Screening Stocks by Amplitude, Trading Volume, Opening Price, and Size

Summary

This post describes a stock selection screen using four conditions: amplitude above 1, current trading volume above 10,000 lots, a higher opening price, and company size above 200 million. The rationale combines price movement and trading activity with a minimum scale requirement, with the aim of finding active trading candidates. A Python example is included, but it does not report historical returns, risk statistics, or a tested selection process.

The author cautions that the screen leaves out financial condition, industry context, and technical analysis, so its selections may not reflect overall investment value. Suggested refinements include reviewing company accounts and earnings, considering industry conditions and technical indicators, and managing exits and losses. The post's final description calls for these additional checks, but does not define their thresholds or how to combine them with the initial filters. The stated rules therefore remain a basic screening concept rather than a fully specified strategy.

Key ideas

• The initial screen combines amplitude above 1, volume above 10,000 lots, a higher open, and company size above 200 million.
• The method uses price movement, trading activity, and company scale as selection criteria.
• The post acknowledges that the screen omits financial and industry analysis.
• It suggests adding technical indicators and risk controls, but does not specify how to apply them.
• No backtest evidence or performance results are provided.

Tags

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