Stock Screening with Intraday Inflow and Large-Order Activity

Summary

The document describes a stock screen combining three criteria: daily amplitude above a stated threshold, afternoon large-order net inflow, and a large-order net-volume ranking. It presents these as proxies for price movement, incoming funds, and trading activity. It also includes formula references and a Python example intended to select stocks from market data, though the example adds volume-based conditions beyond the three criteria in the stated screen.

The article cautions that the screen may select manipulated stocks or companies affected by serious negative news, and that popular large-order rankings can lead to repeated swings in attention and price. It recommends adding fundamental and industry analysis and adapting criteria to market conditions. No historical performance, comparison, or validation is supplied, so the screen should be understood as a candidate-selection idea rather than demonstrated evidence of profitability.

Key ideas

• The screen combines price amplitude, afternoon large-order inflow, and large-order net-volume rank.
• The criteria are intended to capture volatility, fund flows, and trading activity.
• The accompanying implementation example includes additional volume indicators beyond the stated screening rules.
• The article warns about manipulation, adverse news, and crowding around popular rankings.
• It recommends fundamental, industry, and risk analysis, but reports no performance validation.

Tags

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