반응형 DATABASE20277 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. [Forex] AUD/NZD vs KOSPI,KOSDAQ Correlation Distribution X axis : AUD/NZD Price Correlation CoefficientY axis : Number of stocksFeb1-20131,000 Day ParameterAUD/NZD Price vs KOSPI, KOSDAQ AnalysisThis stock mode of correlation coefficient is 0.5.In other words, the correlation coefficient of the other stocks is the many levels 0.5.Kurtosis of the distribution of the correlation is -1.27, and skew is 0.01.The stock are to be concentrated in the correlat.. 2014. 3. 29. 이전 1 ··· 5062 5063 5064 5065 5066 5067 5068 ··· 5070 다음 반응형