With the continuous promotion of Shanghai-Hong Kong Stock Connect, northbound capital has gradually become a major force in the market, and it is also an indicator for mainland capital to consider the availability of foreign capital for A shares. Especially after the year, several major market fluctuations showed signs of a large amount of funds going in and out of the north.
In addition, the pain formula system also has the function of associating data:
Therefore, we can consider processing the data of Land Stock Connect into an index to guide our investment. Next, let's look at how to compile a piece of data into a meaningful index step by step.
1, define the concept
Everyone will make an investment strategy according to their own investment characteristics when using a data. For example, band investors like shock indicators, such as KDJ, to seize the opportunity of high throwing and low sucking.
Trend followers prefer to use trend indicators to grasp the medium income of trends.
For northbound funds, today we first design a shock index according to the characteristics of band operation: that is, each stock has a consistent standard to determine the current position. For example, if the K value of KDJ index is above 80, the market is overbought, and below 20, it is oversold.
Processing data
First of all, we should look at the data characteristics of northbound funds in the symplectic formula system. We wrote the following formula: (The answer above was accidentally exposed)
Source code: bszj3360ref (gpjyvalue (6, 1, 1),1);
Because the data is the final data at the end of the day, the northbound capital data of the previous day is used here. At the same time, due to the different closing arrangements of the mainland and Hong Kong stock exchanges, smoothing should be used here, that is, if there is no data, the data of the previous trading day should be used, so the third parameter of GPJYVALUE should be filled in 1.
The above is the northward capital index of Kweichow Moutai. We can see that this index is similar to the fluctuation of stock price, which is completely irregular and has little significance for operation.
So the next step is to standardize it.
Because this data is the number of shares, the data of each stock may vary greatly due to the different circulation, so it is impossible to compare. So we need to divide this data by the circulation of individual stocks and convert it into a relative indicator: percentage (%). The specific formula is as follows:
Source code: bszj3360ref (gpjyvalue (6, 1, 1)/capital,1);
In this way, we can compare the indicators of different stocks:
For example, Kweichow Moutai Land Stock Connect holds 8.44% and Gree Electric holds 15.9 1%. It can be seen that from the perspective of configuration, Gree is more favored by Hong Kong capital.
The third step is to turn it into a real technical indicator.
Although we make the data comparable among stocks through simple processing, the significance of the operation is still not obvious. If only there were a clear standard like KDJ index.
So the third step is to design an algorithm to convert this data into a general index with clear trading signals.
Create an automatic market-making system with free correspondence and create your own quantitative trading system based on correspondence.
Letter formula: the origin of quantification concept-K line
In the AI era, can we only look at the market by letters?
New childlike innocence formula and even new surprises!
Teach you how to identify the success rate trap of stock market flicker from a quantitative perspective with childlike innocence.
One shot for another, Tong Daxin's unique skills teach you how to invest in value and choose a good company.
Learn the formula system of Tongda Xin and easily get the stock selection of the Dragon and Tiger List.
It's that simple. Realization of K-line stock selection in Tongda letter formula system.
Does quantification have to spend money to buy data? Does Marsh's free data smell bad?
What is a technology index? Learn to understand the formula system easily.
Junkuan teaches you how to build a special disc reading tool with a communication letter.
Teach you how to construct the index of margin financing and securities lending with Tongda letter.
Quantization begins with imitation and teaches you to easily understand communication formulas.
Wide hands teach you to use the formula system of Tongda letter to conduct financial research and avoid stepp.
Manual Tong Tong Xin Trading System 0 1: How is a complete investment strategy formed?
How to write the formula of propagation index? Teach you how to write the equity pledge ratio index of listed companies.
Related Q&A: How to add indicator summary to access software Dear 1, first open the login access software; 2. Click the function in the upper left corner; 3. Click Formula System and select Formula Manager; 4. Click Import Formula; 5. Select the search range, find the storage location of indicators, click and click Open; 6. Click Select All on the right; 7. Click OK; 8. On the communication software, enter the initials of the indicator name; 9. Use according to the usage method of this indicator. April 2022 consultation record answer-13 How to add indicators to access software dear 1, first open the login access software; 2. Click the function in the upper left corner; 3. Click Formula System and select Formula Manager; 4. Click Import Formula; 5. Select the search range, find the storage location of indicators, click and click Open; 6. Click Select All on the right; 7. Click OK; 8. On the communication software, enter the initials of the indicator name; 9. Use according to the usage method of this indicator. Dear ~ I hope my answer can help you, please give me a compliment if you can? Wish you a happy life!