Firstly, it can be understood from public information, such as the financial statements of listed companies, which have developed from twice a year in the past to four times a year now. The number of shareholders and per capita shareholding disclosed are very important basic data. The most common pattern is that the number of shareholders decreases and the per capita shareholding increases synchronously. However, due to the large number of restricted shares listed and circulated after the stock reform, and the number of restricted shares also varies depending on their size, the number of accounts and shareholding. So, there may also be a phenomenon where the number of shareholders increases, but the per capita shareholding increases instead of decreasing. Of course, when designing changes in the shares of listed companies, such as ex rights after stock dividends or share capital transfers, issuing or rights issues, and listing for circulation, it will also cause changes in the number of shareholders and per capita shareholding. Comparing the changes in quantity and stock price range in different reporting periods can intuitively determine whether the main force is increasing or establishing positions, and the approximate cost range for increasing or establishing positions. For example, in addition to the reports of listed companies, there are also quarterly reports of funds, which include the market value of the top ten holdings of a single fund. If we can integrate the reports of all funds, we can discover the changes in fund holdings on a certain stock. Due to the large size of the data, it is possible to visit relevant securities websites to view fund related data analysis, which saves time and effort through "borrowing". It should be noted that due to the long 3-month reporting period, for a considerable number of listed companies, after obtaining the latest data for the reporting period, there may be a lag of some time. The stock price operation and turnover rate during this period are also very important and must be judged in combination.

Secondly, after obtaining relevant static data, securities analysis software can be used to assist. Over the past decade, with the development of the securities market, stock analysis software has also been constantly updated. From the early "Qian Long" analysis software to later "Sheng Long", "Da Zhi Zhi", "Compass" and so on, software that displays the main positions and operating methods has sprung up like mushrooms after rain. However, the essence remains unchanged. No matter how the names of specific technical indicators change, they are basically inseparable from several indicators such as moving average system, turnover rate, divergence rate, strength and weakness, cost distribution, etc. The most important internal factor is still the relationship between "price" and "volume". By combining static basic data with dynamic analysis of software, and of course, the time-sharing transaction situation cannot be ignored, the accuracy will be greatly improved. However, in today's market, pure technical analysis also has its flaws. How to be ahead of time is always the high ground that all parties in the game need to strive for. Therefore, the specific position changes of the seats have always been what participants want to know. From the early days when some securities firms offered so-called "dragon and tiger lists" (but were always limited by satellite acceptance frequency) to attract customers, to the recent trend of trading data on exchanges wanting to be commodified. If these information can indeed be obtained, it means that the market makers are wearing the "emperor's new outfit" in front of you. However, for ordinary investors, these conditions may not be met yet. Therefore, the trading returns of the two exchanges' volatile stocks publicly available every night can also reveal some valuable information.