主动量化周报：乐观看待12月：政策交易窗口已在眼前

• The report mentions the use of the GDPNOW model for macroeconomic forecasting, which predicts Q4 2024 GDP growth at 5.0%, showing stable marginal changes in short-term economic forecasts[25][7] - The AI price-volume model is utilized to assess short-term industry configurations, extracting trend, volatility, and price-volume characteristics from daily data, and employing deep neural networks for predictive scoring standardized within the [-1,1] range[17][21] - BARRA style factors are analyzed, indicating a preference for stocks with strong profitability during market adjustments, while avoiding high volatility and high turnover assets. Small-cap stocks are favored over large-cap stocks in the short term[35][36][37] - The report tracks weekly changes in industry ROE and net profit growth expectations, highlighting sectors like real estate and textiles for their leading growth in net profit expectations[29][30] - The report monitors fund positions, showing active equity funds increased exposure to consumer sectors, particularly computers and retail, while reducing positions in manufacturing and media[33][34]