报告导读：本报告对大小盘轮动月度策略、价值成长轮动月度策略以及风格因子表现进行跟踪。综合风格轮动量化模型信号，以及历史上8月的日历效应，我们认为8月大概率小市值风格占优、价值风格占优。大小盘风格轮动月度策略。7月底量化模型最新信号为0.5，继续指向小盘；历史上8月小盘略占优，建议8月继续超配小盘风格。中长期观点，当前市值因子估值价差为1.1，距离历史顶部区域1.7~2.6仍有距离，中长期并不拥挤，...
Source Link报告导读：本报告对大小盘轮动月度策略、价值成长轮动月度策略以及风格因子表现进行跟踪。综合风格轮动量化模型信号，以及历史上8月的日历效应，我们认为8月大概率小市值风格占优、价值风格占优。大小盘风格轮动月度策略。7月底量化模型最新信号为0.5，继续指向小盘；历史上8月小盘略占优，建议8月继续超配小盘风格。中长期观点，当前市值因子估值价差为1.1，距离历史顶部区域1.7~2.6仍有距离，中长期并不拥挤，...
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