  The correlation-based financial networks, constructed with the correlation
relationships among the time series of fluctuations of daily logarithmic prices
of stocks, are intensively studied. However, these studies ignore the
importance of negative correlations. This paper is the first time to consider
the negative and positive correlations separately, and accordingly to construct
weighted temporal antinetwork and network among stocks listed in the Shanghai
and Shenzhen stock exchanges. For (anti)networks during the first 24 years of
the 21st century, the node's degree and strength, the assortativity
coefficient, the average local clustering coefficient, and the average shortest
path length are analyzed systematically. This paper unveils some essential
differences in these topological measurements between antinetwork and network.
The findings of the differences between antinetwork and network have an
important role in understanding the dynamics of a financial complex system. The
observation of antinetwork is of great importance in optimizing investment
portfolios and risk management. More importantly, this paper proposes a new
direction for studying complex systems, namely the correlation-based
antinetwork.
