Menu
Sign In Search Podcasts Charts People & Topics Add Podcast API Pricing
Podcast Image

量化好声音

34 捕风捉影!本福特定律教你识别机构痕迹

13 Sep 2025

Description

为什么商品价、GDP、河流长度里,以 1 开头的数字占比超 30%?答案藏在本福特法则里 —— 这个 “数字规律” 不仅能查财报造假,还能盯 A 股机构!方正证券研报用它验证:万科 A 分钟成交量贴合法则,机构交易却留下偏差;据此设计的 X 指标,能划分 “机构痕迹股”,还发现聪明钱因子在这类股里年化收益达 29.2%。从数学原理到量化策略,教你用规律看穿市场小动作。【本期节目你将了解】1、本福特定律及其在量化中的运用2、为什么换手率的变化率、聪明钱 Q 因子、净利润同比增长率这三个指标能成为选股因子【研报题目】1、方正证券:《本福特的启示:从分钟成交量看机构痕迹》2、方正证券:《跟踪聪明钱:从分钟行情数据到选股》【在这里找到我们】wechat:quantfan_100微信公众号:Quantide量化风云小红书:Quantidebilibili:Quantide

Audio
Featured in this Episode

No persons identified in this episode.

Transcription

This episode hasn't been transcribed yet

Help us prioritize this episode for transcription by upvoting it.

0 upvotes
🗳️ Sign in to Upvote

Popular episodes get transcribed faster

Comments

There are no comments yet.

Please log in to write the first comment.