基于AI预测中的个股Beta信息构建ETF轮动策略20240917

建建ETF轮动策略轮动策略20240917_原文原文 2024年09月17日21：06发言人00：00欢迎加入会议。电话会议系统请输入参会密码并以井号键结束。 您已成功加入会议，感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting isready to start. Please remain on the line. 发言人00：43感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人01：06感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人01：30感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人02：40感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人05：00感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人05：47 感谢大家参加本次会议。会议即将开始，请善后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人10：03感谢大家参加本次会议。会议即将开始，请稍后。 Thanks for your participation. The meeting is ready to start. Trees remainon the line. 发言人10：27感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人10：50 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人11：37 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人12：00 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人12：24 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人12：47 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人13：10 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人13：34 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人13：57 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人14：21 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人14：44 感谢大家参加本次会议。会议即将开始，请稍后。Thanks for your participation. The meeting is ready to start. Please remainon the line. 发言人15：07感谢大家参加本次会议，会议即将开始，请。大家好，欢迎参加国金金融工程智能化选机系列之七，基于AI 预测中的个股贝塔信息构建etf轮动策略。目前所有参会者均处于静音状态，下面开始过免责声明，声明完毕后，主持人可直接开始发言。 发言人15：30本次电话会议仅面向国金证券的专业投资机构客户或受邀客户，仅供交流研究观点。专家发言内容仅代表其个人 观点，会议内容并不构成对任何人的投资建议。未经国金证券事先书面许可，任何机构或个人严禁以任何形式将会议内容和相关信息对外公布、转发、转载、传播、复制、编辑、修改、解读等。涉嫌违反上述情形的，我们将保留一切法律权利。感谢您的理解和支持，谢谢。 发言人16：10 各位投资者，大家晚上好。首先欢迎大家来参加我们深度报告系列巡演。今天我们要汇报的这个报告主题是基于AI预测中个股的贝塔信息来去构建一个etf的联动策略。这篇报告我们还是希望利用一个自下而 上的逻辑，通过把个股上比较有效的这个阿尔法因子，它所蕴含的的信息去给它聚合映射到这个底部层面上，最终得到一个稳定的一个效果。整体这个效果表现还是比较可以的那这里我就去具体介绍一下。 发言人16：46首先回顾了一下我们之前在这个人工