Screening Metaverse Stocks with Institutional Flow and Order Flow

Summary

This Chinese stock-selection approach narrows its universe to metaverse-related companies, then applies a positive institutional-flow condition and a threshold for the ratio of external to internal trading volume. The article’s prose gives a ratio threshold above 1.3 and presents the combination as a way to consider industry membership, institutional interest, and buying or selling pressure together. It includes example indicator references and a Python-style workflow for filtering stocks.

No selected-stock results, backtest, or performance evidence are reported. The article notes that the metaverse theme may be volatile and that institutional-flow measures can lag. The definitions and implementations are also not fully consistent across the text and examples: the indicator formula and code do not clearly match the stated external-to-internal ratio. That discrepancy makes the exact signal difficult to reproduce without checking the underlying data fields and formula definitions. The thresholds should therefore be treated as a screening example, not a validated investment rule.

Key ideas

• The screen combines metaverse-related stock selection with a positive institutional-flow condition.
• The prose specifies an external-to-internal volume ratio above 1.3.
• The article includes formula references and a Python-style example but no performance results.
• It warns that the sector may be unstable and institutional-flow measures may lag.
• The indicator formula and code appear inconsistent with the stated ratio, so the signal definition needs verification.

Tags

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