跟莊型算法_每日追蹤主動ETF(如BLOK)持倉 2月11日
本人畢業於 聖路易斯華盛頓大學 金融量化資管碩士，自行開發算法5年，能夠追蹤主動管理ETF持倉變動。
相比於季度性報告與Yahoo Finance上不準確的持倉，此算法能夠每週更新基金的買入賣出行爲，準確率97%，詳細持倉比例準確率85%。
運用的技術包括：歸因算法，ML學習；可視化呈現。
目前跟蹤的基金包括 ARKK ，$ARKG，$Amplify Transformational Data Sharing ETF(BLOK)$
示例：截至2月11日，BLOK 持倉變動可視化結果如圖：
結論：截至2月11日 BLOK
1.增持比特幣,$臺積電(TSM)$ ,WETF,$英偉達(NVDA)$ ,VYGR,MSTR
2.減持IBM,CAN
3.清倉SQ
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$Taiwan Semiconductor Manufacturing(TSM)$ $ASML Holding NV(ASML)$ My humble opinion is that TSMC might draw more competitions from Chinese and European companies in the next five years. Both Chinese and European governments are focusing to help beef up their chips manufacturing capacity to counter chips shortage.
In the midst of this competition, the most advanced chips making machines will need to be purchases from ASML. In short term, it is almost impossible for any company to catch up ASML
Hence if one is to capitalise on blooming chips business, I would suggest invest in ASML instead, if its price become attractive after more bearish run.