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低频量化之明日涨停预测
2022-04-23 13:42:00 【趣Python】
低频量化
市场自有其运行的规律,财富密码藏于历史数据中。
低频量化,旨在从历史数据中挖掘细节,探寻隐藏的规律。
所有数据均客观呈现,仅供参考。
封板强度
这是一个情绪指标,表达的是资金扫货的意愿。
收盘时留在买一位的委托单付出了那一天资金的机会成本,这个成本越高,和当天的成交金额(扫到的货)的比值越大,预示着后市走强的高度越高。
公式:
封板强度 = 收盘买一总金额 / 当日成交额
前提是真封板,有卖一位的不算。
举例:
封板强度
=15.35*1.5万手/7.10亿
=15.35*1.5*10000*100/7.1/100000000
=0.032429577464788736
≈0.03
这个封板强度值很小了,预测明日(2022-04-20)封板的概率很低。
指标说明
这个指标可以预测连板的可能性,结合历史数据来回测,可以预测下一日涨停的概率。
数据展示
最后
再次说明:所有数据均客观呈现,仅供参考。
如有低频量化的需求,请后台回复:量化+微信号,谢谢!~
版权声明
本文为[趣Python]所创,转载请带上原文链接,感谢
https://blog.csdn.net/HBYaAnn/article/details/124287709
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