array(35) { ["id"]=> string(4) "2103" ["type"]=> string(6) "course" ["title"]=> string(42) "大小单重定标与资金流因子复现" ["subtitle"]=> string(0) "" ["creator"]=> array(6) { ["id"]=> string(1) "3" ["nickname"]=> string(5) "admin" ["title"]=> string(1) " " ["uuid"]=> string(40) "634d3b58166bfafd4069119be97ee6bfee064c52" ["destroyed"]=> string(1) "0" ["avatar"]=> array(3) { ["small"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" ["middle"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" ["large"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" } } ["showable"]=> string(1) "1" ["buyable"]=> string(1) "1" ["summary"]=> string(675) "

逐笔数据包含每笔订单的挂单金额、挂单数量等信息，可用以还原成交订单的挂单信息。我们利用逐笔数据，通过设定金额阈值重新划定深市的大、小单来捕捉资金流中的主力行为信息。本案例尝试利用逐笔数据重新划分买卖委托单，识别出真正具有显著选股能力的主力资金，主要内容为三部分：一是介绍资金流的处理方法，如何捕捉纯净的主力资金交易行为？二是拆分资金流的内部微观结构，探寻资金流因子的生效逻辑；三是改进资金流因子并测试其选股效果，因子经过改进后 Alpha 收益显著提升。

" ["minPrice"]=> string(4) "0.00" ["maxPrice"]=> string(4) "0.00" ["discountId"]=> string(1) "0" ["images"]=> array(3) { ["large"]=> string(76) "http://www.chinadatacase.com/files/course/2025/03-20/141528025c08197268.jpeg" ["middle"]=> string(76) "http://www.chinadatacase.com/files/course/2025/03-20/1415280266c0849341.jpeg" ["small"]=> string(76) "http://www.chinadatacase.com/files/course/2025/03-20/141528026c90253101.jpeg" } ["ratingNum"]=> string(1) "0" ["rating"]=> string(1) "0" ["hitNum"]=> string(3) "230" ["hotSeq"]=> string(1) "0" ["maxPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["minPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["minDisplayPrice"]=> string(4) "0.00" ["maxDisplayPrice"]=> string(4) "0.00" ["minDisplayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["maxDisplayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["canManage"]=> bool(false) ["peopleShowNum"]=> string(3) "123" ["isMember"]=> bool(false) ["status"]=> string(7) "created" ["orgId"]=> string(1) "1" ["orgCode"]=> string(2) "1." ["recommendWeight"]=> string(1) "0" ["recommendedTime"]=> string(1) "0" ["createdTime"]=> string(25) "2025-01-13T17:16:38+08:00" ["updatedTime"]=> string(25) "2025-12-11T16:30:48+08:00" ["product"]=> array(7) { ["id"]=> string(4) "2104" ["targetType"]=> string(6) "course" ["title"]=> string(42) "大小单重定标与资金流因子复现" ["owner"]=> string(1) "3" ["createdTime"]=> string(10) "1736759798" ["updatedTime"]=> string(10) "1742451358" ["target"]=> array(17) { ["id"]=> string(4) "2225" ["type"]=> string(6) "normal" ["title"]=> string(42) "大小单重定标与资金流因子复现" ["subtitle"]=> string(0) "" ["summary"]=> string(675) "

逐笔数据包含每笔订单的挂单金额、挂单数量等信息，可用以还原成交订单的挂单信息。我们利用逐笔数据，通过设定金额阈值重新划定深市的大、小单来捕捉资金流中的主力行为信息。本案例尝试利用逐笔数据重新划分买卖委托单，识别出真正具有显著选股能力的主力资金，主要内容为三部分：一是介绍资金流的处理方法，如何捕捉纯净的主力资金交易行为？二是拆分资金流的内部微观结构，探寻资金流因子的生效逻辑；三是改进资金流因子并测试其选股效果，因子经过改进后 Alpha 收益显著提升。

" ["cover"]=> array(3) { ["large"]=> string(76) "http://www.chinadatacase.com/files/course/2025/03-20/141528025c08197268.jpeg" ["middle"]=> string(76) "http://www.chinadatacase.com/files/course/2025/03-20/1415280266c0849341.jpeg" ["small"]=> string(76) "http://www.chinadatacase.com/files/course/2025/03-20/141528026c90253101.jpeg" } ["status"]=> string(9) "published" ["studentNum"]=> string(3) "123" ["discountType"]=> string(8) "discount" ["discount"]=> string(2) "10" ["minCoursePrice"]=> string(4) "0.00" ["maxCoursePrice"]=> string(4) "0.00" ["defaultCourseId"]=> string(4) "2231" ["productId"]=> string(4) "2104" ["goodsId"]=> string(4) "2103" ["minCoursePrice2"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["maxCoursePrice2"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } } } ["extensions"]=> array(3) { [0]=> string(8) "teachers" [1]=> string(14) "recommendGoods" [2]=> string(10) "isFavorite" } ["specs"]=> array(1) { [0]=> array(26) { ["id"]=> string(4) "2130" ["goodsId"]=> string(4) "2103" ["targetId"]=> string(4) "2231" ["title"]=> string(0) "" ["seq"]=> string(1) "1" ["status"]=> string(9) "published" ["price"]=> string(4) "0.00" ["coinPrice"]=> string(4) "0.00" ["usageMode"]=> string(7) "forever" ["usageDays"]=> string(1) "0" ["usageStartTime"]=> string(1) "0" ["usageEndTime"]=> string(1) "0" ["buyableStartTime"]=> string(1) "0" ["buyableEndTime"]=> string(1) "0" ["buyableMode"]=> NULL ["buyable"]=> string(1) "1" ["maxJoinNum"]=> string(1) "0" ["services"]=> array(0) { } ["priceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["displayPrice"]=> string(4) "0.00" ["displayPriceObj"]=> array(2) { ["currency"]=> string(3) "RMB" ["amount"]=> string(4) "0.00" } ["isMember"]=> bool(false) ["access"]=> array(2) { ["code"]=> string(14) "user.not_login" ["msg"]=> string(15) "用户未登录" } ["hasCertificate"]=> bool(false) ["learnUrl"]=> string(43) "http://www.chinadatacase.com/my/course/2231" ["teachers"]=> array(1) { [0]=> array(6) { ["id"]=> string(1) "3" ["nickname"]=> string(5) "admin" ["title"]=> string(1) " " ["uuid"]=> string(40) "634d3b58166bfafd4069119be97ee6bfee064c52" ["destroyed"]=> string(1) "0" ["avatar"]=> array(3) { ["small"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" ["middle"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" ["large"]=> string(75) "http://www.chinadatacase.com/files/user/otherform/1711697442_1722994936.png" } } } } } } 大小单重定标与资金流因子复现 - 中国经管实验教学案例平台

中国经管实验教学案例平台

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