Quantitative analysis of the "flash crash" of individual stocks in the current market

In the recent market, multiple stocks have rapidly and continuously hit the limit down without any significant bearish sentiment. There are various reports and speculations in the media about the decline and limit down of these individual stocks, among which many media attribute the decline of these stocks to the tightening of over-the-counter funding, and the leveraged large investors who have long been trapped in these stocks find it difficult to sustain their funds and have to flee. Under the pressure of regulation, this situation has to be taken.

For the funds operating within it, it is impossible to have any clues before implementing major actions. As for quantitative investment, we can pay attention to the true intention and purpose of operating funds in it by quantifying the core data of funds - dominant momentum, in order to prevent the arrival of such risks in advance.

Like Imprint Media（002143）This stock is from4month13The daily stock price experienced a significant drop, followed by three consecutive limit downs. From the dominant momentum data of the stock, it can be seen that3month22Since the emergence of short selling dominance in this stock, the number of days and intensity of its short selling dominance have been continuously increasing, but the stock price has fluctuated horizontally at a high level for nearly a month. At this point, by taking the lead in driving force, we can anticipate the changes in the nature of the funds in the stock. Perhaps facing the flash crash of the stock price, we can reduce unnecessary losses.

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Another stock that has experienced a significant decline in the market recently is Anhui Natural Gas（603689）This stock is from4month26Day to Day5month22During the period, its dominant momentum has maintained a continuous dominance of red and yellow, indicating that the stock was previously dominated by active bullish forces. But after going through5month19Month5month22After two days of profit taking, the stock was dominated by5month23On the day, there was a trend of short selling dominance, and the intensity of short selling dominance was the highest in half a year. When this quantitative feature appears, as a quantitative investor, one has already realized that the financial nature of the stock has completely changed, and it is reasonable for the stock price to fluctuate and fall significantly afterwards.




There is no love for no reason in the world. The rise and fall of individual stocks may seem accidental, but from the perspective of quantitative capital, there are also inevitable factors in all of this. After examining the nature and behavior of the funds behind the dominant individual stocks, it is possible to anticipate some changes in stock prices before they occur, so that relevant precautions can be taken in practice.

Important note: By adding“bull591”Adding Bor's official WeChat account allows for timely understanding of quantitative data on market industries and individual stocks, as well as querying changes in individual stock data