你是否曾因盘⼝ “转瞬即逝的⼤买单” ⽽在⾼位接盘？在 A 股每⽇万亿成交背后，30% 主动撤回的委托订单，正成为机构博弈的 “隐形战场”。本期我们以开源证券 2024 年 1 ⽉的研报《市场微观结构研究系列（22）：订单流系列，撤单⾏为规律初探》为核⼼，教你识别 “虚假挂单” 陷阱，掌握从撤单这类 “隐性数据” 中挖掘超额收益的关键逻辑，揭开 A 股 30% 撤单的流动性奥秘拆解三⼤关键谜题：为何⼩市值股票每 10 单近 5 单会撤，微盘股却呈现反常识撤单规律？尾盘 3 分钟废单占⽐骤升⾄ 25%，背后藏着怎样的 “赌徒博弈”？“三⼩将_TRI”“毒流动性_TOX” 两⼤因⼦如何捕捉撤单信号，实现 43.4% 的多空收益？【在这里找到我们】微信：quantfan_100微信公众号：Quantide 量化风云小红书：Quantidebilibili：Quantide
No persons identified in this episode.
This episode hasn't been transcribed yet
Help us prioritize this episode for transcription by upvoting it.
Popular episodes get transcribed faster
Other recent transcribed episodes
Transcribed and ready to explore now
Trump $82 Million Bond Spree, Brazil Tariffs 'Too High,' More
16 Nov 2025
Bloomberg News Now
Ex-Fed Gov Resigned After Rules Violations, Trump Buys $82 Mil of Bonds, More
16 Nov 2025
Bloomberg News Now
THIS TRUMP INTERVIEW WAS INSANE!
16 Nov 2025
HasanAbi
Epstein Emails and Trump's Alleged Involvement
15 Nov 2025
Conspiracy Theories Exploring The Unseen
New Epstein Emails Directly Implicate Trump - H3 Show #211
15 Nov 2025
H3 Podcast
Trump Humiliates Himself on FOX as They Call Him Out
15 Nov 2025
IHIP News