2026-03-19：麦高视野--ETF观察日志

• The report introduces the RSI (Relative Strength Index) as a quantitative factor, calculated using the formula: $ RSI = 100 - 100 / (1 + RS) $, where RS represents the ratio of average gains to average losses over a 12-day period. RSI values above 70 indicate an overbought market, while values below 30 suggest an oversold market[2] - Another quantitative factor mentioned is the net subscription amount (NETBUY), calculated using the formula: $ NETBUY(T) = NAV(T) - NAV(T-1) * (1 + R(T)) $, where NETBUY(T) represents the net subscription amount, NAV(T-1) is the ETF's net asset value from the previous trading day, and R(T) is the return rate for the current day[2] - The report tracks daily trends in intraday trading using 5-minute interval price data, highlighting the highest and lowest prices with red dots. However, it notes potential data gaps due to missing intraday information[2] - The report categorizes ETFs into "Broad-based" and "Thematic" groups based on the indices they track, such as CSI 300, CSI 500, and industry-specific indices like non-bank financials and dividends[2] - The report provides detailed metrics for various ETFs, including RSI values, net subscription amounts, institutional holdings, and transaction volumes, offering insights into market trends and fund performance[4][6]