Stock Screening with Price Amplitude, Institutional Participation, and Company Type

Summary

This Chinese-language post outlines a daily stock screen using three conditions: an amplitude measure above a threshold, institutional participation above a threshold, and a company type that meets selected criteria. It suggests that company characteristics may reflect factors such as scale, development stage, and profitability, but leaves the definition and scoring of company type to the user. A sample assigns different scores to private and state-owned enterprises and uses a cutoff to select stocks.

The post provides indicator expressions and illustrative Python that combines market data with a company-type score. It gives no backtest, performance results, or validation of the proposed thresholds. The author cautions that the screen uses few factors, company classifications can be difficult to assess, and market conditions may change its behavior. The company-type example also depends on data and classifications that would need checking. The post recommends considering additional investment approaches and risk factors before using the screen.

Key ideas

• The screen combines price amplitude, institutional participation, and a company-type criterion.
• The company-type condition is broad and requires a user-defined classification or scoring method.
• The provided code is illustrative and relies on external market and company data.
• The post reports no performance evidence and warns that the limited criteria may behave inconsistently across markets.

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