반응형 distribution10 [May-2014] Volume vs TR(True Range) Correlation Distribution TR(True Range) = High Price of intraday - Low Price of intradayX axis : TR vs Volume Correlation CoefficientY axis : Number of stocksMay-2014500 Day ParameterKOSPI, KOSDAQ AnalysisThis data mode of correlation coefficient is 0.7.Kurtosis of the distribution of the correlation is -0.66, and skew is -0.64.The data are to be concentrated in the correlation coefficient 0.7 and The high correlation h.. 2014. 5. 31. KOSPI, KOSDAQ 2,000 Stocks Sharpe Ratio Distribution X axis : Sharpe RatioY axis : Number of stocksEnd Day : May-2014Time frame : Day Parameter : 1,000 Day KOSPI, KOSDAQ Stock Price AnalysisThis sharpe ratio mode of correlation coefficient is -0.01.Kurtosis of the distribution of the correlation is 43.85, and skew is 3.66.The sharpe ratio are to be concentrated in the correlation coefficient -0.01.High levels of stocks are Tiger 유동자금. 종목 Sharpe TI.. 2014. 5. 28. [Oct-2013] Correlation Distribution Master Number of stocksDec-31-2013300 Day ParameterStocks Price vs KOSPI, KOSDAQ Excel Data Information is provided "as is" and solely for informational purposes, not for trading purposes or advice, and may be delayed.Information provided by the investment decisions are not legally responsible for. In addition, the information posted can not be distributed without permission. 2014. 5. 25. [Forex] GBP/USD vs KOSPI,KOSDAQ Correlation Distribution X axis : GBP/USD Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterGBP/USD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is 0.0.In other words, the correlation coefficient of the other stocks is the many levels 0.0.Kurtosis of the distribution of the correlation is -0.53, and skew is -0.01.The stock are to be concentrated in the correlat.. 2014. 4. 21. 이전 1 2 3 다음 반응형