Screening Metaverse Stocks by Market Capitalization and Large-Order Flows

Summary

This post describes a Chinese equity screen for companies in the metaverse theme, with circulating market capitalization above a stated threshold and a high rank in large-order net volume. Its refined version ranks stocks by the large-order net-volume measure over a recent multiweek window and keeps those in the top portion of that ranking. It provides both a platform indicator outline and a Python example using market data fields to assemble the candidate list.

The author cautions that the screen omits company fundamentals and valuation measures, which may admit low-quality firms or miss suitable candidates. Profitability, valuation ratios, and return on equity are suggested as possible additions. No historical backtest, performance evidence, execution assumptions, or validation of the data fields is supplied, so the post presents a screening recipe rather than demonstrated investment results.

Key ideas

• The screen combines metaverse sector membership, a circulating market-capitalization floor, and large-order net-volume ranking.
• The refined rule uses a recent multiweek ranking and selects stocks in its leading portion.
• The post gives platform formula guidance and a Python-based illustration of the screening process.
• The author notes that fundamentals and valuation are omitted, and supplies no backtest evidence.

Tags

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