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深港通、沪港通开通以来，白马股受到北上资金的青睐，在此开出一帖专门跟踪；炒股真有那么难吗？还是自己功课做得不够？
首先声明，在此跟踪策略，不作为荐股，本人并未实盘此策略（回测时间较短），只是借此向大家展示最简单的量化策略，只要不怕麻烦，你也可以做到！
策略思路：选出北上资金（港资）月度增持最多的前20只深港通、沪港通股票，每月第一个交易日换一次股票，没有计算手续费，大家自己可以在月度收益的基础上减去千分之四，作为策略理论收益。如果没有意外情况，本数据每月初更新一次。
下面是5月份到现在的收益总结：
| 北上资金策略 | 5月 | 6月 | 7月 | 8月 | 9月 | 10月 | 总收益 | | 10只股平均涨幅 | 2.20% | 9.04% | -0.85% | 3.62% | 5.16% | 4.84% | 26.23% | | 20只股平均涨幅 | 1.56% | 8.91% | -0.89% | 1.74% | 5.77% | 4.49% | 23.26% | | 沪深300涨幅 | 1.54% | 4.98% | 1.94% | 2.25% | 0.38% | 2.36% | 14.16% |
下面是10月份详细数据：
| 股票名称 | 9月持股数量 | 9月持股比例 | 8月持股比例 | 9月增持排名 | 9月收盘价 | 最新价格 | 涨幅 | 10月涨幅 | 前10平均月涨幅 | 前20平均月涨幅 | | 欧普照明 | 5,557,154 | 5.67% | 2.44% | 3.23% | 40.16 | 45.76 | 5.49% | 13.94% | 4.84% | 4.49% | | 卫 士 通 | 40,901,343 | 4.87% | 2.31% | 2.56% | 22.6 | 21.19 | 1.44% | -6.24% |
| | | 飞科电器 | 4,418,631 | 10.13% | 8.05% | 2.08% | 65.06 | 70.62 | -1.92% | 8.55% |
| | | 光迅科技 | 12,348,964 | 1.96% | 0.06% | 1.90% | 25.42 | 24.86 | 1.35% | -2.20% |
| | | 福耀玻璃 | 257,760,233 | 12.86% | 11.06% | 1.80% | 25.49 | 25.57 | -0.35% | 0.31% |
| | | 益丰药房 | 15,980,477 | 8.04% | 6.31% | 1.73% | 35.58 | 37.97 | 2.07% | 6.72% |
| | | 老板电器 | 60,068,904 | 6.32% | 4.75% | 1.57% | 42.25 | 46.13 | -1.66% | 9.18% |
| | | 伟明环保 | 2,680,392 | 2.05% | 0.56% | 1.49% | 21.85 | 22.98 | 0.83% | 5.17% |
| | | 沪电股份 | 56,501,830 | 3.37% | 1.89% | 1.48% | 4.94 | 4.93 | -0.40% | -0.20% |
| | | 通化东宝 | 58,935,555 | 3.58% | 2.41% | 1.17% | 19.3 | 21.84 | -2.28% | 13.16% |
| | | 青岛海尔 | 460,096,580 | 7.54% | 6.37% | 1.17% | 15.09 | 16.08 | -2.90% | 6.56% |
| | | 美的集团 | 577,323,779 | 8.81% | 7.67% | 1.14% | 44.19 | 47.64 | -2.04% | 7.81% |
| | | 伊利股份 | 634,767,504 | 10.52% | 9.48% | 1.04% | 27.5 | 29.17 | -1.98% | 6.07% |
| | | 索菲亚 | 50,609,943 | 5.48% | 4.45% | 1.03% | 37.8 | 39.99 | -1.99% | 5.79% |
| | | 华域汽车 | 136,654,970 | 4.76% | 3.75% | 1.01% | 22.55 | 24.51 | 1.11% | 8.69% |
| | | 安琪酵母 | 45,105,052 | 5.47% | 4.53% | 0.94% | 25.48 | 28.07 | 2.22% | 10.16% |
| | | 桐昆股份 | 12,878,041 | 1.06% | 0.13% | 0.93% | 17.16 | 16.1 | 0.81% | -6.18% |
| | | 汇川技术 | 81,952,578 | 4.92% | 4.14% | 0.78% | 28.9 | 29.69 | 0.54% | 2.73% |
| | | 杉杉股份 | 12,949,338 | 1.57% | 0.80% | 0.77% | 24.12 | 22.2 | 4.77% | -7.96% |
| | | 立讯精密 | 47,561,807 | 1.49% | 0.73% | 0.76% | 20.66 | 22.25 | -1.98% | 7.70% |
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发表于 2017-10-20 20:48:58
楼主