纽约证券交易所道琼斯工业平均指数(DJIA)(NYSE)趋势分析
Analysis of the trends in the index of the Dow Jones Industrial Average (DJIA) of the New York Stock Exchange (NYSE)
摘要:
假设价格图表可以根据经验分解为随机和非随机两个分量。非随机成分,它可以被视为价格(趋势)在一个时期的近似规则行为,是一条几何线。因此,随机分量以各种幅度围绕非随机分量波动。此外,一个时期的趋势形状在另一个时期可能不同。它进一步假设,可以找到统计证据的几种类型的趋势和价格的下一个运动的方向之间的各种关系。这些假设是测试的道琼斯工业指数(道)的历史数据和证实。此外,统计数据表明,道琼斯指数近期的一些趋势可以用来预测该指数的近期走势。因此,预测DJIA的衰退即将到来,这可能预示着世界范围的经济危机。
英文摘要:
It is hypothesized that price charts can be empirically decomposed into two components as random and non random. The non random component, which can be treated as approximately regular behavior of the prices (trend) in an epoch, is a geometric line. Thus, the random component fluctuates around the non random component with various amplitudes. Moreover, the shape of a trend in an epoch may be different in another epoch. It is further hypothesized that statistical evidence can be found for various relations between several types of trends and the direction of the next movements of the prices. These hypotheses are tested on the historical data of the DJIA (Dow) and confirmed. Moreover, it is statistically showed that a number of trends that have occurred in the near past course of the Dow can be utilized to presage the near future of the index. As a result, upcoming of a recession in the DJIA, which may portend a worldwide economic crisis, is predicted.
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