深圳证券交易所 SHENZHEN SHENZHEN STOCK EXCHANGE 深交所ETF投资问答(437 us to the F r fre n a miss 97 000 FRII C 编者按 - 近年来我国指数型基金迅速发展,交易型开 放式指数基金(ETF) 备受关注。为帮助广 大投资者系统全面认识ETF，了解相关投资 方法,特摘编由深圳证券交易所基金管理部 编著的《深交所ETF投资问答》（中国财政 经济出版社2024年版）形成图文解读。本 篇是第43期，一起来看看如何运用ETF进行 网格交易。 什么是网格交易 网格交易本质上运用的是低吸高抛的 原理，是一种在预定的价格区间内， 通过设置多个买入和卖出点来进行交 易的策略。 7 刷 型号 2 ar3 ST / ET 7 3 SL7 ST 4 4 5 首先先选好标的,买入一定的底仓 1 然后设定一个价格波动区间 (最低价一最高价) 把价格波动区间分为N等分 3 (网格) 价格每跌一个网格就买入一定数量 V 份额或金额 价格每上涨一个网格就卖出一定数 5 量份额或金额 越跌越买,越涨越卖, 6 反复低吸高抛,赚取 波段差价 般来说,网格交易策略在震荡行情 ...

Group 1 - The report outlines a grid trading strategy that focuses on profiting from price fluctuations rather than predicting market trends, making it suitable for volatile markets [3][14] - Characteristics of suitable grid trading targets include being exchange-traded, having stable long-term trends, low transaction costs, good liquidity, and high volatility, with equity ETFs being particularly appropriate [3][14] Group 2 - The report highlights the Innovation Drug ETF (159992.SZ), which is expected to benefit from increasing demand due to global aging and supportive government policies, with 48 new innovative drugs approved in 2024 [5][15] - The Chip ETF (159995.SZ) is projected to gain from high industry prosperity, domestic substitution, and policy incentives, with a significant investment fund of 344 billion RMB established to support semiconductor development [6][18] - The Tourism ETF (159766.SZ) is positioned to capitalize on the recovery of domestic and international tourism, supported by government measures to boost tourism consumption and a notable increase in travel activity during the Qingming holiday [7][20] - The A500 Index ETF (159351.SZ) aligns with China's strategy of self-sufficiency and innovation, focusing on key sectors like electronics and defense, with a current PE-TTM of 14.08, indicating valuation attractiveness [8][23] Group 3 - The report suggests that investors can enhance returns by diversifying their grid trading strategy across different ETFs with low correlation, such as combining broad-based and sector-specific ETFs [27] - A table of additional ETFs suitable for grid trading is provided, including various categories and investment scopes, indicating a broad range of options for investors [28][30]

Group 1 - The report emphasizes the grid trading strategy as a method to profit from price fluctuations without predicting market trends, making it suitable for volatile markets [3][15] - Characteristics of suitable grid trading targets include selecting on-market assets, stable long-term trends, low transaction costs, good liquidity, and high volatility, with equity ETFs being particularly appropriate [3][15] Group 2 - The report highlights the focus on specific ETFs for grid trading, including the National Defense ETF (512670.SH), which benefits from China's strengthening military capabilities and ongoing innovations in defense technology [5][16] - The Hong Kong Central Enterprise Dividend ETF (159333.SZ) is noted for its high dividend yield, supported by government policies encouraging long-term capital investment and stable dividend mechanisms [6][19] - The National Goods ETF (561130.SH) aligns with government initiatives to boost consumption, focusing on domestic brands and sectors benefiting from consumer upgrades [7][20] - The Morgan MSCI ETF (515770.SH) is positioned as a tool for global investors to access Chinese core assets, reflecting the current economic cycle and policy advantages in China [9][24]