<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21.1pt; TEXT-ALIGN: center; mso-char-indent-count: 2.0" align=center><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">【悬念贴：前次、上次、这次，都会一样吗？】</SPAN><SPAN lang=EN-US><o:p></o:p></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21.1pt; mso-char-indent-count: 2.0"><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">【今日量化数据分析】</SPAN><SPAN lang=EN-US><o:p></o:p></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21pt; mso-char-indent-count: 2.0"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">今日博尔指数上涨</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">2.33%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">，方向指数下跌</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">2.97%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">，上证指数下跌</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">2.07%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">，从三种指数的涨跌情况看，市场普涨明显，并无明显特征，但从博尔证券量化交易系统的行业板块的涨幅数据看，房地产、水务、有色金属、港口、物流等行业表现强势，而其中权重板块在午后有所表现，权重板块涨幅排名也较靠前。之所以今日开篇谈到上述这些，是因为这是市场热点活跃的表现，也可以理解为市场资金进入比较积极，而从博尔证券量化交易系统的数据分析，今日博尔指数、方向指数的主导动能数据截止收盘都呈现资金做多状态，而今晨开盘资金是呈现获利回吐，并且早盘是连续第五个交易日出现获利回吐，通过查看市场以往这种状态我们会看到，当资金连续获利回吐超过</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">3</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">个交易日之后，市场出现做多资金进入的情况较多。在博尔系统的主导动能中，水平线上方是红色和黄色，水平线下方是蓝色和绿色，这样的分布说明前者是资金强势，后者是资金弱势（可对比牛市和熊市格局下的不同表现，在后者市况下往往会以资金做空为主导），这一规律在以后的数据分析中值得继续留意并运用。</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21pt; mso-char-indent-count: 2.0"><SPAN lang=EN-US><o:p><FONT face="Times New Roman"> </FONT></o:p></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21pt; mso-char-indent-count: 2.0"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">在上周的数据日报中我们曾经分析过，如在</SPAN><?xml:namespace prefix = st1 ns = "urn:schemas-microsoft-com:office:smarttags" /><st1:chsdate w:st="on" Year="2009" Month="10" Day="14" IsLunarDate="False" IsROCDate="False"><SPAN lang=EN-US><FONT face="Times New Roman">10</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">月</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">14</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">日</SPAN></st1:chsdate><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">原文如下“……从中期角度而言，博尔指数目前仍处于合理区域内，且价值中枢线前期开始有所提升，而从博尔指数最近两个月的走势分析与此前的</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">4</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">月</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">-7</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">月相似，因此市场整体走势偏向于相对积极。而近期管理层的一系列举措虽然有为创业板上市前铺垫的意图，但不可忽视的是这些举措将影响到年底行情乃至明年的行情，而这些因素在近期正在变得越来越明显，也是值得我们重点留意的。……”；</SPAN><st1:chsdate w:st="on" Year="2009" Month="10" Day="15" IsLunarDate="False" IsROCDate="False"><SPAN lang=EN-US><FONT face="Times New Roman">10</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">月</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">15</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">日</SPAN></st1:chsdate><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">的原文如下“……三季报的披露工作已经展开，从目前宏观数据趋势看，本季度的上市公司经营绩效有进一步提升的空间，且导致市场价值中枢线进一步上移、从而打开市场向上波动的空间，这是积极的变化，值得关注；而从近期管理层推出的系列举措而言，将有机会引发市场市场资金的进一步流入从而促使行情走向强势。千里之行始于足下，无论这些因素如何影响市场，但一切仍要以数据说话，按部就班把握好年内、甚至是跨年度的行情走势……”。之所以今日再回头重温上周的分析，旨在提示市场数据正在变得积极。</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21pt; mso-char-indent-count: 2.0"><SPAN lang=EN-US><o:p><FONT face="Times New Roman"> </FONT></o:p></SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21pt; mso-char-indent-count: 2.0"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">本周我们看到博尔指数的多空概率再次出现整体提升，且提升的高度已经创出了今年</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">8</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">月份调整以来的高点，如博尔指数本周做空概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">95%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">的位置在</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">13.97</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">元，而在</SPAN><st1:chsdate w:st="on" Year="2009" Month="9" Day="22" IsLunarDate="False" IsROCDate="False"><SPAN lang=EN-US><FONT face="Times New Roman">9</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">月</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">22</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">日</SPAN></st1:chsdate><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">当周的数据是</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">13.90</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">元，在这种数据状态下，如市场持续强势，则未来一段时间市场将开始倾向于触及做空概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">68%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">的位置而并不会发生明显回落（以震荡位置），只有在触及做空概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">95%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">的位置之后才会出现回落，请投资者查看以往的多空概率使用技巧（简单说，即：在上涨趋势中，价格倾向于触及</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">68%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">概率上限而不发生大的回落，但是触及做空概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">95%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">会回落，在上涨格局中，价格回落到做多概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">68%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">会构成较好的介入机会；而在下跌行情中，价格倾向于触及做空概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">68%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">之后就出现回落，并且在触及做多概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">95%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">而反弹）。从今日主导动能资金做多力度峰值观察，并未达到峰值，这为市场本周持续震荡强势铺垫了基础。</SPAN></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21.1pt; mso-char-indent-count: 2.0"><B style="mso-bidi-font-weight: normal"><SPAN lang=EN-US><o:p><FONT face="Times New Roman"> </FONT></o:p></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21.1pt; mso-char-indent-count: 2.0"><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">【明日数据策略】</SPAN><SPAN lang=EN-US><o:p></o:p></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21.1pt; mso-char-indent-count: 2.0"><B style="mso-bidi-font-weight: normal"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">参考仓位数据：</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">45%-55%<o:p></o:p></FONT></SPAN></B></P>
<P class=MsoNormal style="MARGIN: 0cm 0cm 0pt; TEXT-INDENT: 21pt; mso-char-indent-count: 2.0"><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">如本周市场正式进入强势震荡上升格局，则在本周开始择机酌情实施增持，这种强势格局的数据表现在价格触及博尔证券量化交易系统的做空概率</SPAN><SPAN lang=EN-US><FONT face="Times New Roman">68%</FONT></SPAN><SPAN style="FONT-FAMILY: 宋体; mso-ascii-font-family: ''Times New Roman''; mso-hansi-font-family: ''Times New Roman''">而不会出现大幅回落、同时主导动能显示资金做多或是获利回吐间歇交替出现、而做空情况则少有出现，同时市场热点活跃。短期而言，市场将倾向于震荡强势趋势，进二退一或是盘整后反弹再盘整的概率较大，而这种走势的数据背景是：目前市场正处于三季报披露中，而三季报的披露对市场的中枢价值线将产生较大影响，而在进入今年以来，市场中枢价值明显逐步提升，此次三季报如价值中枢线持续提升，则中期市场保持强势格局的概率提升。<B style="mso-bidi-font-weight: normal">（重要声明：上述文字内容均取材自博尔证券量化交易系统程序数据，不构成投任形式的投资操作建议，据此操作风险自负。）</B></SPAN><B style="mso-bidi-font-weight: normal"><SPAN lang=EN-US><o:p></o:p></SPAN></B></P>
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