반응형 Analysis25 Oct, 2013 KOSPI & KOSDAQ Correlation Distribution X axis : Stocks Price Correlation CoefficientY axis : Number of stocksDec-31-2013300 Day ParameterStocks Price vs KOSPI, KOSDAQ KURTOSIS SKEWNESS KOSPI -1.02 -0.11 KOSPI & KOSDAQ -0.97 -0.08 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... 2014. 2. 8. 2013 Zero Correlation Distribution X axis : Stocks Price Correlation Coefficient Y axis : Number of stocks Oct-31-2013 300 Day Parameter vs 1000 Day Parameter KOSPI Stocks Price Data is Kodex200 filtered zero correlation coefficient for portfolio diversification. 종목A 종목B Correl KODEX 200 삼성전기 -0.00381 KODEX 200 하이트진로홀딩스우 0.01887 KODEX 200 두산우 -0.00954 KODEX 200 대림산업우 0.02149 KODEX 200 대유신소재 -0.04371 KODEX 200 가온전선 0.00778 KODEX 2.. 2014. 1. 25. The method add strategic for correlation between portfolio As above usually constitutes a correlation table. Strategy C is added to the portfolio. Additional strategies C in correlation table for each strategy to organize and to examine value. To do this, look at the reasons provided by the existing correlation Tool box like table above, However, this method of analysis is the correct way? No The method add strategic Calculated as above, to determine wh.. 2014. 1. 15. Principles of System Trading The trading system on the principles for a long time it has been trouble. From listening to the instructor talk fo24 Conference were common to talk about a part of ... Principles for all transactions, cash management, risk management, once the information had to mention. Money management, risk management is not know about .... First of all, as a precondition, "the market is random." Consider the.. 2014. 1. 14. 이전 1 ··· 3 4 5 6 7 다음 반응형
