【金工周报】（20250915-20250919）：部分指数本周翻空，后市或中性震荡-20250921

Quantitative Models and Construction Methods - Model Name: Volume Model Construction Idea: This model evaluates market trends based on trading volume dynamics[1][11][62] Construction Process: The model uses trading volume data across broad-based indices to generate neutral signals for short-term market timing[11][62] - Model Name: Low Volatility Model Construction Idea: This model assesses market trends by analyzing low-volatility characteristics[1][11][62] Construction Process: The model evaluates the volatility of broad-based indices and generates neutral signals for short-term market timing[11][62] - Model Name: Institutional Feature Model (LHB) Construction Idea: This model leverages institutional trading data from the "Dragon and Tiger List" to predict market trends[1][11][62] Construction Process: The model analyzes institutional trading patterns and generates bullish signals for short-term market timing[11][62] - Model Name: Feature Volume Model Construction Idea: This model uses specific volume characteristics to predict market trends[1][11][62] Construction Process: The model evaluates unique volume features and generates bearish signals for short-term market timing[11][62] - Model Name: Intelligent Algorithm Model (CSI 300 and CSI 500) Construction Idea: This model applies machine learning algorithms to predict market trends for specific indices[1][11][62] Construction Process: The model generates bearish signals for both CSI 300 and CSI 500 indices based on algorithmic predictions[11][62] - Model Name: Limit-Up/Down Model Construction Idea: This model evaluates market trends by analyzing the frequency of limit-up and limit-down events[1][12][63] Construction Process: The model generates neutral signals for mid-term market timing based on historical limit-up/down data[12][63] - Model Name: Calendar Effect Model Construction Idea: This model incorporates seasonal and calendar-based effects to predict market trends[1][12][63] Construction Process: The model generates neutral signals for mid-term market timing based on calendar patterns[12][63] - Model Name: Long-Term Momentum Model Construction Idea: This model evaluates long-term market trends using momentum indicators[1][13][64] Construction Process: The model generates bullish signals for long-term market timing based on momentum analysis[13][64] - Model Name: A-Share Comprehensive Weapon V3 Model Construction Idea: This composite model integrates multiple signals to provide a comprehensive market outlook[1][14][65] Construction Process: The model generates bearish signals for A-shares by combining various short, mid, and long-term indicators[14][65] - Model Name: A-Share Comprehensive Guozheng 2000 Model Construction Idea: This composite model focuses on the Guozheng 2000 index using integrated signals[1][14][65] Construction Process: The model generates bearish signals for the Guozheng 2000 index by combining multiple indicators[14][65] - Model Name: Turnover-to-Amplitude Model (Hong Kong Market) Construction Idea: This model evaluates the Hong Kong market by analyzing turnover relative to price amplitude[1][15][66] Construction Process: The model generates bullish signals for mid-term market timing in the Hong Kong market[15][66] Model Backtesting Results - Volume Model: Neutral signals for all broad-based indices[11][62] - Low Volatility Model: Neutral signals for all broad-based indices[11][62] - Institutional Feature Model (LHB): Bullish signals for short-term market timing[11][62] - Feature Volume Model: Bearish signals for short-term market timing[11][62] - Intelligent Algorithm Model (CSI 300 and CSI 500): Bearish signals for both indices[11][62] - Limit-Up/Down Model: Neutral signals for mid-term market timing[12][63] - Calendar Effect Model: Neutral signals for mid-term market timing[12][63] - Long-Term Momentum Model: Bullish signals for long-term market timing[13][64] - A-Share Comprehensive Weapon V3 Model: Bearish signals for A-shares[14][65] - A-Share Comprehensive Guozheng 2000 Model: Bearish signals for the Guozheng 2000 index[14][65] - Turnover-to-Amplitude Model (Hong Kong Market): Bullish signals for mid-term market timing[15][66]