部分指数依旧看多，后市或先抑后扬：【金工周报】（20250922-20250926）-20250928

Quantitative Models and Construction Methods 1. Model Name: Volume Model - Model Construction Idea: The model evaluates the market's short-term trends based on trading volume data[2][12][62] - Model Evaluation: The model is currently neutral for all broad-based indices, indicating no strong directional signal[2][12][62] 2. Model Name: Low Volatility Model - Model Construction Idea: The model assesses market trends by analyzing the volatility of stock prices over a short-term period[2][12][62] - Model Evaluation: The model is currently neutral, suggesting no significant directional bias[2][12][62] 3. Model Name: Institutional Feature Model (Dragon Tiger List) - Model Construction Idea: This model uses institutional trading data from the "Dragon Tiger List" to predict market trends[2][12][62] - Model Evaluation: The model is currently bullish, indicating a positive outlook for the market[2][12][62] 4. Model Name: Feature Volume Model - Model Construction Idea: The model analyzes specific volume characteristics to predict market trends[2][12][62] - Model Evaluation: The model is currently bearish, indicating a negative outlook for the market[2][12][62] 5. Model Name: Smart Algorithm Model (CSI 300 and CSI 500) - Model Construction Idea: The model employs advanced algorithms to analyze market data and predict trends for the CSI 300 and CSI 500 indices[2][12][62] - Model Evaluation: The model is currently bearish for both the CSI 300 and CSI 500 indices[2][12][62] 6. Model Name: Limit-Up and Limit-Down Model - Model Construction Idea: This model evaluates market trends based on the frequency and distribution of limit-up and limit-down events in stock prices[13] - Model Evaluation: The model is currently neutral, indicating no strong directional signal[13] 7. Model Name: Calendar Effect Model - Model Construction Idea: The model incorporates calendar-based patterns to predict market trends over the medium term[13] - Model Evaluation: The model is currently neutral, suggesting no significant directional bias[13] 8. Model Name: Long-Term Momentum Model - Model Construction Idea: This model evaluates long-term market trends by analyzing momentum indicators[14] - Model Evaluation: The model is currently bullish, indicating a positive long-term outlook for the market[14] 9. Model Name: A-Share Comprehensive Weapon V3 Model - Model Construction Idea: This is a composite model that integrates signals from multiple short-term, medium-term, and long-term models to provide a comprehensive market outlook[15] - Model Evaluation: The model is currently bearish, indicating a negative overall outlook for the A-share market[15] 10. Model Name: A-Share Comprehensive Guozheng 2000 Model - Model Construction Idea: This model focuses on the Guozheng 2000 index and combines signals from various models to provide a comprehensive market outlook[15] - Model Evaluation: The model is currently bearish, indicating a negative outlook for the Guozheng 2000 index[15] 11. Model Name: Turnover-to-Volatility Ratio Model (Hong Kong Market) - Model Construction Idea: This model evaluates the Hong Kong market's medium-term trends by analyzing the ratio of turnover to volatility[16] - Model Evaluation: The model is currently bullish, indicating a positive outlook for the Hong Kong market[16] Model Backtesting Results 1. Volume Model: Neutral for all broad-based indices[2][12][62] 2. Low Volatility Model: Neutral for all broad-based indices[2][12][62] 3. Institutional Feature Model (Dragon Tiger List): Bullish for all broad-based indices[2][12][62] 4. Feature Volume Model: Bearish for all broad-based indices[2][12][62] 5. Smart Algorithm Model (CSI 300 and CSI 500): Bearish for both CSI 300 and CSI 500 indices[2][12][62] 6. Limit-Up and Limit-Down Model: Neutral for all broad-based indices[13] 7. Calendar Effect Model: Neutral for all broad-based indices[13] 8. Long-Term Momentum Model: Bullish for all broad-based indices[14] 9. A-Share Comprehensive Weapon V3 Model: Bearish for all broad-based indices[15] 10. A-Share Comprehensive Guozheng 2000 Model: Bearish for all broad-based indices[15] 11. Turnover-to-Volatility Ratio Model (Hong Kong Market): Bullish for the Hong Kong market[16]