반응형 전체 글20298 [Forex] EUR/CAD vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/CAD Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/CAD 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 0.09, and skew is -0.12.The stock are to be concentrated in the correlati.. 2014. 3. 30. Global Markets Moving Average Analysis Above : Number days of above 30 Moving Average (Percent)Below : Number days of below 30 Moving Average (Percent)10,000 Day Sample Global Markets Above Below DAX Index (Germany) 61.9% 38.1% KOSPI Composite Index (South Korea) 58.8% 41.2% Hang Seng Index (Hong Kong) 58.2% 41.8% Nikkei 225 Index (Japan) 52.5% 47.5% EUR/USD 51.2% 48.8% AUD/USD 55.4% 44.6% EUR/JPY 54.3% 45.7% CHF/JPY 55.0% 45.0% USD/.. 2014. 3. 29. [Forex] EUR/AUD vs KOSPI,KOSDAQ Correlation Distribution X axis : EUR/AUD Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterEUR/AUD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is 0.2.In other words, the correlation coefficient of the other stocks is the many levels 0.2.Kurtosis of the distribution of the correlation is -0.67, and skew is -0.15.The stock are to be concentrated in the correlation co.. 2014. 3. 29. [Forex] CHF/JPY vs KOSPI,KOSDAQ Correlation Distribution X axis : CHF/JPY Price Correlation CoefficientY axis : Number of stocksFeb-20141,000 Day ParameterCHF/JPY Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is 0.6.In other words, the correlation coefficient of the other stocks is the many levels 0.6.Kurtosis of the distribution of the correlation is -1.23, and skew is -0.03.The stock are to be concentrated in the correlat.. 2014. 3. 29. 이전 1 ··· 5067 5068 5069 5070 5071 5072 5073 ··· 5075 다음 반응형