Visualization method of stock ETF main transaction activity

Abstract

The invention relates to a visualization method for stock ETF main transaction activities. The technical problems that the stock ETF main force, the stock ETF financing main force and the stock ETF voucher fusing main force are not unified, the technology of the whole stock ETF main force relative to the technology of the single stock ETF main force is lacked, historical, current and future stock ETF main force data standards are not unified, and the trend of the stock ETF main force in the transaction process cannot be comprehensively known are solved. The visualization method comprises the following steps: taking a bull index or / and a trading volume index as a vertical coordinate, taking time as a horizontal coordinate, and drawing to form a stock ETF main trading activity integrated visual graph; the bull index is a stock ETF main bull index, a stock ETF financing main bull index and a stock ETF voucher fusion main bull index; the trading volume index is a stock ETF main trading volume index, a stock ETF financing main trading volume index and a stock ETF voucher fusing main trading volume index.

Description

Technical Field

[0001] The present invention relates to the technical field of stock ETF trading activities, and in particular to a method for visualizing stock ETF main trading activities. Background Art

[0002] Equity ETF is an exchange-traded fund that consists of a series of stocks and represents a certain value in the asset pool. Compared with open-end funds, equity ETFs have a larger asset pool size and can be bought and sold like stocks during trading days. Most of the investors of equity ETFs are converted from stockholders. They find that equity ETFs have the advantages of risk diversification, high liquidity, high transparency and convenient trading compared with individual stocks. Therefore, they are more willing to participate in the market through equity ETFs. This transformation also helps to improve the stability of the A-share market. Equity ETFs have entered the fast lane in the past 1-2 years, which is in stark contrast to the current sluggish stock market. The scale and varieties have doubled rapidly, and now there are 781 varieties with a scale of 1.27 trillion. Among them, broad-based index ETFs account for 70%, such as SSE 50, CSI 300, CSI 1000, etc.

[0003] The rise and fall of the stock market affects the rise and fall of stock ETFs, and the main force of stock ETFs can also influence the rise and fall of the stock market through stock ETFs. Buying and selling stocks or stock ETFs are two ways for the main force of the capital market to influence the rise and fall of the stock market! At present, in stock ETF transactions, margin trading is the main commonly used tool for stock ETFs. The main force of stock ETF margin trading is the main force in stock ETF market transactions. Their trading behavior determines the rise and fall of most stock ETFs. Now there is only a single stock ETF's main net inflow, and the single stock ETF margin trading data is updated daily.

[0004] The data and technical indicators that track the main force of the overall stock ETF are currently missing! It is not only tracked and concerned by the investors who invest in stock ETFs, but also another key indicator for studying the trend of the stock market! Overseas ETFs issued in China are not the subject of our research, and their rise and fall have no direct relationship with the rise and fall of A-shares! Therefore, as a rapidly growing group of stock ETF investors, there is an urgent need for an integrated visual display system solution that can provide daily data on the main trading activities of stock ETFs, standardize and quantify them, and present them similar to stock market K-line charts. Summary of the invention

[0005] The present invention provides a visualization method for the main trading activities of stock ETFs, which presents an integrated visual display system similar to a stock market K-line chart through standard quantification, and solves the following technical problems: the problem of inconsistency among the main stock ETFs, the main stock ETF financing, and the main stock ETF securities lending, the problem of technical deficiency of the overall main stock ETF relative to the main stock ETF, the problem of inconsistency in the data standards of the main stock ETFs in the past, present, and future, and the problem of inability to fully understand the trend of the main stock ETFs in the trading process.

[0006] The present invention is achieved through the following measures.

[0007] The present invention discloses a method for visualizing the main trading activities of stock ETFs, which counts one or more of the following indexes: (1) Count the number of stock ETFs whose net inflows are greater than Amount A on each trading day, and determine this as the stock ETF main long index; Count the number of stock ETFs whose net inflow of main financing funds on each trading day is greater than Amount B, and determine it as the main financing long index; The number of stock ETFs whose net short selling inflow amount is less than the negative C amount on each trading day is counted to determine the main long index of stock ETF short selling; the net short selling inflow amount of stock ETF is calculated by multiplying the net short selling number of stock ETF by the closing price of the day; (2) Count the number of stock ETFs whose net inflow amount is less than the negative A amount on each trading day, and determine it as the stock ETF main short-selling index; Count the number of stock ETFs whose net financing inflow amount is less than negative B amount on each trading day, and determine it as the stock ETF financing main short-selling index; The number of stock ETFs whose net short selling inflow amount of stock ETFs is greater than the C amount on each trading day is counted to determine the main short selling index of stock ETF short selling; the net short selling inflow amount of stock ETFs is calculated by multiplying the net short selling number of stock ETFs by the closing price of the day; The above-mentioned A, B and C are respectively greater than or equal to RMB 200,000; (3) The main long index of the stock ETF is deducted from the main short index of the stock ETF to obtain the main long-short index of the stock ETF; the main long index of the stock ETF is added to the main short index of the stock ETF to obtain the main trading volume index of the stock ETF; The main stock ETF financing long index is deducted from the main stock ETF financing short index to obtain the main stock ETF financing long-short index; the main stock ETF financing long index is added to the main stock ETF financing short index to obtain the main stock ETF financing volume index; The main long index of stock ETF securities lending minus the main short index of stock ETF securities lending is used to obtain the main long and short index of stock ETF securities lending; the main long index of stock ETF securities lending plus the main short index of stock ETF securities lending is used to obtain the main trading volume index of stock ETF securities lending; (4) Using the above-mentioned one or more long-short indexes and / or one or more trading volume indexes as the ordinate and time as the abscissa, a graph is drawn to form an integrated visual graph of the main trading activities of stock ETFs; the long-short index is the main long-short index of stock ETFs, the main long-short index of stock ETF financing, and the main long-short index of stock ETF short selling; the trading volume index is the main trading volume index of stock ETFs, the main trading volume index of stock ETF financing, and the main trading volume index of stock ETF short selling.

[0008] The above-mentioned visualization method is more preferably: the vertical axis also includes one or more long indexes and / or one or more short indexes as the vertical axis; the long index is the main long index of the stock ETF, the main long index of the stock ETF financing, and the main long index of the stock ETF short selling; the short index is the main stock ETF short selling index, the main short selling index of the stock ETF financing, and the main short selling index of the stock ETF short selling.

[0009] The above visualization method is more preferably: A is RMB 200,000 to RMB 20 million, B is RMB 200,000 to RMB 10 million, and C is RMB 200,000 to RMB 2 million.

[0010] The above visualization method is more preferably: A is RMB 2 million to RMB 10 million, B is RMB 500,000 to RMB 5 million, and C is RMB 200,000 to RMB 1 million.

[0011] The above-mentioned visualization method is more preferably: the time is day.

[0012] How do we define the main behavior of stock ETFs? Traditionally, the main trading volume and net inflow are measured in units of money, but now they are measured in units of stock ETFs, with the unit being one (one). The time unit is the day, and all stock ETFs related to A shares issued by fund companies are counted. This is an innovation in capital financial market statistics.

[0013] The plan is that the data of a single stock ETF that we often use every day include: the net inflow amount of the main force, the amount of margin purchases, the amount of margin repayments, the short selling amount, and the closing price of the short selling repayment on the day.

[0014] The net inflow of financing can be calculated by subtracting the amount of financing repayment from the amount of margin purchase. The net short selling amount can be calculated by subtracting the amount of repayment from the amount of short selling. The net short selling amount can be calculated by multiplying the net short selling amount by the closing price of the day. The net short selling amount is the opposite of the net short buying amount.

[0015] The above three roles all calculate the net inflow amount uniformly.

[0016] In the classification standard of Eastmoney, super large orders refer to orders with a single transaction amount greater than or equal to 500,000 shares or 1 million yuan, while large orders refer to orders with a single transaction amount greater than or equal to 100,000 shares or 200,000 yuan and less than 500,000 shares and 1 million yuan. The sum of the buying transaction amounts of these large orders and super large orders constitutes the main inflow, while the sum of the selling transaction amounts is the main outflow. Ultimately, the main net inflow is the net amount obtained by subtracting the main outflow from the main inflow. We continue to use traditional standards: We count the number of stock ETFs with net inflows of 200,000 yuan or more or net outflows of -200,000 yuan or less on each trading day, both in the positive and negative directions. We optimize the criteria for determining the main stock ETFs, assuming that the positive direction is 200,000 yuan and the negative direction is -200,000 yuan, which is the main stock ETF, the main stock ETF financing, and the main stock ETF securities lending.

[0017] In the amount greater than or equal to 200,000, a specific appropriate amount is established as a standard, and the number of stocks greater than this amount is counted as the long index every day. The number of stocks less than this negative amount is counted as the short index every day.

[0018] Short selling is the opposite of margin trading. The long position of short selling is actually bearish for the price trend of stock ETFs. In order to count the consistent price trends of stock ETFs, we count the long position of short selling as the short index and the short selling as the long index.

[0019] The long index minus the short index creates the long-short index, which represents the direction and size of the main transactions.

[0020] The long index plus the short index creates the main force's trading volume index, which represents the activity intensity of the main force and corresponds to our usual market trading volume.

[0021] We proposed the following concepts: Stock ETF main long index, short index, long-short index, trading volume index; Stock ETF financing main long index, short index, long-short index, trading volume index; Stock ETF short selling main long index, short index, long-short index, trading volume index.

[0022] In line with tradition, the two indexes commonly used are the long-short index (net inflow index) and the trading volume index.

[0023] Using this standard and historical data, we can find and calculate the data of these three important roles in various stock market trends in the past. Using time and index as coordinate axes, we can draw a chronological chart of their activities, compare it with the overall stock market trends, restore their process of buying high and selling low, and further analyze and study their rules of bottom fishing and top selling.

[0024] Using this standard, we will generate three sets of numbers from the end of each trading day to the opening of the next day. It can reveal more details about the movements of the main stock ETFs, main stock ETF financing, and main stock ETF securities lending in the previous day's trading process. Combined with the recent data charts of the main stock ETFs, main stock ETF financing, and main stock ETF securities lending, it can provide investors with intuitive, accurate, and fast help in judging the current stock market situation and trends.

[0025] Download the stock ETF data dating back to the past 3-4 years from October 2020 to the present, and use a standard to scientifically and objectively restore the past daily trading activities of the main stock ETFs and the main stock ETF margin trading and securities lending, and find out their rules of buying low and selling high in each band.

[0026] Using one standard, the data generated yesterday can effectively help investors predict future stock market ups and downs by utilizing past patterns! Beneficial effects of the present invention: 1. The overall lack of data on the main stocks of ETFs 2. The unification of stock ETF main force, margin trading and securities lending 3. Unification of historical, present and future stock ETF main data standards. BRIEF DESCRIPTION OF THE DRAWINGS

[0027] Figure 1 This is the daily chart of Shenzhen Stock Exchange from January to May 2024. Figure 2 A visual graph of the main long and short trading volumes of stock ETFs from January to May 2024 Figure 3 A visual graph of the main long and short trading volumes of stock ETF securities lending from January to May 2024 Figure 4 This is the daily chart of Shenzhen Stock Exchange from November 2020 to February 2021. 20210218 is the highest point of the stock market. Figure 5 This is a visual graph of the main long and short trading volume index of stock ETFs from 202011 to 202102 Figure 6 Visual graph of the main long and short trading volume index of stock ETF financing from November 2020 to February 2021 Figure 7This is the daily chart of Shenzhen Stock Exchange from April to July 2022 Figure 8 Visual graph of the main long and short trading volume index of stock ETFs from April to July 2022 Fig. 9 This is the daily chart of Shenzhen Stock Exchange from September 2022 to February 2023 Fig.10 A visual representation of the main long and short trading volume index of stock ETFs around 2023 Fig.11 A visual representation of the main long and short index of stock ETF margin trading around 2023 Fig.12 This is the monthly chart from October 2018 to August 2024. DETAILED DESCRIPTION

[0028] The present invention is described in detail below in conjunction with the embodiments, and the details are verified by statistical analysis of data sources.

[0029] Main standards for cases and samples: The main standard A for stock ETFs is 2 million yuan, the main standard B for stock ETF financing is 2 million yuan, and the main standard C for stock ETF short selling is 200,000 yuan.

[0030] Select the day 20240206 for detailed explanation.

[0031] Downloaded from the Oriental Fortune Choice financial terminal, Table 1 is the full data of stock ETFs including the main net inflow, Table 2 is the stock ETF including the margin purchase amount, margin repayment amount and the calculation of the net margin purchase amount, and Table 3 is the data including the short selling amount, short selling repayment amount, closing price and the calculation of the net short selling amount. The amount unit of the three tables is RMB.

[0032] Table 1

[0033]

[0034] Table 2

[0035]

[0036] Table 3

[0037]

[0038] Standard statistical calculations (1) Statistical calculation of the long and short index The main long index of stock ETF is 191, Table 4 The main short index of stock ETF is 22, Table 5 The main long index of stock ETF financing is 16, Table 6 The main short-selling index of stock ETF financing is 70, Table 7 The main short selling index of stock ETF securities lending is 15, Table 8 The main long index of stock ETF short selling is 64, Table 9.

[0039] (2) Calculation of the 20240206 long and short volume index The main long-short index of stock ETF is 191-22=169 Stock ETF main trading volume index 191+22=213 Stock ETF financing main long and short index 16-70=-54 Stock ETF financing main trading volume index 16+70=86 The main long-short index of stock ETF securities lending is 64-15=49 The main trading volume index of stock ETF short selling is 64+15=79.

[0040] (3) Download all historical data and, based on the data processing and calculation method for the day 20240206, obtain the main index of all stock ETFs, the main index of stock ETF financing, and the main index of stock ETF securities lending based on each trading day. With time and index as the vertical and horizontal axes, draw a visual graph of the main stock ETF trading activities in the past four years.

[0041] Table 4

[0042]

[0043] Table 5

[0044]

[0045] Table 6

[0046] Table 7

[0047]

[0048] Table 8

[0049] Form 9

[0050]

[0051] Practical effectiveness Case 1 like Figure 1-3 As shown, Figure 1 This is the daily chart of Shenzhen Stock Exchange from January to May 2024. Figure 2 This is a visual graph of the main long and short trading volumes of stock ETFs from January to May 2024. Figure 3 This is a visual graph of the main long and short trading volumes of stock ETF margin lending from January to May 2024.

[0052] Figure 2 The process of the main stock ETF bottom-fishing and top-selling can be clearly and intuitively seen. 20240206 was the first day of the stock market rebound. The main stock ETF long-short index (red line) and trading volume index (blue line) reached the highest point on that day. On 20240311, the main stock ETF trading volume index (blue line) reached the highest point after the rebound, and the main stock ETF long-short index (red line) reached the second highest point. Five trading days later, on 20240318, the first high point after the stock market rebounded arrived. After the rebound on 20240509, the main stock ETF trading volume index (blue line) reached the second highest point after the rebound, and the main stock ETF long-short index (red line) reached the highest point. In the early trading of the next day, on 20240510, the Shenzhen Stock Exchange reached the highest point of this round of rebound Figure 3 The bottom-fishing process of the main stock ETF margin trading can be clearly and intuitively seen. On 20240206, the long-short index (red line) and trading volume index (blue line) of the main stock ETF increased rapidly. On 20240207, both indexes reached their highest points.

[0053] Case 2 like Figure 4-Figure 6 As shown, Figure 5 This is the daily chart of Shenzhen Stock Exchange from November 2020 to February 2021. 20210218 is the highest point of the stock market. Figure 6 This is a visual graph of the main long and short trading volume index of stock ETFs from 202011 to 202102. Figure 7 It is a visual graph of the main long and short trading volume index of stock ETF financing from November 2020 to February 2021.

[0054] Figure 6 Clearly and intuitively see the process of the main stock ETF escaping the top.

[0055] On February 18, 2021, the main trading volume index of the stock ETF (blue line) reached its maximum value, and the main long-short index of the stock ETF (red line) quickly dropped from the second highest point on February 9, 2021 to 0 on February 18. As the long-short index (red line) continued to decline, the highest point of the stock market on February 18, 2021 was confirmed.

[0056] Figure 7 Clearly and intuitively see the process of the main force of stock ETF financing escaping the top.

[0057] On February 18, 2021, the stock ETF main financing transaction volume index (blue line) reached its maximum value, and the stock ETF main financing long and short index (red line) reached the second highest point. After February 18, 2021, the red and blue lines fell together, confirming the highest point of the stock market on that day.

[0058] Case 3 like Figure 8-Figure 9 shown. Figure 8 This is the daily chart of Shenzhen Stock Exchange from April to July 2022. Fig. 9 This is a visual graph of the main long and short trading volume index of stock ETFs from April to July 2022. Fig. 9 Clearly and intuitively see the process of the main force of stock ETFs buying at the bottom and selling at the top.

[0059] April 27, 2022 is the first day of this round of rebound. The stock ETF main long-short index (red line) quickly pulled up from the bottom of the previous two trading days. On May 11, 2022, the stock ETF main volume index (blue line) reached its maximum value, and the stock ETF main long-short index (red line) also reached its maximum value, which means a large number of main positions at the bottom. On June 30, 2022, the stock ETF main long-short index (red line) reached its highest point after the stock market rebounded. On July 7, 2022, the stock ETF main volume index (blue line) reached its highest point after the stock market rebounded, and then fell back with the red and blue lines, confirming that the highest point of this round of rebound was between June 30, 2022 and July 7, 2022.

[0060] Case 4 like Figure 10-12 shown.

[0061] Fig.10 This is the daily chart of Shenzhen Stock Exchange from September 2022 to February 2023. Fig.11 This is a visual graph of the main long and short trading volume index of stock ETFs around 2023. Fig.12 It is a visual graph of the main long and short index of stock ETF margin trading around 2023.

[0062] Fig.11 Clearly and intuitively see the process of the main force of stock ETFs buying at the bottom and selling at the top.

[0063] The three groups of incremental groups formed by the three high points of the stock ETF main long-short index (red line) on October 14, November 3, and December 1, 2022 are consistent with the stock market K-line Figure 3 The bottom rebound group is highly consistent! This means that the main force has added a lot of positions at the bottom.

[0064] After the stock market rebounded, the stock ETF main trading volume index (blue line) reached its maximum value on January 6, 2023. The corresponding stock ETF main long-short index (red line) reached the second highest point after the stock market rebound. On January 30, 2023, the red and blue lines continued to slide, and the long momentum of the stock ETF main long-short index (red line) further weakened, and it slid to a negative value the next day, confirming that January 30, 2023 was the highest point of the stock market rebound.

[0065] Fig.12 Clearly and intuitively see the changes in the bottom and top of the main stock ETF margin trading.

[0066] The stock ETF main long-short index (blue line) on September 30, 2022 and the stock ETF main financing long-short index (red line) on October 10, 2022, together constitute the main bottom-fishing of stock ETF financing and securities lending. The red and blue lines at the bottom of the stock market fluctuate violently up and down. The highest point of the main long-short index of stock ETF securities lending (blue line) on January 20, 2023 and the highest point of the main long-short index of stock ETF financing (red line) on January 30, 2022, together constitute the escape of securities lending. The red and blue lines at the top of the stock market fluctuate violently up and down.

[0067] Fig.12 This is the monthly chart from October 2018 to August 2024.

[0068] Summarize: pass Fig.12 It can be clearly seen that Case 1 is the bottom of the Shenzhen Stock Exchange bear market in the past four years, Case 2 is the peak of the previous bull market and the starting point of this bear market, and Case 3 and Case 4 are the rebounds of the intermediate bear market.

[0069] By reproducing the trading process of the main stock ETFs and securities lending main forces at various stages of bottom fishing and top selling, the scientific and objective system truly restores the trading details of the main stock ETFs at various stages of bottom fishing and top selling.

[0070] The three indicators of stock ETF main force, stock ETF financing main force, stock ETF securities lending main force are independent of each other, mutually confirmed, and harmoniously unified. At the bottom and top of different stages of the stock market, especially the highest and lowest points, the three groups of main forces showed different forms and all had outstanding performances. Their bottom-picking and top-escaping showed high accuracy.

[0071] The above cases prove that this invention provides stock ETF investors with data and technical indicators of the main stock ETFs, which has a good reference value for their investment, and provides real and effective help for all investors to objectively and rationally judge the top and bottom of the stock market!

Claims

1. A method for visualizing the main trading activities of stock ETFs, characterized by: Calculate one or more of the following indices: (1) Count the number of stock ETFs whose net inflows are greater than Amount A on each trading day, and determine this as the stock ETF main long index; Count the number of stock ETFs whose net inflow of main financing funds on each trading day is greater than Amount B, and determine it as the main financing long index; The number of stock ETFs whose net short selling inflow amount is less than the negative C amount on each trading day is counted to determine the main long index of stock ETF short selling; the net short selling inflow amount of stock ETF is calculated by multiplying the net short selling number of stock ETF by the closing price of the day; (2) Count the number of stock ETFs whose net inflow amount is less than the negative A amount on each trading day, and determine it as the stock ETF main short-selling index; Count the number of stock ETFs whose net financing inflow amount is less than negative B amount on each trading day, and determine it as the stock ETF financing main short-selling index; The number of stock ETFs whose net short selling inflow amount of stock ETFs is greater than the C amount on each trading day is counted to determine the main short selling index of stock ETF short selling; the net short selling inflow amount of stock ETFs is calculated by multiplying the net short selling number of stock ETFs by the closing price of the day; The above-mentioned A, B and C are respectively greater than or equal to RMB 200,000; (3) Subtracting the main short index of the stock ETF from the main long index of the stock ETF to obtain the main long-short index of the stock ETF; The stock ETF main long index plus the stock ETF main short index to obtain the stock ETF main trading volume index; The main stock ETF financing long index is deducted from the main stock ETF financing short index to obtain the main stock ETF financing long-short index; The stock ETF financing main force long index plus the stock ETF financing main force short index is used to obtain the stock ETF financing main force trading volume index; The main long index of the stock ETF securities lending minus the main short index of the stock ETF securities lending to obtain the main long and short index of the stock ETF securities lending; The stock ETF main securities lending long index plus the stock ETF main securities lending short index is used to obtain the stock ETF main securities lending volume index; (4) Using the above-mentioned one or more long-short indexes and / or one or more trading volume indexes as the ordinate and time as the abscissa, a graph is drawn to form an integrated visual graph of the main trading activities of stock ETFs; the long-short index is the main long-short index of stock ETFs, the main long-short index of stock ETF financing, and the main long-short index of stock ETF short selling; the trading volume index is the main trading volume index of stock ETFs, the main trading volume index of stock ETF financing, and the main trading volume index of stock ETF short selling.

2. The visualization method according to claim 1, characterized in that: The vertical axis also includes one or more long indexes and / or one or more short indexes as the vertical axis; the long index is the main long index of stock ETF, the main long index of stock ETF financing, and the main long index of stock ETF short selling; the short index is the main short index of stock ETF, the main short index of stock ETF financing, and the main short index of stock ETF short selling.

3. The visualization method according to claim 1, characterized in that: A is RMB 200,000 to RMB 20 million, B is RMB 200,000 to RMB 10 million, and C is RMB 200,000 to RMB 2 million.

4. The visualization method according to claim 1, characterized in that: A is RMB 2 million to RMB 10 million, B is RMB 500,000 to RMB 5 million, and C is RMB 200,000 to RMB 1 million.

5. The visualization method according to claim 1, characterized in that: The time stated is day.

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