Screening Chinese Stocks for Institutional Buying and Large-Order Activity

Summary

This note describes a short-term Chinese stock screen combining price range, institutional participation, and trading activity. It selects main-board shares whose 15-day maximum amplitude exceeds 1, whose institutional participation is above 25%, and whose summed product of daily price change and a large-order volume measure exceeds 5 million shares. The post presents indicator and Python examples for expressing those conditions.

The rationale is that wider price movement and institutional participation may indicate interest, while the combined price-change and volume condition is intended to capture active trading. The document offers no historical performance results or validation of the screen. It warns that short-term price and volume signals may overlook long-term growth and investment quality, and suggests adding longer-term technical and fundamental measures, macroeconomic context, diversification, and risk controls. The example implementation is illustrative and does not establish that its data fields or formulas reliably measure institutional buying or large-order net volume.

Key ideas

• The screen combines 15-day amplitude, institutional participation, and a price-change/large-order-volume measure.
• It restricts candidates to main-board stocks and sets thresholds for institutional participation and the aggregate activity measure.
• The stated rationale is to find shares with larger price movement and stronger institutional and market participation.
• The post reports no backtest or evidence that the screen predicts returns.
• It recommends broader fundamental and market analysis, diversification, and risk controls.

Tags

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