capitalization condition above 1 billion yuan.
• The proposed rationale is to focus on stocks with relatively active trading and market interest.
• The article notes that fundamentals and capital flows are omitted and recommends adding factors and risk controls.
• No performance evaluation is supplied, and the sample calculation may differ from the stated volume-ratio rule.

Tags

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