Screening Stocks by Turnover, Trade Flow, Price Change, and Large-Order Inflows

Summary

This article proposes a stock selection screen combining turnover, trading activity, price movement, and order-flow measures. It looks for turnover between 3% and 12%, an external-to-internal volume ratio above 1.3, afternoon net inflow from large orders, a daily price gain above 2% versus the prior close, and positive net amount. The article supplies both a SQL-style selection example and a Python sketch that applies the conditions to each stock’s latest observations.

The rationale is to seek active stocks with signs of buying pressure, and the page suggests adding trend and market-sentiment checks. It also cautions that the screen may miss financially weak or technically poor companies and stocks facing retail selling, and recommends combining it with further analysis. No backtest, return data, benchmark, or evidence of predictive performance is presented. The criteria are therefore a proposed filter, not a validated strategy; the article also leaves implementation details such as data definitions and treatment of missing or zero volume unspecified.

Key ideas

• The screen selects stocks using turnover, volume imbalance, price change, and order-flow conditions.
• It requires afternoon large-order inflows and positive net amount.
• The article provides SQL-style and Python examples for applying the filter.
• It recommends adding trend, sentiment, technical, and fundamental analysis.
• No backtest or performance evidence is provided.

Tags

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