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Skillsmarket-sentiment-monitor

market-sentiment-monitor

Data & analytics

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Updated 10-15 19:55

About this skill

Market Sentiment & Risk Monitor

Overview

This skill focuses onmicro capital flowsandmarket sentiment monitoring, aiming to provide traders and risk control personnel with a real-time market thermometer and risk radar. Through quantitative analysis of core data such as Northbound Capital, margin leverage, Dragon Tiger List competition, and volatility, it identifies abnormal capital flows and provides early warning of potential liquidity risks or sentiment reversals.

All data queries must use the gildata-aidata service。

Core Monitoring Dimensions

1. Northbound Capital - "Smart Money"

  • Monitoring indicators: Shanghai Stock Connect/Shenzhen Stock Connect net inflow, cumulative net inflow, top ten most actively traded stocks.
  • Warning signals:
    • 🔴 Major foreign outflow: single-day net outflow > RMB 5 billion, or net outflow for 3 consecutive days.
    • 🟡 Divergence signal: the index rises but Northbound Capital continues to flow out (suspected bull trap).
    • 🟢 Sustained foreign inflow: single-day net inflow > RMB 8 billion, or inflow for 3 consecutive days.

2. Margin Trading Data - "Leverage Sentiment"

  • Monitoring indicators: margin financing balance, securities lending balance, proportion of margin financing purchases, margin financing repayment amount.
  • Warning signals:
    • 🔴 Excessive leverage: single-day increase in margin financing balance > 1.5%, or the proportion of margin financing purchases breaks a historical high.
    • 🟡 Deleveraging risk: margin financing balance declines continuously, or securities lending balance surges abnormally (short-selling forces rising).
    • 🟢 Moderate leverage recovery: margin financing balance grows steadily, accompanied by an index rise (healthy rise).

3. Dragon Tiger List - "Main Force Competition"

  • Monitoring indicators: net buying and selling by institutional seats, movements of well-known hot money, top five stocks by net buying/selling.
  • Warning signals:
    • 🔴 Institutional distribution: large net selling by institutions in core high-position stocks (> RMB 200 million).
    • 🟡 Hot money retreat: the failure rate of consecutive limit-up stocks spikes, and the Dragon Tiger List shows that well-known hot money failed to lock positions or dumped heavily.
    • 🟢 Institutional accumulation: large net buying by institutions in low-position stocks with strong performance.

4. Volatility & Sentiment - "Market Panic Level"

  • Monitoring indicators: China Volatility Index (iVIX), implied volatility of SSE 50 options, ratio of limit-up to limit-down stocks, failure rate of limit-up, and total market turnover.
  • Warning signals:
    • 🔴 Panic spreading: volatility rises sharply, and the number of limit-down stocks > 20.
    • 🟡 Signs of a turning point: volatility is at a historically extremely low level, and trading volume is extremely sluggish.
    • 🟢 Sentiment recovery: Number of limit-up stocks > 50, failed limit-up rate < 20%.

Data Collection Guide (gildata-aidata Tool Mapping)

All data must be obtained through the gildata-aidata service. The specific tool calls are as follows:

Northbound Capital/Shanghai-Hong Kong-Shenzhen Connect

finx gildata-aidata HSGTTradeStats --body '{"tradeDate": "交易日期"}'

Obtain Shanghai-Hong Kong-Shenzhen Connect market trading statistics, including northbound capital turnover, net purchases, etc.

Market Capital Flows

finx gildata-aidata StockMarketCapitalFlow --body '{"tradeDate": "交易日期"}'

Obtain daily capital inflow and outflow statistics for the Shanghai-Shenzhen-Beijing market.

Margin Trading Market Statistics

finx gildata-aidata MarginTradeStats --body '{"tradeDate": "交易日期"}'

Obtain statistics for the Shanghai-Shenzhen-Beijing market such as margin financing and securities lending balances, purchase amounts, and sales volumes.

Market Number of Advancing/Declining and Limit-Up/Limit-Down Stocks

finx gildata-aidata MarketLimitUpDownCount --body '{"tradeDate": "交易日期"}'

Obtain real-time statistics on the number of advancing, declining, limit-up, and limit-down stocks in the Shanghai-Shenzhen-Beijing market.

Market Trading Statistics

finx gildata-aidata StockMarketTradeStats --body '{"tradeDate": "交易日期"}'

Obtain trading statistics such as trading volume, turnover, and number of trades for the Shanghai-Shenzhen-Beijing market.

Dragon-Tiger List Data

finx gildata-aidata DailyStockHeroDetails --body '{"tradeDate": "交易日期"}'

Obtain the details of A-share stocks appearing on the Dragon-Tiger List, including turnover, purchase and sales amounts, and reasons for listing.

finx gildata-aidata DailyStockBoStatistics --body '{"tradeDate": "交易日期"}'

Obtain data on the names and trading amounts of the top five buying and selling brokerage branches when there is unusual activity on the Dragon-Tiger List.

Individual Stock Capital Flows (used to track active stocks)

finx gildata-aidata RealStockFundFlow --body '{"stockCode": "股票代码"}'

Obtain real-time capital flow data for A-share individual stocks, including net amounts from main forces and retail investors.

Market Valuation and Risk

finx gildata-aidata StockMarketValueAnalysis --body '{"tradeDate": "交易日期"}'

Obtain stock market valuation indicators such as PE, PB, PS, PCF, etc.

finx gildata-aidata StockRiskAnalysis --body '{"stockCode": "指数或个股代码", "startDate": "开始日期", "endDate": "结束日期"}'

Obtain risk indicators for stocks such as α, β, volatility, Sharpe ratio, etc.

Sector Capital Flow Ranking

finx gildata-aidata SectorFundFlowRank --body '{"sectorType": "行业板块", "tradeDate": "交易日期"}'

Rank sectors by capital flow indicators and analyze the capital movements of main forces and retail investors.

Market Size Statistics

finx gildata-aidata StockMarketSizeStats --body '{"tradeDate": "交易日期"}'

Obtain scale data such as the number of listed companies, share capital, and market value of sectors in the Shanghai-Shenzhen-Beijing market.

Execution Process

  1. Data Collection:

    • Use HSGTTradeStats to obtain northbound capital flow data
    • Use MarginTradeStats to obtain margin financing and securities lending balances and changes
    • Use DailyStockHeroDetails to obtain institutional and hot money movements on the Dragon-Tiger List
    • Use MarketLimitUpDownCount to obtain the number of limit-up/limit-down stocks and sentiment indicators
    • Use StockMarketTradeStats to obtain market-wide turnover and volume changes
    • Use StockMarketCapitalFlow to obtain overall capital flows
    • Use StockRiskAnalysis to obtain volatility and risk indicators

  2. Signal Calculation and Determination:

    • Compare the acquired data with preset thresholds
    • Identify abnormal changes (e.g., a sudden plunge in northbound capital near the close, a surge in margin balances in a certain sector)
    • CalculateComposite Sentiment Score (0-100 points):
      • 0-20: Extreme Panic (Freezing Point)
      • 20-40: Cold
      • 40-60: Neutral
      • 60-80: Warm
      • 80-100: Extreme Greed (Overheated)

  3. Report Generation:

    • Use Markdown format to generate a structured report
    • Includes:Risk Dashboard、Summary of Abnormal Signals、In-depth Analysis by Item、Sentiment Score、Trading Recommendations

Report Template (Markdown)

# 🚨 市场情绪与风险预警日报 | [日期]

> **数据来源**: gildata-aidata 专业金融数据服务
> **数据截止**: [具体日期/时间]
> **当前情绪温度**: [🌡️ XX 分] ([极度恐慌/偏冷/中性/偏暖/极度贪婪])
> **综合风险等级**: [🔴 高 / 🟡 中 / 🟢 低]

---

## 1. 🚨 异常信号汇总 (Alerts)

| 信号类型 | 监控指标 | 当前数值/状态 | 信号强度 | 简评 |
|----------|----------|---------------|----------|------|
| 北向资金 | 单日净流入 | [数值] | [🔴/🟡/🟢] | [简评] |
| 两融杠杆 | 融资余额增速 | [数值] | [🔴/🟡/🟢] | [简评] |
| 龙虎榜 | 机构净买卖 | [数值] | [🔴/🟡/🟢] | [简评] |
| 波动率 | 市场波动率 | [数值] | [🔴/🟡/🟢] | [简评] |

---

## 2. 📊 情绪全景图

### 2.1 资金流向 (Capital Flow)
* **北向资金**: [描述流向，结合 HSGTTradeStats 数据]
* **两融数据**: [描述杠杆变化，结合 MarginTradeStats 数据]
* **主力资金**: [描述主力动向，结合 StockMarketCapitalFlow 数据]

### 2.2 市场情绪 (Sentiment)
* **涨跌停分布**: 涨停 [X] 家，跌停 [Y] 家，炸板率 [Z]%（基于 MarketLimitUpDownCount）
* **成交额**: 两市合计 [数值] 亿，较昨日 [放量/缩量]（基于 StockMarketTradeStats）
* **波动率指标**: 当前波动率水平及历史分位

---

## 3. 🔍 深度解析与逻辑推演

* **资金博弈分析**:
  * [分析机构与游资的博弈情况，结合龙虎榜数据]
* **风险点提示**:
  * [指出具体风险，如连板股退潮、高位股机构减持等]
  * [指出流动性风险，如成交额萎缩、增量资金不足等]

---

## 4. 📝 策略建议 (Actionable Insights)

* **风控建议**:
  * [如"建议降低高位题材股仓位，增加防御性资产"]
* **交易机会**:
  * [如"关注北向资金逆势加仓的低位白马股"]

---

*免责声明：本报告由 AI 基于 gildata-aidata 公开数据与量化模型自动生成，仅供参考，不构成任何投资建议。*

Notes

  • Data Source Uniqueness: All market sentiment and capital data must be obtained through the gildata-aidata service to ensure data authority
  • Data Timeliness: Clearly indicate the data cutoff time (e.g., "as of 15:00 close" or "intraday real-time 14:30")
  • Dynamic Threshold Adjustment: Dynamically adjust alert thresholds according to the overall market level (bull market/bear market/range-bound market)
  • Cross-Validation: A single indicator may contain noise; risk signals need to be confirmed by combining multiple indicators (e.g., northbound outflow + index decline + increased volume)
  • Tool Invocation Specifications: When invoking the gildata-aidata tool, the date format must comply with the API requirements (e.g., YYYY-MM-DD)