金工ETF点评:行业主题ETF单日净流入213.27亿元,建材、环保拥挤大幅提升
  • The report constructs an industry congestion monitoring model to monitor the congestion levels of Shenwan First-Level Industry Indexes on a daily basis[3] - The report constructs a Z-score model based on premium rates to screen ETF products for potential arbitrage opportunities[4] - The industry congestion monitoring model indicates that the congestion levels of the power equipment, electronics, and non-ferrous metals industries were high on the previous trading day, while the congestion levels of social services, food and beverage, and retail industries were relatively low[3] - The Z-score model provides signals for ETF products that may have potential arbitrage opportunities, but also warns of the risk of price corrections[4]