ÊÕÅ̼ÛÔõôËã±ê×¼²î£¨¹ÉƱÊÕÅ̼ÛÊÇÔõô¼ÆË㣩
1¡¢ÈçºÎÓÃexcel£¨ÓпªÅ̼ۡ¢ÊÕÅ̼۵ÈÊý¾Ý£©¼ÆËã¹ÉƱ¼Û¸ñµÄ±ê×¼²î£¿£¿£¿
ÕâÀïÓнéÉÜÈçºÎÇó±ê×¼²îµÄ
http://jingyan.baidu./article/9113f81b2ec28c2b3214c7d9.html
2¡¢±ê×¼²îÔõô¼ÆË㣿
·½²îÈç¹ûÓÐn¸öÊý¾Ýx1,x2,x3......xn,Êý¾ÝµÄƽ¾ùÊýΪx, ÄÇô·½²î
s^2=[(x1-x)^2+(x2-x)^2+......(xn-x)^2]/n
±ê×¼²î·½²îµÄËãÊõƽ·½¸ù
ÒòΪÓÐÁ½¸ö¶¨Òå,ÓÃÔÚ²»Í¬µÄ³¡ºÏ:
ÈçÊÇ×ÜÌå,±ê×¼²î¹«Ê½¸ùºÅÄÚ³ýÒÔn,
ÈçÊÇÑù±¾,±ê×¼²î¹«Ê½¸ùºÅÄÚ³ýÒÔ£¨n-1),
ÒòΪÎÒÃÇ´óÁ¿½Ó´¥µÄÊÇÑù±¾,ËùÒÔÆÕ±éʹÓøùºÅÄÚ³ýÒÔ£¨n-1),
±ê×¼²î
±ê×¼²î(Standard Deviation)
¸÷Êý¾ÝÆ«ÀëÆ½¾ùÊýµÄ¾àÀ루Àë¾ù²î£©µÄƽ¾ùÊý£¬ËüÊÇÀë²îƽ·½ºÍƽ¾ùºóµÄ·½¸ù¡£Óæұíʾ¡££¬±ê×¼²îÒ²ÊÇÒ»ÖÖÆ½¾ùÊý
±ê×¼²îÊÇ·½²îµÄËãÊõƽ·½¸ù¡£
±ê×¼²îÄÜ·´Ó³Ò»¸öÊý¾Ý¼¯µÄÀëÉ¢³Ì¶È¡£Æ½¾ùÊýÏàͬµÄ£¬±ê×¼²îδ±ØÏàͬ¡£
ÀýÈ磬A¡¢BÁ½×é¸÷ÓÐ6λѧÉú²Î¼Óͬһ´ÎÓïÎIJâÑ飬A×éµÄ·ÖÊýΪ95¡¢85¡¢75¡¢65¡¢55¡¢45£¬B×éµÄ·ÖÊýΪ73¡¢72¡¢71¡¢69¡¢68¡¢67¡£ÕâÁ½×éµÄƽ¾ùÊý¶¼ÊÇ70£¬µ«A×éµÄ±ê×¼²îΪ17.08·Ö£¬B×éµÄ±ê×¼²îΪ2.16·Ö£¬ËµÃ÷A×éѧÉúÖ®¼äµÄ²î¾àÒª±ÈB×éѧÉúÖ®¼äµÄ²î¾à´óµÃ¶à¡£
±ê×¼²îÒ²±»³ÆÎª±ê׼ƫ²î£¬»òÕßʵÑé±ê×¼²î¡£
¹ØÓÚÕâ¸öº¯ÊýÔÚEXCELÖеÄSTDEVPº¯ÊýÓÐÏêϸÃèÊö£¬EXCELÖÐÎİæÀïÃæ¾ÍÊÇÓõġ°±ê׼ƫ²î¡±×ÖÑù¡£µ«ÎÒ¹úµÄÖÐÎĽ̲ĵÈͨ³£»¹ÊÇʹÓõÄÊÇ¡°±ê×¼²î¡±¡£
¹«Ê½Èçͼ¡£
P.S.
ÔÚEXCELÖÐSTDEVPº¯Êý¾ÍÊÇÏÂÃæÆÀÂÛËù˵µÄÒ»ÖÖ±ê×¼²î£¬Ò²¾ÍÊÇ×ÜÌå±ê×¼²î¡£ÔÚ·±ÌåÖÐÎĵÄһЩµØ·½¿ÉÄܽÐ×ö¡°Ä¸Ìå±ê×¼²î¡±
ÒòΪÓÐÁ½¸ö¶¨Òå,ÓÃÔÚ²»Í¬µÄ³¡ºÏ:
ÈçÊÇ×ÜÌå,±ê×¼²î¹«Ê½¸ùºÅÄÚ³ýÒÔn,
ÈçÊÇÑù±¾,±ê×¼²î¹«Ê½¸ùºÅÄÚ³ýÒÔ£¨n-1),
ÒòΪÎÒÃÇ´óÁ¿½Ó´¥µÄÊÇÑù±¾,ËùÒÔÆÕ±éʹÓøùºÅÄÚ³ýÒÔ£¨n-1),
Íâ»ãÊõÓï
±ê×¼²îָͳ¼ÆÉÏÓÃÓÚºâÁ¿Ò»×éÊýÖµÖÐijһÊýÖµÓëÆäƽ¾ùÖµ²îÒì³Ì¶ÈµÄÖ¸±ê¡£±ê×¼²î±»ÓÃÀ´ÆÀ¹À¼Û¸ñ¿ÉÄܵı仯»ò²¨¶¯³Ì¶È¡£±ê×¼²îÔ½´ó£¬¼Û¸ñ²¨¶¯µÄ·¶Î§¾ÍÔ½¹ã£¬¹ÉƱµÈ½ðÈÚ¹¤¾ß±íÏֵIJ¨¶¯¾ÍÔ½´ó¡£
3¡¢ÇëÎÊÔÚͨ´ïÐÅÖ¸±êÖУ¬¡°ÊÕÅ̼۵Ä5ÈÕ¹ÀËã±ê×¼²î¡±ÈçºÎд
NÈÕ¹ÀËã±ê×¼²î
STD(CLOSE,5);
4¡¢¼ÆËã¹ÉƱÄê±ê×¼²î
¾ßÌå¿´ÄãÓÃʲô·½Ê½À´Ëã, ÎÒ½Ó´¥µ½ÓÃGARCHµÄ¶à.
, ÄǸö²»ÊdzËÒÔ¸ùºÅ52, ÊdzËÒÔ¸ùºÅÒ»ÄêµÄ½»Ò×ÈÕÊý.
5¡¢Ö»ÖªµÀ×î½ü30ÌìÿÌìµÄÊÕÅ̼ۣ¬¿ªÅ̼ۣ¬²»ÖªµÀ×î³õ¹ÉƱµÄÊÕÅ̼ۣ¬ÔõôËã³öǰһÌìµÄEMA12ºÍEMA26...
×î³õµÚÒ»ÌìµÄemaÖµµÈÓÚÊÕÅ̼Û.
ÄãÏë¼ÆËãema12ºÍema26.
ʵ¼Ê¾ÍÊǼÆËãemaÖ¸ÊýÒÆ¶¯Æ½¾ùÏßµÄËã·¨,
Ö¸ÊýÒÆ¶¯Æ½¾ùÏß,²»ÂÛËûÊǶàÉÙ²ÎÊýµÄ,ÓÐÁ½ÌìµÄÊý¾Ý,¾ÍÄܼÆËã.
ÀýÈç¼ÆËãema12.
¼ÆËãÈýÌìema12Ö¸ÊýÒÆ¶¯Æ½¾ùÏß.
¸ãÇå³þ12ÊÇʲôÒâ˼,12ÊÇ×îÐÂÒ»ÌìÊýÖµµÃÕ¼±È.¼ÆË㹫ʽÊÇ2/(12+1)Ô¼µÈÓÚ0.15
¼ÙÉèÏÖÔÚÓÐÈýÌìµÄÊÕÅ̼Û,·Ö±ðÊÇ
µÚÒ»Ìì99.98,
µÚ¶þÌì104.39
µÚÈýÌì109.13
µÚÒ»ÌìµÄema12ÖµµÈÓÚÊÕÅ̼Û.99.98
µÚ¶þÌìµÄema12ÖµµÈÓÚ½ñÈÕÊÕÅ̼۳ËÒÔ°Ù·Ö±È+×òÈÕema12Öµ³ËÒÔ(1-°Ù·Ö±È)
104.392/(12+1)+99.98(1-2/(12+1))=100.6584615
µÚÈýÌìµÄema12Öµ,¼ÆË㹫ʽÓëµÚ¶þÌìÏàͬ.
109.132/(12+1)+100.6584615(1-2/(12+1))=101.9617751
ÒÔÉÏÊÕÅ̼Ûʵ¼ÊÊÇÉÏÖ¤Ö¸ÊýÀúÊ·ÖÐǰÈýÌìµÄÊÕÅ̼Û.
Ò»°ãÈí¼þϵͳ½éÉܵĹ«Ê½ÈçÏÂ
EMA(X,N):XµÄNÈÕÖ¸ÊýÒÆ¶¯Æ½¾ù.Ëã·¨:Y=(X2+Y'(N-1))/(N+1)
X´ú±í½ñÈÕÊÕÅ̼Û,Y´ú±íÉÏÒ»ÈÕEMAÖµ,NÊDzÎÊý,Èç¹û´øÈë¾ßÌåÊýÖµÓëÉÏÃæ¼ÆËã¹ý³Ì½á¹û»áÍêÈ«Ïàͬ.
Èç¹ûÕâÑùËãÔÙ¿´²»¶®ÎÒ¾ÍûʲôºÃ°ì·¨ÁË,ÕâÓ¦¸ÃÒѾ·Ö½âµÄ¹»Ï¸ÁË.
6¡¢¹ØÓÚEMAÎÊÌâ
???ÄǸöûʲôÓõģ¡
7¡¢Ò»Ö»¹ÉƱÊÕÅ̺󣬳öÀ´µÄ¾ù¼ÛÊÇÔõôËã³öÀ´µÄ£¿
»¦ÊÐÊÕÅ̼ÛΪµ±ÈÕ¸Ã֤ȯһ±Ê½»Ò×ǰһ·ÖÖ***ùÓн»Ò׵ijɽ»Á¿¼ÓȨƽ¾ù¼Û£¨º¬Ò»±Ê½»Ò×£©¡£µ±ÈÕÎ޳ɽ»µÄ£¬ÒÔǰÊÕÅ̼ÛΪµ±ÈÕÊÕÅ̼ۡ£
ÉîÊÐÊÕÅ̼ÛÊÇͨ¹ýÈý·ÖÖÓ¼¯ºÏ¾º¼ÛµÄ·½Ê½²úÉú¡£ÊÕÅ̼¯ºÏ¾º¼Û²»ÄܲúÉúÊÕÅ̼۵ģ¬ÒÔµ±ÈÕ¸Ã֤ȯһ±Ê½»Ò×ǰһ·ÖÖ***ùÓн»Ò׵ijɽ»Á¿¼ÓȨƽ¾ù¼Û(º¬Ò»±Ê½»Ò×)ΪÊÕÅ̼ۡ£µ±ÈÕÎ޳ɽ»µÄ£¬ÒÔǰÊÕÅ̼ÛΪµ±ÈÕÊÕÅ̼ۡ£
Åä×ʳ´¹É
- ÉÂÎ÷Ͷ×Ê»ù½ð¹«Ë¾£¨ÉÂÎ÷˽ļ»ù½ð¹«Ë¾ÅÅÃû£©
- ¸ß¹ÜÒ²±»¿«ÓÍ£¡Ê·ÉÏ×î¿äÕŵÄ8´Î×öÊÐÉ̵ͼÛÄÃÆ±
- 2020¹èÌú¸ÅÄî¹É£¨¹úÆó¸Ä¸ï¸ÅÄî¹ÉÒ»ÀÀ£©
- ÉîÖлª¶«·½²Æ¸»Íø£¨ÉîÖлªaÖØ×é·½Ìõ¼þ£©
- Õâ¼ÒÑÛ¿ÆÐ¹ɻðÁË£¡ÔÂн42ÍòÕÐÈË£¬ºóÇÚÔÂн2Íò£¬4000ÒÚ¾ÞÍ·³Å³¡
- ծȯÉ깺·çÏÕ´óÂð£¨ÎªÊ²Ã´Õ®È¯ÈÝÒ×ÖÐÇ©£©
- Ò»Æû¸»Î¬¹É·Ý¹ÉƱ£¨Í¨´ï¹É·Ý¹ÉƱ£©
- Æ»¹ûÐÂÆ·´ÓÏßÉÏÇÀµ½ÏßÏ ¹ûÁ´ÉÏÊй«Ë¾¹Ø×¢¶ÈË®ÕÇ´¬¸ß
- ¹ÉƱ³ö»õºÍÏ´Å̵ÄÇø±ð£¨¹ÉƱ³ö»õÊÇʲôÒâ˼£©
- 12ÔÂÃÀ¹ú·ÇÅ©Êý¾Ý£¨2020Äê·ÇÅ©Êý¾Ý¹ÙÍø£©
- »ù½ð×îгֲֶ¯Ì¬½ÒÏþ ¼¨ÓŹɻùÔö³ÖµÍ¹ÀÖµÀ¶³ï¹É
- Ò»Á³ÞÏÞÎ ¿÷ËðµÄ¸Ö¸ÖÍøËµÒªIPO Ö÷°ìȯÉÌÁ¢Âíʾ¾¯
- ʯÓÍµÄ¹ÉÆ±¿ÉÒÔµ½ÄÄÀïÂò£¨¹ÉƱÂò½øÈ¥µÄÇ®µ½ÄÄÀïÈ¥ÁË£©
- ÖÐÅ·»ù½ðÖÜÓ¦²¨£ºËļ¾¶È¿´ºÃÖÐÓÎÖÆÔìÒµºÍ³É³¤¹É
- ºê´´¿Ø¹É¹ÉƱÀúÊ·ÐÐÇ飨ºê´´¿Ø¹É¹ÉƱ×îÐÂÏûÏ¢£©
- Ö¤¼à»áÕýÑо¿½µµÍÓ¡»¨Ë°£¨ÈçºÎ½ÉÄÉÓ¡»¨Ë°£©