Screening Stocks by Range, Prior Limit-Up Status, and Convertible Bonds

Summary

This Chinese stock-selection example filters for shares with daily amplitude above a threshold, excludes stocks that hit the daily price limit in the prior session, and requires an outstanding convertible-bond name to be present. The accompanying Python-style example describes retrieving stock and daily-price data, calculating amplitude, checking the prior session, and screening for the convertible-bond condition. The post frames the bond criterion as a way to identify companies raising capital, while suggesting additional technical and fundamental review.

The document itself notes that the conditions may be too restrictive and may miss attractive stocks, and that company fundamentals are not adequately represented. It suggests adding indicators such as MACD and combining broader company analysis, but provides no results, validation, or portfolio rules. The pseudocode also leaves practical details unresolved, including precise data-field meanings and whether the bond lookup correctly matches issuers to shares. Treat this as an unvalidated screening sketch, not evidence of a profitable strategy.

Key ideas

• The screen combines daily amplitude with a prior-session price-limit exclusion.
• It also requires an outstanding convertible-bond name to be present.
• The example outlines a data-driven way to apply the conditions.
• The author notes the screen may be restrictive and lacks comprehensive fundamental analysis.
• No backtest or evidence of investment performance is provided.

Tags

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