笑傲投资:股市看盘的分时测量
日常看盘的时候,经常会碰到需要根据分时成交量测算全天的成交量。如2019年3月6日上午沪市成交金额2844亿元,全天沪市成交金额大概是多少呢?有人说,那就将2844乘以2呗。实际上,股票市场全天成交量不是均匀分布的,简单将上午成交量乘以2,第一小时成交量乘以4等,来测算全天成交量,肯定是不科学的。
根据2018年9月3日至2019年3月5日共119日上证指数分时成交金额分布统计,可知全天成交金额大致是前1分钟的25.4244倍,前五分钟的12.5178倍,9:37分以前的10.2404倍,前15分钟的6.2963倍,9:51分以前的5.0357倍,前30分钟的3.9884倍,10:17分以前的2.9854倍,11:03分以前的1.9956倍,上午的1.7348倍,13:29分以前的1.5024倍,前3小时的1.3127倍,14:30分以前的1.1586倍,14:45分以前的1.0822倍,14:50分以前的1.0545倍,14:55分以前的1.0216倍,14:57分以前的1.0132倍(详见下表)。
分时测量表
分时 |
累计成交占比 |
换算系数 |
09:31 |
0.039332 |
25.424396 |
09:32 |
0.050068 |
19.972884 |
09:33 |
0.060307 |
16.581913 |
09:34 |
0.070319 |
14.220820 |
09:35 |
0.079886 |
12.517778 |
09:36 |
0.089055 |
11.229069 |
09:37 |
0.097652 |
10.240408 |
09:38 |
0.105909 |
9.442030 |
09:39 |
0.114004 |
8.771658 |
09:40 |
0.122086 |
8.190928 |
09:41 |
0.130039 |
7.689984 |
09:42 |
0.137580 |
7.268503 |
09:43 |
0.144765 |
6.907739 |
09:44 |
0.151823 |
6.586629 |
09:45 |
0.158824 |
6.296279 |
09:46 |
0.165808 |
6.031068 |
09:47 |
0.172565 |
5.794912 |
09:48 |
0.179231 |
5.579389 |
09:49 |
0.185716 |
5.384551 |
09:50 |
0.192203 |
5.202843 |
09:51 |
0.198582 |
5.035698 |
09:52 |
0.204685 |
4.885561 |
09:53 |
0.210695 |
4.746199 |
09:54 |
0.216547 |
4.617936 |
09:55 |
0.222340 |
4.497625 |
09:56 |
0.228061 |
4.384799 |
09:57 |
0.233825 |
4.276710 |
09:58 |
0.239558 |
4.174359 |
09:59 |
0.245067 |
4.080520 |
10:00 |
0.250726 |
3.988422 |
10:01 |
0.256298 |
3.901706 |
10:02 |
0.261720 |
3.820870 |
10:03 |
0.267108 |
3.743808 |
10:04 |
0.272452 |
3.670376 |
10:05 |
0.277850 |
3.599065 |
10:06 |
0.283258 |
3.530353 |
10:07 |
0.288474 |
3.466520 |
10:08 |
0.293454 |
3.407687 |
10:09 |
0.298315 |
3.352166 |
10:10 |
0.303137 |
3.298837 |
10:11 |
0.308008 |
3.246667 |
10:12 |
0.312774 |
3.197200 |
10:13 |
0.317393 |
3.150669 |
10:14 |
0.321892 |
3.106633 |
10:15 |
0.326386 |
3.063856 |
10:16 |
0.330716 |
3.023738 |
10:17 |
0.334965 |
2.985388 |
10:18 |
0.339115 |
2.948852 |
10:19 |
0.343207 |
2.913697 |
10:20 |
0.347271 |
2.879595 |
10:21 |
0.351390 |
2.845843 |
10:22 |
0.355483 |
2.813077 |
10:23 |
0.359634 |
2.780605 |
10:24 |
0.363674 |
2.749713 |
10:25 |
0.367680 |
2.719760 |
10:26 |
0.371772 |
2.689821 |
10:27 |
0.375860 |
2.660563 |
10:28 |
0.379848 |
2.632632 |
10:29 |
0.383655 |
2.606509 |
10:30 |
0.387756 |
2.578943 |
10:31 |
0.391875 |
2.551835 |
10:32 |
0.395866 |
2.526109 |
10:33 |
0.399776 |
2.501403 |
10:34 |
0.403546 |
2.478031 |
10:35 |
0.407300 |
2.455190 |
10:36 |
0.411023 |
2.432952 |
10:37 |
0.414738 |
2.411159 |
10:38 |
0.418400 |
2.390059 |
10:39 |
0.422009 |
2.369617 |
10:40 |
0.425731 |
2.348900 |
10:41 |
0.429477 |
2.328414 |
10:42 |
0.433056 |
2.309170 |
10:43 |
0.436531 |
2.290786 |
10:44 |
0.439951 |
2.272979 |
10:45 |
0.443550 |
2.254539 |
10:46 |
0.447080 |
2.236734 |
10:47 |
0.450461 |
2.219948 |
10:48 |
0.453740 |
2.203905 |
10:49 |
0.456944 |
2.188453 |
10:50 |
0.460278 |
2.172599 |
10:51 |
0.463552 |
2.157256 |
10:52 |
0.466666 |
2.142859 |
10:53 |
0.469790 |
2.128613 |
10:54 |
0.472970 |
2.114300 |
10:55 |
0.476046 |
2.100639 |
10:56 |
0.479084 |
2.087315 |
10:57 |
0.482181 |
2.073912 |
10:58 |
0.485315 |
2.060517 |
10:59 |
0.488408 |
2.047468 |
11:00 |
0.491717 |
2.033690 |
11:01 |
0.494880 |
2.020691 |
11:02 |
0.497990 |
2.008071 |
11:03 |
0.501102 |
1.995603 |
11:04 |
0.504152 |
1.983530 |
11:05 |
0.507306 |
1.971196 |
11:06 |
0.510458 |
1.959026 |
11:07 |
0.513529 |
1.947308 |
11:08 |
0.516534 |
1.935980 |
11:09 |
0.519473 |
1.925027 |
11:10 |
0.522450 |
1.914060 |
11:11 |
0.525375 |
1.903401 |
11:12 |
0.528224 |
1.893135 |
11:13 |
0.531059 |
1.883028 |
11:14 |
0.533846 |
1.873198 |
11:15 |
0.536722 |
1.863162 |
11:16 |
0.539543 |
1.853422 |
11:17 |
0.542314 |
1.843951 |
11:18 |
0.545093 |
1.834548 |
11:19 |
0.547954 |
1.824972 |
11:20 |
0.550994 |
1.814901 |
11:21 |
0.553987 |
1.805096 |
11:22 |
0.556935 |
1.795542 |
11:23 |
0.559873 |
1.786118 |
11:24 |
0.562799 |
1.776834 |
11:25 |
0.565647 |
1.767886 |
11:26 |
0.568400 |
1.759325 |
11:27 |
0.571124 |
1.750934 |
11:28 |
0.573720 |
1.743009 |
11:29 |
0.576345 |
1.735073 |
11:30 |
0.576430 |
1.734817 |
13:01 |
0.586455 |
1.705161 |
13:02 |
0.588865 |
1.698181 |
13:03 |
0.591273 |
1.691267 |
13:04 |
0.593726 |
1.684277 |
13:05 |
0.596304 |
1.676997 |
13:06 |
0.598944 |
1.669605 |
13:07 |
0.601612 |
1.662202 |
13:08 |
0.604261 |
1.654915 |
13:09 |
0.606879 |
1.647776 |
13:10 |
0.609630 |
1.640339 |
13:11 |
0.612404 |
1.632910 |
13:12 |
0.615195 |
1.625502 |
13:13 |
0.617945 |
1.618266 |
13:14 |
0.620664 |
1.611179 |
13:15 |
0.623504 |
1.603838 |
13:16 |
0.626350 |
1.596551 |
13:17 |
0.629259 |
1.589172 |
13:18 |
0.632229 |
1.581704 |
13:19 |
0.635232 |
1.574228 |
13:20 |
0.638226 |
1.566843 |
13:21 |
0.641225 |
1.559514 |
13:22 |
0.644224 |
1.552254 |
13:23 |
0.647141 |
1.545259 |
13:24 |
0.650078 |
1.538278 |
13:25 |
0.653130 |
1.531088 |
13:26 |
0.656272 |
1.523757 |
13:27 |
0.659369 |
1.516602 |
13:28 |
0.662523 |
1.509381 |
13:29 |
0.665592 |
1.502423 |
13:30 |
0.668700 |
1.495439 |
13:31 |
0.671751 |
1.488648 |
13:32 |
0.674820 |
1.481876 |
13:33 |
0.677911 |
1.475121 |
13:34 |
0.681066 |
1.468287 |
13:35 |
0.684355 |
1.461229 |
13:36 |
0.687645 |
1.454240 |
13:37 |
0.690853 |
1.447486 |
13:38 |
0.694047 |
1.440824 |
13:39 |
0.697240 |
1.434227 |
13:40 |
0.700438 |
1.427679 |
13:41 |
0.703601 |
1.421260 |
13:42 |
0.706704 |
1.415020 |
13:43 |
0.709718 |
1.409010 |
13:44 |
0.712733 |
1.403049 |
13:45 |
0.715880 |
1.396882 |
13:46 |
0.719012 |
1.390797 |
13:47 |
0.722016 |
1.385010 |
13:48 |
0.725036 |
1.379242 |
13:49 |
0.728062 |
1.373509 |
13:50 |
0.731085 |
1.367829 |
13:51 |
0.734142 |
1.362134 |
13:52 |
0.737244 |
1.356403 |
13:53 |
0.740339 |
1.350733 |
13:54 |
0.743414 |
1.345146 |
13:55 |
0.746435 |
1.339702 |
13:56 |
0.749499 |
1.334225 |
13:57 |
0.752532 |
1.328847 |
13:58 |
0.755563 |
1.323517 |
13:59 |
0.758531 |
1.318337 |
14:00 |
0.761807 |
1.312669 |
14:01 |
0.765135 |
1.306959 |
14:02 |
0.768501 |
1.301234 |
14:03 |
0.771785 |
1.295697 |
14:04 |
0.775015 |
1.290297 |
14:05 |
0.778390 |
1.284703 |
14:06 |
0.781768 |
1.279152 |
14:07 |
0.785032 |
1.273834 |
14:08 |
0.788253 |
1.268628 |
14:09 |
0.791436 |
1.263526 |
14:10 |
0.794727 |
1.258293 |
14:11 |
0.798143 |
1.252909 |
14:12 |
0.801584 |
1.247530 |
14:13 |
0.804927 |
1.242349 |
14:14 |
0.808213 |
1.237297 |
14:15 |
0.811572 |
1.232176 |
14:16 |
0.814926 |
1.227106 |
14:17 |
0.818226 |
1.222156 |
14:18 |
0.821560 |
1.217196 |
14:19 |
0.824880 |
1.212298 |
14:20 |
0.828340 |
1.207234 |
14:21 |
0.831825 |
1.202177 |
14:22 |
0.835245 |
1.197253 |
14:23 |
0.838577 |
1.192496 |
14:24 |
0.841933 |
1.187743 |
14:25 |
0.845308 |
1.183001 |
14:26 |
0.848754 |
1.178197 |
14:27 |
0.852285 |
1.173317 |
14:28 |
0.855768 |
1.168541 |
14:29 |
0.859308 |
1.163727 |
14:30 |
0.863093 |
1.158623 |
14:31 |
0.866896 |
1.153540 |
14:32 |
0.870721 |
1.148473 |
14:33 |
0.874535 |
1.143465 |
14:34 |
0.878286 |
1.138581 |
14:35 |
0.882247 |
1.133469 |
14:36 |
0.886222 |
1.128385 |
14:37 |
0.890181 |
1.123367 |
14:38 |
0.894211 |
1.118304 |
14:39 |
0.898219 |
1.113314 |
14:40 |
0.902360 |
1.108205 |
14:41 |
0.906528 |
1.103110 |
14:42 |
0.910751 |
1.097994 |
14:43 |
0.915033 |
1.092856 |
14:44 |
0.919350 |
1.087726 |
14:45 |
0.924003 |
1.082247 |
14:46 |
0.928670 |
1.076809 |
14:47 |
0.933362 |
1.071396 |
14:48 |
0.938116 |
1.065966 |
14:49 |
0.943013 |
1.060430 |
14:50 |
0.948335 |
1.054480 |
14:51 |
0.953701 |
1.048546 |
14:52 |
0.959344 |
1.042379 |
14:53 |
0.965474 |
1.035761 |
14:54 |
0.971853 |
1.028963 |
14:55 |
0.978817 |
1.021642 |
14:56 |
0.986547 |
1.013636 |
14:57 |
0.986930 |
1.013243 |
15:00 |
1.000000 |
1.000000 |
根据分时测量表,全天任意一个时点的累计成交金额,都可以很方便地乘以换算系数换算成全天成交金额,如2019年3月6日上午成交金额2844亿元,则全天成交金额大概为4933.82(=2844*1.7348)亿元。如此测算的成交金额,还可以根据分时走势时间的推移进行校正,越临近收盘,测算的误差越小。
分时测成交,经常会用到。