金工ETF点评:宽基ETF单日净流入157.86亿元,传媒、医药拥挤变动幅度较大
Tai Ping Yang Zheng Quan·2025-11-03 14:12
- The industry congestion monitoring model is constructed to monitor the congestion levels of Shenwan first-level industry indices on a daily basis[3] - The premium rate Z-score model is used to build a related ETF product screening signal model, providing potential arbitrage opportunities and warning of potential pullback risks[4] - The industry congestion monitoring model shows that the congestion levels of the electric power equipment and non-ferrous metals industries were high on the previous trading day, while the social services and light industry had lower congestion levels[3] - The premium rate Z-score model is used to identify ETF products with potential arbitrage opportunities, but also highlights the need to be cautious of potential pullback risks[4]