Quantitative Models and Construction Methods 1. Model Name: Volume Model - **Construction Idea**: The model uses trading volume data to predict market trends - **Construction Process**: The model analyzes the trading volume of various broad-based indices to determine market sentiment. If the trading volume increases significantly, it indicates a bullish trend - **Evaluation**: The model is effective in capturing short-term market movements based on trading volume[1][14] 2. Model Name: Feature Longhu Board Institution Model - **Construction Idea**: This model uses institutional trading data from the Longhu Board to predict market trends - **Construction Process**: The model tracks the trading activities of institutions listed on the Longhu Board. A higher level of institutional buying indicates a bullish trend - **Evaluation**: The model is useful for understanding the impact of institutional trading on market trends[1][14] 3. Model Name: Feature Volume Model - **Construction Idea**: Similar to the Volume Model, this model uses specific volume features to predict market trends - **Construction Process**: The model analyzes specific volume features such as spikes or drops in trading volume to determine market sentiment - **Evaluation**: The model provides additional insights by focusing on specific volume features rather than overall volume[1][14] 4. Model Name: Intelligent Algorithm Model (CSI 300 and CSI 500) - **Construction Idea**: The model uses machine learning algorithms to predict market trends for the CSI 300 and CSI 500 indices - **Construction Process**: The model employs various machine learning techniques to analyze historical data and predict future trends for the CSI 300 and CSI 500 indices - **Evaluation**: The model is effective in capturing complex patterns and trends in the market using advanced algorithms[1][14] 5. Model Name: Limit Up and Down Model - **Construction Idea**: The model uses the frequency of limit up and down events to predict market trends - **Construction Process**: The model tracks the number of stocks hitting their daily limit up or down to gauge market sentiment. A higher number of limit up events indicates a bullish trend - **Evaluation**: The model is useful for capturing extreme market movements and sentiment[1][15] 6. Model Name: Up and Down Return Difference Model - **Construction Idea**: The model uses the difference between upward and downward returns to predict market trends - **Construction Process**: The model calculates the difference between the returns of stocks moving up and those moving down. A positive difference indicates a bullish trend - **Evaluation**: The model provides a balanced view of market sentiment by considering both upward and downward movements[1][15] 7. Model Name: Calendar Effect Model - **Construction Idea**: The model uses calendar-based patterns to predict market trends - **Construction Process**: The model analyzes historical data to identify recurring patterns based on the calendar, such as monthly or quarterly trends - **Evaluation**: The model is useful for capturing seasonal trends and patterns in the market[1][15] 8. Model Name: Long-term Momentum Model - **Construction Idea**: The model uses long-term momentum to predict market trends - **Construction Process**: The model tracks the long-term momentum of stocks to determine market sentiment. A positive momentum indicates a bullish trend - **Evaluation**: The model is effective in capturing long-term trends and movements in the market[1][16] 9. Model Name: Comprehensive Weapon V3 Model - **Construction Idea**: The model combines multiple indicators and models to provide a comprehensive market prediction - **Construction Process**: The model integrates various short-term, medium-term, and long-term models to generate a comprehensive market outlook - **Evaluation**: The model provides a holistic view of the market by combining multiple indicators and models[1][17] 10. Model Name: Comprehensive National Certificate 2000 Model - **Construction Idea**: Similar to the Comprehensive Weapon V3 Model, this model focuses on the National Certificate 2000 index - **Construction Process**: The model integrates various indicators and models specifically for the National Certificate 2000 index - **Evaluation**: The model is effective in providing a comprehensive outlook for the National Certificate 2000 index[1][17] Model Backtesting Results - **Volume Model**: All broad-based indices are bullish[1][14] - **Feature Longhu Board Institution Model**: Bullish[1][14] - **Feature Volume Model**: Bullish[1][14] - **Intelligent Algorithm Model (CSI 300)**: Bullish[1][14] - **Intelligent Algorithm Model (CSI 500)**: Bullish[1][14] - **Limit Up and Down Model**: Bullish[1][15] - **Up and Down Return Difference Model**: All broad-based indices are bullish[1][15] - **Calendar Effect Model**: Neutral[1][15] - **Long-term Momentum Model**: Neutral[1][16] - **Comprehensive Weapon V3 Model**: Bullish[1][17] - **Comprehensive National Certificate 2000 Model**: Bullish[1][17]