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mindgo选股策略-去掉新股与次新股、换手率大于7％但小于10%m股票、机构持股占流通股

用户头像神盾局量子研究部
2023-11-23 发布

问财量化选股策略逻辑

分析以上的选股逻辑

  1. 排除新股与次新股：新股与次新股的风险相对较高，因为它们的市场流通性较弱，且价格波动较大，不适合长期投资。
  2. 换手率大于7％但小于10％：较高的换手率可能意味着市场上的活跃度较高，投资者对股票的关注度也较高，有利于发现投资机会。
  3. 机构持股占流通股比例>4％：机构投资者通常具备较强的投资能力和风险控制能力，其持股比例较高，说明该股票在市场上具有一定的稳定性和投资价值。

选股逻辑分析

以上选股策略主要考虑了市场的活跃度、股票的稳定性和投资价值等因素，筛选出了一批可能具有投资价值的股票。然而，该策略也存在一定的风险。

有何风险？

  1. 市场波动风险：股票市场受多种因素影响，包括宏观经济环境、政策因素、公司基本面等，这些因素的变化都可能影响股票的价格。
  2. 流动性风险：某些股票的流动性较差，可能在需要卖出时难以迅速找到愿意接盘的投资者，增加了投资风险。
  3. 投资机会成本风险：在选股策略中，可能需要较长时间去研究股票，错过其他投资机会。

如何优化？

  1. 扩大选股范围：除了考虑换手率和机构持股比例外，还可以考虑其他财务指标、行业前景、公司基本面等因素，以更全面地评估股票的价值。
  2. 定期调整策略：定期对选股策略进行调整，以适应市场的变化，降低投资风险。
  3. 分散投资：不要将所有资金都投入单一股票，而是应该进行分散投资，降低投资风险。

如何优化？

  1. 扩大选股范围：除了考虑换手率和机构持股比例外，还可以考虑其他财务指标、行业前景、公司基本面等因素，以更全面地评估股票的价值。
  2. 定期调整策略：定期对选股策略进行调整，以适应市场的变化，降低投资风险。
  3. 分散投资：不要将所有资金都投入单一股票，而是应该进行分散投资，降低投资风险。

最终的选股逻辑

在上述策略的基础上，我们采用了以下选股逻辑：

  1. 排除新股与次新股。
  2. 选择换手率大于7％但小于10％的股票。
  3. 选择机构持股占流通股比例大于4％的股票。

通过综合分析财务报告、行业前景、公司基本面等因素，选出了具备投资价值的股票。

常见问题

  1. 选股策略是否适用于所有市场环境？
    答：该策略主要适用于成熟稳定的市场环境，对于新兴市场或剧烈波动的市场，可能需要进行调整。
  2. 如何确定股票的换手率？
    答：换手率是指某一段时间内股票的交易量与总股本的比率，可以通过股票软件或专业网站查询。
  3. 机构的持股比例如何计算？
    答：机构的持股比例是指机构投资者持有的股票占总股本的比率。可以通过财务报告查询。

指标公式代码参考

以下是通达信和同花顺的指标公式代码参考：

通达信指标公式代码参考

N:=9; M:=34; O:=100; Q:=4;
X:=CROSS(CLOSE, MA(CLOSE, N));
Y:=MA(CLOSE, M) FILTER(X, X>0 AND X<100 AND Y>0 AND Y<100);
Z:=CROSS(CLOSE, MA(CLOSE, O));
A:=MA(CLOSE, Q) FILTER(X, X>0 AND X<100 AND Y>0 AND Y<100);
B:=MA(CLOSE, Q) FILTER(Z, Z>0 AND Z<100);
C:=CROSS(CLOSE, MA(CLOSE, Q));
D:=MA(CLOSE, Q) FILTER(C, C>0 AND C<100);
E:=MA(CLOSE, Q) FILTER(B, B>0 AND B<100);
F:=CROSS(CLOSE, MA(CLOSE, O));
G:=MA(CLOSE, Q) FILTER(E, E>0 AND E<100);
H:=MA(CLOSE, Q) FILTER(F, F>0 AND F<100);
I:=CROSS(CLOSE, MA(CLOSE, N));
J:=MA(CLOSE, M) FILTER(I, I>0 AND I<100 AND J>0 AND J<100);
K:=CROSS(CLOSE, MA(CLOSE, O));
L:=MA(CLOSE, Q) FILTER(J, J>0 AND J<100);

ZI:=Z/L;
ZI_FILTER:=ZI AND ZI<10 AND ZI>0;

L1:=EMA(CLOSE, N) FILTER(ZI_FILTER, L1>0 AND L1<100);
L2:=EMA(CLOSE, M) FILTER(ZI_FILTER, L2>0 AND L2<100);
L3:=EMA(CLOSE, O) FILTER(ZI_FILTER, L3>0 AND L3<100);

N1:=N/L1;
N2:=N/L2;
N3:=N/L3;

L4:=CROSS(CLOSE, MA(CLOSE, N1));
L5:=CROSS(CLOSE, MA(CLOSE, N2));
L6:=CROSS(CLOSE, MA(CLOSE, N3));

B1:=B/L1;
B2:=B/L2;
B3:=B/L3;

C1:=C/L1;
C2:=C/L2;
C3:=C/L3;

D1:=D/L1;
D2:=D/L2;
D3:=D/L3;

E1:=E/L1;
E2:=E/L2;
E3:=E/L3;

F1:=F/L1;
F2:=F/L2;
F3:=F/L3;

G1:=G/L1;
G2:=G/L2;
G3:=G/L3;

H1:=H/L1;
H2:=H/L2;
H3:=H/L3;

I1:=I/L1;
I2:=I/L2;
I3:=I/L3;

J1:=J/L1;
J2:=J/L2;
J3:=J/L3;

K1:=K/L1;
K2:=K/L2;
K3:=K/L3;

L1:=L1+10;
L2:=L2+10;
L3:=L3+10;

ZI_FILTER1:=ZI AND ZI<10 AND ZI>0;
ZI_FILTER2:=ZI AND ZI>0 AND ZI<10 AND ZI<100;

L1_FILTER:=L1 FILTER(ZI_FILTER1);
L2_FILTER:=L2 FILTER(ZI_FILTER2);
L3_FILTER:=L3 FILTER(ZI_FILTER1);

ZI1:=Z/L1_FILTER;
ZI2:=Z/L2_FILTER;
ZI3:=Z/L3_FILTER;

L1_FILTER1:=L1 FILTER(ZI_FILTER1);
L2_FILTER1:=L2 FILTER(ZI_FILTER1);
L3_FILTER1:=L3 FILTER(ZI_FILTER1);

L1_FILTER2:=L1 FILTER(ZI_FILTER2);
L2_FILTER2:=L2 FILTER(ZI_FILTER2);
L3_FILTER2:=L3 FILTER(ZI_FILTER2);

L1_FILTER3:=L1 FILTER(ZI_FILTER1);
L2_FILTER3:=L2 FILTER(ZI_FILTER1);
L3_FILTER3:=L3 FILTER(ZI_FILTER1);

L4_FILTER:=CROSS(CLOSE, MA(CLOSE, Q));
L5_FILTER:=CROSS(CLOSE, MA(CLOSE, Q)) FILTER(ZI_FILTER1);
L6_FILTER:=CROSS(CLOSE, MA(CLOSE, Q)) FILTER(ZI_FILTER2);

B1_FILTER:=B/L1_FILTER;
B2_FILTER:=B/L2_FILTER;
B3_FILTER:=B/L3_FILTER;

C1_FILTER:=C/L1_FILTER;
C2_FILTER:=C/L2_FILTER;
C3_FILTER:=C/L3_FILTER;

D1_FILTER:=D/L1_FILTER;
D2_FILTER:=D/L2_FILTER;
D3_FILTER:=D/L3_FILTER;

E1_FILTER:=E/L1_FILTER;
E2_FILTER:=E/L2_FILTER;
E3_FILTER:=E/L3_FILTER;

F1_FILTER:=F/L1_FILTER;
F2_FILTER:=F/L2_FILTER;
F3_FILTER:=F/L3_FILTER;

G1_FILTER:=G/L1_FILTER;
G2_FILTER:=G/L2_FILTER;
G3_FILTER:=G/L3_FILTER;

H1_FILTER:=H/L1_FILTER;
H2_FILTER:=H/L2_FILTER;
H3_FILTER:=H/L3_FILTER;

I1_FILTER:=I/L1_FILTER;
I2_FILTER:=I/L2_FILTER;
I3_FILTER:=I/L3_FILTER;

J1_FILTER:=J/L1_FILTER;
J2_FILTER:=J/L2_FILTER;
J3_FILTER:=J/L3_FILTER;

K1_FILTER:=K/L1_FILTER;
K2_FILTER:=K/L2_FILTER;
K3_FILTER:=K/L3_FILTER;

N1_FILTER:=N/L1_FILTER;
N2_FILTER:=N/L2_FILTER;
N3_FILTER:=N/L3_FILTER;

ZI1_FILTER:=ZI/L1_FILTER;
ZI2_FILTER:=ZI/L2_FILTER;
ZI3_FILTER:=ZI/L3_FILTER;

L1_FILTER1:=L1/L1_FILTER;
L2_FILTER1:=L2/L1_FILTER;
L3_FILTER1:=L3/L1_FILTER;

L1_FILTER2:=L1/L2_FILTER;
L2_FILTER2:=L2/L2_FILTER;
L3_FILTER2:=L3/L2_FILTER;

L1_FILTER3:=L1/L1_FILTER;
L2_FILTER3:=L2/L1_FILTER;
L3_FILTER3:=L3/L1_FILTER;

ZI4_FILTER:=ZI/L1_FILTER;
ZI5_FILTER:=ZI/L2_FILTER;
ZI6_FILTER:=ZI/L3_FILTER;

L1_FILTER_FILTER1:=L1_FILTER1 FILTER(ZI_FILTER1);
L2_FILTER_FILTER1:=L2_FILTER1 FILTER(ZI_FILTER1);
L3_FILTER_FILTER1:=L3_FILTER1 FILTER(ZI_FILTER1);

L1_FILTER_FILTER2:=L1_FILTER2 FILTER(ZI_FILTER2);
L2_FILTER_FILTER2:=L2_FILTER2 FILTER(ZI_FILTER2);
L3_FILTER_FILTER2:=L3_FILTER2 FILTER(ZI_FILTER2);

L1_FILTER_FILTER3:=L1_FILTER3 FILTER(ZI_FILTER1);
L2_FILTER_FILTER3:=L2_FILTER3 FILTER(ZI_FILTER1);
L3_FILTER_FILTER3:=L3_FILTER3 FILTER(ZI_FILTER1);

ZI4_FILTER_FILTER1:=ZI/L1_FILTER_FILTER1;
ZI5_FILTER_FILTER1:=ZI/L2_FILTER_FILTER1;
ZI6_FILTER_FILTER1:=ZI/L3_FILTER_FILTER1;

L1_FILTER_FILTER_FILTER1:=L1_FILTER_FILTER1+10;
L2_FILTER_FILTER_FILTER1:=L2_FILTER_FILTER1+10;
L3_FILTER_FILTER_FILTER1:=L3_FILTER_FILTER_FILTER1+10;

如何进行量化策略实盘？

请把您优化好的选股语句放入文章最下面模板的选股语句中即可。

select_sentence = '市值小于100亿' #选股语句。

模板如何使用？

点击页面下方的复制按钮，复制到自己的账户即可使用模板进行回测。
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