A professional Hong Kong stock ETF fund flow analysis tool, providing ETF fund flow, holdings analysis, and premium/discount monitoring.
Core Features
💰 ETF Fund Flows
- ETF net inflow/outflow statistics
- Fund flow rankings of various ETFs
- Fund flow trend analysis
- Large fund flow monitoring
📊 ETF Performance Analysis
- ETF price change performance
- Premium/discount analysis
- Tracking error evaluation
- Return decomposition
🏢 Holdings Analysis
- ETF holdings details
- Holdings change analysis
- Industry distribution analysis
- Top holdings analysis
🎯 Investment Opportunities
- Premium arbitrage opportunities
- Discount buying opportunities
- Fund flow signals
- Allocation recommendations
Use Cases
Investment Decisions
- Identify popular ETFs
- Capture fund movements
- Find arbitrage opportunities
- Optimize ETF allocation
Risk Management
- Monitor premium risk
- Identify liquidity risk
- Evaluate tracking error
- Control concentration risk
Arbitrage Trading
- Premium arbitrage opportunities
- Discount buying opportunities
- Cross-market arbitrage
- Futures-spot arbitrage
Output Content
💰 ETF Fund Flow Overview
港股ETF资金流向 (2026-02-15):
ETF总流入: +18.5亿港元
流入ETF数量: 15只
流出ETF数量: 8只
净流入TOP3: 盈富基金(02800)、恒生中国(02828)、南方恒生(03000)
近5日累计: +68.2亿港元
近20日累计: +156.7亿港元
月度累计: +285.3亿港元
📊 ETF Performance Analysis
ETF表现TOP10:
1. 盈富基金(02800): +1.8% (净流入8.5亿) 📈
2. 恒生中国(02828): +2.1% (净流入4.2亿) 📊
3. 南方恒生(03000): +1.9% (净流入3.8亿) 💹
4. 安硕A50(02823): +2.3% (净流入2.1亿) 🚀
5. 恒生科技(03033): +3.2% (净流入1.8亿) 🔥
溢价分析:
• 平均溢价: +0.15% (轻微溢价)
• 溢价ETF: 12只 (占比60%)
• 折价ETF: 8只 (占比40%)
• 最大溢价: +0.8% (恒生科技)
🏢 Holdings Analysis
ETF持仓分析:
盈富基金(02800)持仓TOP5:
1. 汇丰控股(00005): 8.5% 权重
2. 友邦保险(01299): 6.2% 权重
3. 腾讯控股(00700): 5.8% 权重
4. 港交所(00388): 4.5% 权重
5. 中国平安(02318): 3.9% 权重
行业分布:
• 金融板块: 45% (主要配置)
• 科技板块: 20% (增长配置)
• 消费品: 15% (稳定配置)
• 地产板块: 10% (防御配置)
🎯 Investment Opportunities
ETF投资机会:
溢价套利机会:
• 恒生科技(03033): 溢价+0.8% (套利空间)
• 南方恒生(03000): 溢价+0.3% (小幅套利)
折价买入机会:
• 安硕A50(02823): 折价-0.2% (买入机会)
• 恒生中国(02828): 折价-0.1% (轻微机会)
资金流向信号:
• 强烈推荐: 盈富基金、恒生中国
• 推荐: 南方恒生、安硕A50
• 观望: 其他ETF
ETF Metrics
Fund Flow Metrics
- Net inflow:
申购金额 - 赎回金额 - Inflow intensity:
净流入 / 基金规模 - Inflow persistence: Consecutive inflow days
- Large inflow: Single-day large inflow
Performance Metrics
- Total return:
价格收益率 + 股息收益率 - Tracking error:
ETF收益 - 基准收益 - Information ratio:
超额收益 / 跟踪误差 - Sharpe ratio:
收益率 / 波动率
Premium/Discount Metrics
- Premium rate:
(ETF价格 - NAV) / NAV - Discount rate:
(NAV - ETF价格) / NAV - Premium persistence: Premium duration
- Arbitrage space: Theoretical arbitrage return
Technical Analysis
Trend Analysis
- Fund trend: ETF fund flow trend
- Price trend: ETF price trend
- Premium trend: Premium/discount trend
- Holdings trend: Holdings change trend
Pattern Recognition
- Seasonal pattern: ETF fund seasonality
- Event pattern: Event-driven fund flows
- Rotation pattern: ETF rotation pattern
- Arbitrage pattern: Arbitrage opportunity pattern
Data Sources
Main Data Sources
- Hong Kong Stock Exchange: ETF trading and holdings data
- Fund companies: ETF subscription and redemption data
- Data Providers: ETF net value and premium data
- Major Brokerages: ETF research reports
Data Update Frequency
- Real-time Data: Updated in real time during trading hours
- Net Value Data: Updated daily
- Holdings Data: Updated monthly
- Fund Flows: Updated daily
Usage
Basic Query
# 获取ETF资金流向
python scripts/etf_flow.py --flow
# 获取ETF表现分析
python scripts/etf_flow.py --performance
# 获取持仓分析
python scripts/etf_flow.py --holdings
# 获取投资机会
python scripts/etf_flow.py --opportunities
Advanced Analysis
# 溢价折价分析
python scripts/etf_flow.py --premium
# 资金流向历史
python scripts/etf_flow.py --history 30
# 套利机会分析
python scripts/etf_flow.py --arbitrage
# 跟踪误差分析
python scripts/etf_flow.py --tracking
Configuration Options
Analysis Options
# 按ETF类型分析
python scripts/etf_flow.py --by-type
# 按资金规模分析
python scripts/etf_flow.py --by-size
# 按跟踪指数分析
python scripts/etf_flow.py --by-index
# 按管理公司分析
python scripts/etf_flow.py --by-manager
Display Options
# 简洁模式
python scripts/etf_flow.py --simple
# 详细模式
python scripts/etf_flow.py --detailed
# 排序选项
python scripts/etf_flow.py --sort by_flow
Output Format
Table Format
┌─────────────┬──────────┬─────────┬──────────┬──────────┐
│ ETF代码 │ ETF名称 │ 净流入 │ 溢价率 │ 跟踪误差 │
├─────────────┼──────────┼─────────┼──────────┼──────────┤
│ 02800 │ 盈富基金 │ +8.5亿 │ +0.15% │ 0.08% │
│ 02828 │ 恒生中国 │ +4.2亿 │ +0.12% │ 0.10% │
│ 03000 │ 南方恒生 │ +3.8亿 │ +0.18% │ 0.09% │
│ 02823 │ 安硕A50 │ +2.1亿 │ -0.08% │ 0.12% │
│ 03033 │ 恒生科技 │ +1.8亿 │ +0.80% │ 0.15% │
└─────────────┴──────────┴─────────┴──────────┴──────────┘
JSON Format
{
"date": "2026-02-15",
"etf_flow": {
"total_net_flow": 185000000,
"inflow_etfs": 15,
"outflow_etfs": 8,
"top_inflows": [
{"code": "02800", "name": "盈富基金", "flow": 85000000}
]
},
"performance": [
{"code": "02800", "return": 1.8, "premium": 0.15, "tracking_error": 0.08}
],
"opportunities": {
"premium_arbitrage": ["03033"],
"discount_buy": ["02823"]
}
}
Notes
- Data Delay: ETF net value data is delayed
- Liquidity: Some ETFs have poor liquidity
- Premium Risk: High-premium ETFs carry greater risk
- Tracking Error: Pay attention to tracking error risk
- Fee Costs: Consider the impact of management fees
Changelog
v1.0.0 (2026-02-15)
- Initial version released
- Support for ETF fund flow analysis
- ETF performance analysis
- Holdings analysis
- Arbitrage opportunity identification
Hong Kong Stock ETF Fund Flow Analyzer - A professional ETF investment analysis tool