数据与计算发展前沿2026，Vol.8Issue(1)：27-34,8.DOI:10.11871/jfdc.issn.2096-742X.2026.01.003
ETFs组合策略的新视角
Alternative Views on ETFs Portfolio Strategies
刘勤 1孙玉安1
作者信息
- 1. 国银金汇数据科技有限公司,北京 100083
- 折叠
摘要
Abstract
[Objective]In a future market environment where passive investment dominated by ETFs(Ex-change Traded Funds)is expected to prevail,this paper explores alternative views on ETFs port-folio strategies.By scanning dynamic data of the financial market and leveraging refined mar-ket correlation data,the proposed approach aims to extract effective signals for ETF portfolios and improve medium-to long-term performance.[Methods]Through the dynamic screening of time,price,volume and other information in the market,it is revealed that the long-term and short-term expected resonance points of ETFs are used as the trigger points of ETFs sector rota-tion,combined with the allocation rules of ETFs,and the portfolio investment strategy based on ETFs sector rotation is used to control risks and improve medium and long-term investment per-formance.[Results]The proposed method effectively reduces the medium and long-term ETFs investment risk and improve the performance of ETF portfolios.[Outlook]Future work will in-corporate additional emerging technologies to further improve the efficiency of market screen-ing.关键词
ETFs/组合策略/板块轮动/流动性/预期Key words
ETFs/ETFs portfolio strategy/sector rotation/liquidity/expectations引用本文复制引用
刘勤,孙玉安..ETFs组合策略的新视角[J].数据与计算发展前沿,2026,8(1):27-34,8.
