行业交易波动率

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量化择时周报:市场情绪持续上升,模型提示行业间交易活跃度上升-20250728
Shenwan Hongyuan Securities· 2025-07-28 10:13
Group 1 - Market sentiment indicators have risen to 1.8, up from 0.65 last week, indicating a bullish outlook [10][18] - Inter-industry trading volatility has increased, signaling a recovery in capital activity and reduced uncertainty in short-term sentiment [14][23] - The total trading volume of the A-share market has continued to rise, with a peak daily trading volume of 1,928.645 billion RMB on Wednesday [18][27] Group 2 - The coal industry shows a significant upward trend, with a short-term trend score increase of 109.09% [32][34] - The model indicates a preference for small-cap growth styles, with strong signals for growth styles as evidenced by the RSI metrics [36][37] - The top five industries with the strongest short-term trends include environmental protection, basic chemicals, social services, non-ferrous metals, and comprehensive sectors [32][34]