Workflow
价量共振
icon
Search documents
量化择时周报:价量一致性下降,多指标指向情绪降温-20251124
Group 1 - Market sentiment score has slightly decreased to 3.8 as of November 21, down from 3.9 the previous week, indicating a bearish outlook [7][11] - The consistency between price and volume has weakened significantly, showing a decline in market engagement and a drop in risk appetite, particularly reflected in the decreasing trading volume of the Sci-Tech 50 index [11][18] - The total trading volume for the entire A-share market has decreased by 8.74% week-on-week, with an average daily trading volume of 18650.36 billion yuan [15][17] Group 2 - The banking, textile and apparel, defense, petrochemical, and comprehensive sectors have shown an upward trend in short-term scores, with the petrochemical sector leading at a score of 83.05 [40][41] - The correlation between sector crowding and weekly price changes is negative at -0.24, indicating that sectors with high crowding, such as electric power equipment and basic chemicals, have experienced significant declines [44][46] - The current model indicates a preference for small-cap and value styles, with strong signals for both, although the strength of these signals may need further observation [50][52]