市场难言企稳，近期建议关注汇率因子.docx

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1、目录1、本周市场回顾（2021/3/15-2021/3/19）.-3-2、基于长期和中期相结合的A股择时..................................................................-4-2.1、最新市场择时观点.......................................................................................-4-2.2、长期择时模型观点................................................

2、.......................................-4-2.3、中期择时模型观点.......................................................................................-5-2.4、不同期限择时信号的结合...........................................................................-7-2.5、历史表现......................................

3、.................................................................-8-3、大小盘轮动..........................................................................................................-9-3.1、短期预判...........................................................................................

4、............-9-3.2、历史表现.....................................................................................................-10-4、利率债量化择时................................................................................................-11-4.1、最新择时观点....................................

5、.........................................................-11-4.2、历史表现.....................................................................................................-12-图表1、重要宽基指数本周表现.............................................................................-3-图表2、中信风格指数本周表现.

6、............................................................................-3-图表3、A股长期和中期择时信号的结合方式......................................................-4-图表4、中证红利股息率计算的风险溢价.............................................................-5-图表5、部分利率指标近期走势...............................

7、..............................................-6-图表6、近月来美元兑人民币汇率与A股走势呈现显著负相关性.....................-7-图表7、A股中期择时模型各因子观点..................................................................-7-图表8、A股择时模型的对数净值（2003/1/10-2021/3/19）................................-8-图表9、A股择时模型表现（2003/1/10-20

8、21/3/19）...........