| | | | 农产品内部分化扩大 | | | | | | --- | --- | --- | --- | --- | --- | --- | --- | | | 商品多头占比回升，贵金属和能源板 | | | | | | | | | 块上升，有色板块小幅回落。目前， | | | | | | | | | 截面偏强的板块是农产品和能源，截 | | | | | | | | | 面偏弱的是有色。具体来看，黄金时 | | | | | | | | | 序动量显著回升，沪银持仓量小幅上 | | | | | | | | | 升，短周期动量出现显著修复。有色 | | | | | | | | 量 | 板块在持仓量整体下降，截面上的分 | | | | | | | | 价 | 化收窄，除铜以外锌、镍等品种均下 | | | | | | | | CTA | 降。黑色板块，期限结构分化收窄， | | | | | | | | | 铁矿和螺纹持仓量因子边际减弱，波 | | | | | | | | | 动减小。能化板块整体短周期动量回 | | | | | | | | | 升，但是持仓量并未大幅上行。农产 | | | | | | | | | 品方 ...