金融工程日报：沪指冲高回落，创业板指走强-20250916

• The report does not contain any specific quantitative models or factors, so there are no details to summarize regarding model names, construction ideas, specific construction processes, or evaluations. - The report primarily focuses on market performance, market sentiment, capital flows, premium and discount rates, institutional attention, and leaderboard data. - Market performance: The report highlights the performance of various indices, including the Shanghai Composite Index, Shenzhen Composite Index, and different sector indices. For example, the Shanghai Composite Index fell by 0.26%, while the Shenzhen Composite Index rose by 0.36% on 2025-09-15[5][6]. - Market sentiment: The report provides data on the number of stocks that hit their daily price limits. On 2025-09-15, 82 stocks hit their upper price limit, and 13 stocks hit their lower price limit[11]. - Capital flows: The report discusses the balance of margin trading and short selling. As of 2025-09-15, the balance was 23,700 billion yuan, with a financing balance of 23,533 billion yuan and a short selling balance of 167 billion yuan[17]. - Premium and discount rates: The report mentions the premium and discount rates of ETFs. On 2025-09-12, the Innovation 100 ETF had the highest premium at 0.99%, while the Sci-Tech AI ETF had the highest discount at 1.56%[21][23]. - Institutional attention: The report lists stocks that have received significant attention from institutions. For example, Crystal Optoelectronics was surveyed by 122 institutions in the past week[28][30]. - Leaderboard data: The report provides data on the net inflows and outflows of institutional seats and Northbound funds. For instance, Cambridge Technology had the highest net inflow from institutional seats on 2025-09-15[34][36].