红肥绿瘦如何量化

Core Viewpoint - The article discusses a quantitative approach to analyzing trading volume, specifically the concept of "red fat and green thin" volume bars, which can be useful for stock selection [1][2]. Group 1: Quantitative Analysis of Trading Volume - The article introduces a model for quantifying trading volume, emphasizing the importance of defining "red" and "green" volume bars for analysis [1]. - The methodology involves comparing current green volume bars with the most recent red volume bar to determine if the green bar is "thin" and if the pattern continues over time [1]. - A source code snippet is provided to implement this analysis, which outputs a value indicating whether the "red fat and green thin" pattern persists [1]. Group 2: Flexibility and Understanding in Application - The author encourages users to understand the underlying principles of the model rather than rigidly adhering to specific parameters or formulas [2]. - The article suggests that users should be adaptable and innovative in applying the concepts to respond to market changes [2]. - There is a caution against over-reliance on simplistic formulas that may not withstand scrutiny, advocating for a deeper understanding of programming and analysis [2].