金工ETF点评:宽基ETF单日净流入42.49亿元,银行、商贸零售拥挤变幅较大
- The report constructs an industry congestion monitoring model to monitor the congestion levels of Shenwan first-level industry indices on a daily basis[3] - The ETF product screening signal model is built based on the premium rate Z-score model, which provides potential arbitrage opportunities through rolling calculations[4] - The industry congestion monitoring model indicates that the congestion levels of communication, military, and building materials were high on the previous trading day, while the congestion levels of computers and automobiles were relatively low[3] - The ETF product screening signal model suggests caution regarding the potential pullback risk of the identified targets[4]