金融工程专题：指数投资系列，基于股票分化度的指数趋势策略

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1、Page2内容目录一、股票分化度简介.................................................................................................................4股票分化度文献综述.......................................................................................................4二、A股市场的股

2、票分化度.....................................................................................................4股票分化度的定义...........................................................................................................4股票分化度的功能.......................

3、....................................................................................4主要指数的股票分化度...................................................................................................5三、A股市场的趋势.................................................

4、................................................................7市场指数的动量效应.......................................................................................................7参数的敏感性.....................................................................

5、..............................................9进一步思考：简单趋势策略的缺陷.............................................................................10四、基于股票分化度的指数趋势策略..................................................................................10条件型趋势：股票分化度在

6、市场趋势中的作用.........................................................10五、股票分化度的趋势策略：ETF和股指期货应用..........................................................12股票分化度趋势策略：ETF应用.................................................................................12股票分化度

7、趋势策略：股指期货应用.........................................................................15总结.................................................................................................................................17参考资料..............................

8、...........................................................................................17国信证券投资评级...................................................................................................................18分析师承诺......