Stock Screening with Volatility, Institutional Flows, and Turnover

Summary

This Chinese-language post outlines an equity screening rule that combines daily price amplitude, positive institutional fund flows, and prior-day turnover above a stated threshold. The rationale is to find stocks with substantial price movement, signs of institutional buying, and high trading activity. It provides example formulas for calculating amplitude and turnover conditions, plus sample code that combines these filters and sorts candidates by turnover.

The post warns that fund-flow readings and turnover may be overstated, that the screen may depend on market conditions and timing, and that focusing on activity and volatility can neglect company fundamentals and longer-term prospects. It suggests adding fundamental measures and risk controls. The examples are presented as templates requiring adjustment; they do not show backtest results, define a complete entry and exit plan, or establish profitability. The code also relies on external data interfaces and example inputs, so users would need to check data definitions and availability before applying it.

Key ideas

• The screen combines price amplitude, institutional fund flow, and prior-day turnover.
• The stated thresholds identify volatile and actively traded stocks with positive flow readings.
• The post includes indicator formulas and sample code for applying the filters.
• The author cautions that activity and fund-flow signals may be distorted or time-dependent.
• Fundamental analysis and risk controls are proposed as additions, but no performance evidence is supplied.

Tags

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