Screening Chinese Stocks by Price Range, Prior-Day Trading List, and Float Value
Summary
This post proposes screening Chinese stocks for daily amplitude above 1%, appearance on the prior day's Dragon-Tiger List, and circulating market capitalization above 10 billion yuan. It frames the conditions as a combination of price movement, trading activity, and company size, and supplies formula-style and Python examples for intersecting the three filters. It also suggests adding technical measures, industry and company fundamentals, and trading-volume controls.
The article gives no backtest, performance figures, or empirical support for its claims about stability or opportunity. It acknowledges that the filter may return few stocks and ignores fundamentals and other relevant market factors. The code examples also leave practical details unclear, including the timing and data definitions used for amplitude and the trading-list signal. The proposal is therefore a basic screening recipe, not a fully specified trading strategy: it does not define portfolio weights, entries, exits, or execution rules.
Key ideas
- The screen combines daily amplitude above 1%, prior-day Dragon-Tiger List inclusion, and circulating market capitalization above 10 billion yuan.
- Formula-style and Python examples show how to combine the conditions.
- The post recommends adding technical, fundamental, and volume-based checks.
- It reports no backtest or performance evidence and leaves execution and portfolio rules unspecified.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.